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remove unnecessary note about multi-threading in roc_fit function
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(parallelization attempt reverted)
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loicdtx committed Aug 14, 2023
1 parent 19369bb commit bc57af7
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8 changes: 0 additions & 8 deletions nrt/fit_methods.py
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Expand Up @@ -266,14 +266,6 @@ def roc_stable_fit(X, y, dates, alpha=0.05, crit=0.9478982340418134):
The implementation roughly corresponds to the fit of bfastmonitor
with the history option set to 'ROC'.
Note:
For best performances of the multithreaded implementation, it is
recommended to limit the number of threads used by MKL or OpenBLAS to 1.
This avoids over-subscription, and improves performances.
By default the function will use all cores available; the number of cores
used can be controled using the ``numba.set_num_threads`` function or
by modifying the ``NUMBA_NUM_THREADS`` environment variable
Args:
X ((M, N) np.ndarray): Matrix of independant variables
y ((M, K) np.ndarray): Matrix of dependant variables
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