CUDA Acceleration

library(rwig) |> suppressPackageStartupMessages()

The Wasserstein Index Generation (WIG) model relies on the computationally expensive Optimal Transport methods, and could be potentially very slow if the dimension of the problem is very large. In order to speed up the computation, I have implemented some functions in CUDA for faster processing with GPU. This is currently only available on Linux machines, with CUDA installed.

To see if the rwig package on your machine is built with CUDA, you can use the following function to check

check_cuda()
#> [1] TRUE