Speed up RunModel_Lag for RunModel.Supervisor

Checks are throwing this note on execution time of RunModel.Supervisor example:

❯ checking examples ... [10s] NOTE
  Examples with CPU (user + system) or elapsed time > 5s
                      user system elapsed
  RunModel.Supervisor  3.3   2.21    5.52

This issue can be prohibitive for the CRAN.

I have tested the code with profvis and raises this issue: most of the time is spent on RunModel_Lag and especially on .GetFeatModel

RunModel_Lag is here called by RunModel.SD which is only used by RunModel.Supervisor

A solution could be to re-code the lag in RunModel.SD in order to speed it up by removing unecessary features in this case.