Re: [Gretl-devel] Subject: Re: simulation speed
On Tue, 29 Dec 2009, Gordon Hughes wrote:
I did not receive this message until the Big Crush test was well
advanced, so I let it finish.
It took almost 30 hours to run on the system that I described and
reported that all of the tests were passed. I will rerun the test on
the new CVS version when you are satisfied with it.
Thanks, Gordon. There's now a revised test program plus Makefile
at http://www.wfu.edu/~cottrell/gretlrand/
And I've just committed some changes to CVS (these shouldn't
affect the properties of the RNG, but better to ensure you're
using the latest). For now, I've made the ziggurat the default
normal RNG but have added a "set" switch to get the old behavior:
set normal_rand box-muller
This may be useful for regression testing: if you have old scripts
with user-supplied random seeds, then the command above should
give you the same random values that were generated previously.
One more thing: I've run "crush" on two more systems: a Pentium D
machine running Ubuntu and an iMac running OS X 10.4. All tests
were passed.
Allin Cottrell