Re: [Gretl-devel] [Gretl-users] Loop recursion: Speed comparison with Matlab
Am 24.10.2017 um 18:38 schrieb Allin Cottrell:
>>>> Am 24.10.2017 um 14:36 schrieb Sven Schreiber:
>>>>> number, if you know what I mean. In the original
code (now in
>>>>> SBslow()) this looks different.
I'm sure Sheppard is right (and so Artur's SB is also right).
If you
used a single random value for both (i) the decision on whether to start
a new block or select a consecutive value and (ii) to select the
starting point for a new block, then your blocks would always start in
the initial 1/b fraction of the data (where b = expected block size).
And surely you don't want that.
Fair enough. My question all along has been whether Artur's algorithm
and/or Sheppard's handout were equivalent conceptually to some other
implementations that I (only briefly) looked at -- including the
previous SBslow code by Stefano et al., and also some part in Sheppard's
MFE toolbox that I _thought_ was about the stationary bootstrap and that
was different from the handout.
I'm still not sure what the answer to that question is.
thanks,
sven