Re: [Gretl-devel] [Gretl-users] When Julia is faster than C and Gretl
On Sat, 24 Feb 2018, Sven Schreiber wrote:
Not sure. The bootstraps in johansensmall and SVAR all benefit from
gretl's
native varsimul() function. At least for johansensmall the author of similar
Matlab code told me the speed is basically the same, and I assume that Matlab
tries to do some JITting there.
Yes, that's the feedback I got from Beppe Cavaliere and his co-authors
too.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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