Re: [Gretl-devel] [Gretl-users] When Julia is faster than C and Gretl
Am 23.02.2018 um 21:59 schrieb Artur Tarassow:
However, in my case extending SB() by calling Julia for specific
tasks
doesn't really make sense as for a typical length of a time series
(let's be generous and set T=300) and even nboot=19999 iterations gretl
still performs similar as Julia's computation time plus file transfer time.
Yes I know. That's good news in a sense, because for practical purposes
it's not so easy to beat (well written) hansl.
Nevertheless, I am pretty sure the gain could be substantial for
instance for Threshold_Panel(), johansensmall(), pmbb() and SVAR().
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.
cheers,
sven