Re: [Gretl-devel] Subject: Re: simulation speed
Gordon Hughes schrieb:
finish. However, I have one initial observation. Sven reported that
the updated version of the ziggurat executes substantially faster
than the earlier version.
Sorry that's not what I had meant. I was comparing the modified ziggurat
with the algorithm that was in gretl before this whole discussion
started. According to the Doornik paper a slight slowdown of the
modified ziggurat with respect to the plain ziggurat is expected I think.
cheers,
sven