Re: [Gretl-devel] [Gretl-users] Loop recursion: Speed comparison with Matlab
Am 24.10.2017 um 17:08 schrieb Sven Schreiber:
Am 24.10.2017 um 16:51 schrieb Artur Tarassow:
> Am 24.10.2017 um 16:45 schrieb Sven Schreiber:
>> Yes, well, but it's an old handout, and is that actually used in his
>> current production code? Those people make mistakes, too, you know.
>
> Yes, of course. Guess we should correct this (potential bug) in SB()
> then.
For the record: I am not sure it is a bug, I'm just asking, because it
seemed to me that it _might_ be a bug. I don't claim to be an expert for
the underlying conceptual algorithm.
I guess it would be useful if Stefano could weigh in. The question is,
is the new SB() code equivalent to the old SBslow() code in terms of
output, apart from any speed concerns.
I did the comparison, see the commented example 2 in the sample. The
differences are marginal. But as you said, it would be good to have an
expert opinion on this.
Btw, apart from the previous theoretical issue, we now have a horse race
between Allin's and Jack's algorithms (this discussion happened
off-list). I need to compare them in terms of speed. But I think both
are great illustrative examples of what is possible using hansl in a
more advanced manner.
Artur