Re: [Gretl-devel] [Gretl-users] When Julia is faster than C and Gretl
Am 22.02.2018 um 12:55 schrieb Sven Schreiber:
Am 21.02.2018 um 23:30 schrieb Sven Schreiber:
> I have now tried the same thing with Julia, and the number with the
> binary transfer is essentially the same. The pure calculation seems a
> little bit faster, with Julia around 1.4 secs.
I'm attaching a self-contained script (well, apart from the fact that
you need to have the SB.gfn package for gretl and obviously Julia
installed). This uses a home-cooked binary matrix writeout, see the
embedded julia function write2gretlbmat, and works for me.
Thanks for sharing this nice example, Sven. Indeed a nice illustration
of the fact that it might be worth to cooperate with other packages for
specific tasks to gain speed.
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.
Nevertheless, I am pretty sure the gain could be substantial for
instance for Threshold_Panel(), johansensmall(), pmbb() and SVAR().
As mentioned before, maybe this is something for the illustration
section in the Gretl and Julia chapter (44.3).
Yes, I would support this!
Best,
Artur