[Gretl-users] Re: Resample without replacement (Artur Tarassow)
Am 17.09.2019 um 11:19 schrieb Riccardo (Jack) Lucchetti:
On Tue, 17 Sep 2019, Sven Schreiber wrote:
> Am 17.09.2019 um 09:47 schrieb Riccardo (Jack) Lucchetti:
>>
>> matrix sel = ranking(muniform(n,1))
>> return X[sel[1:k],]
>>
> the doc for ranking says "...plus one half the number of elements...",
> so it can be non-integer, no?
In theory, yes. But the odds of having a tie among pseudo-random
uniforms are so small I wouldn't worry about it.
Hm, I don't know. Small, of course, but if millions of future gretl
users start running huge simulations based on that, Murphy's law says
there's going to be an error. As you know, the probability isn't zero
for computer-represented numbers.
But anyway, doesn't ranking involve expensive sorting? My gut feeling is
that using mrandgen(i,...) to produce "more" than enough random indices,
then simply discarding the duplicates with uniq(), could be faster. (Yes
you need an additional check whether enough indices are left over, and
you might have to do extra work, but most of the time it wouldn't be
required.)
cheers
sven