[Gretl-users] Loop recursion: Speed comparison with Matlab

Dear all, I made a little experiment this morning as I was a bit puzzled that the SB() function for generating stationary bootstraps felt a bit "sluggish" when I played around with it -- at least for large vectors and many bootstrap iterations. So I decided to compare the speed of Gretl (4 days old 2017d-git) with MATLAB (2014), and the difference is astonishing. Loop recursion is about 40 times faster in MATLAB compared to Gretl. I am a bit shocked that this difference is that large. Usually I claim that Gretl is really quick. Let me give you the following example (see attached file) for which I provide both the Gretl and MATLAB codes. In exercise 1 (Ex. 1) I call SB() 10000 times for a vector with 10000 obs. The speed difference is remarkable. In Ex. 2 I draw 10000 a scalar from a uniform distribution. The difference in speed is rather negligible. I am not claiming that the SB() is programmed in the most efficient way, but as both codes are identical I would not expect such massive differences. Or do I miss something? #------------------------------- # Speed comparison on my laptop #------------------------------- # Gretl Matlab # Ex. 1 124.6562 3.1606 sec. # Ex. 2 0.0025 0.0021 sec. Best, Artur