Am 23.04.2021 um 12:34 schrieb Alecos Papadopoulos:
These estimates will be stored in matrices. Does it make any
difference in computational speed if I use one matrix of [replications
/times/ 20] dimension, or 20 matrices of [replications /times/ 1]
dimension?
Not directly an answer to your question (sorry), but perhaps still
relevant: In my experience, when creating or filling a large matrix in a
loop, it's a lot faster in gretl if the matrix of the final dimension is
pre-initialized and then the rows' or columns' values are reassigned,
instead of recursively stacking (concatenating) new rows or columns to a
small initial matrix.
Also the gretl gurus told me that it's faster to work (with hansl
scripting) on entire columns instead of entire rows, due to the internal
memory layout of a gretl matrix. (I hope I got this right and didn't mix
it up.)
cheers
sven