[Gretl-users] Re: Resample without replacement (Artur Tarassow)

On Fri, 20 Sep 2019, Artur Tarassow wrote: [commenting on a function written by Jack] > Interesting to see that this hansl-based version almost as fast as > compared to the native msample() function: > > <hansl> > clear > set verbose off > > function matrix sample_wo_rep (const matrix X, >                               const scalar k) >     scalar n = rows(X) >     if k > n >         funcerr "what?" >     endif >     matrix sel = ranking(muniform(n,1)) >     return X[sel[1:k],] > end function > > # Parameters > scalar R = 100 > scalar C = 100 > scalar SIZE = 5 > if SIZE>R >     stop > endif > scalar RUNS = 10000 > > matrix X = mnormal(R, C) > > matrix runtime = zeros(RUNS, 2) > > loop algo = 1..2 -q >     loop i=1..RUNS -q >         set stopwatch >        if algo >            matrix res = sample_wo_rep(X, SIZE) >        else >            matrix res = msample(X, SIZE) >        endif >        runtime[i, algo] = $stopwatch >    endloop > endloop > > printf "Mean runtime\n%12.9f\n", meanc(runtime) > printf "Ratio of Jack-to-msample() = %.3f\n", > meanc(runtime[,1])/meanc(runtime[,2]) Unfortunately this test is running sample_wo_rep against itself: algo runs from 1 to 2 so "if algo" is always true. If we substitute the condition "if algo == 1" we get quite different results. For example, with Artur's parameter values: Mean runtime 0.000027866 0.000000776 Ratio of Jack-to-msample() = 35.932