Re: [Gretl-users] random number generation
Am 17.11.2016 um 17:23 schrieb Allin Cottrell:
Here's what I'm seeing for timings of 200 replications of
generating 1
million normals (Nehalem CPU):
gretl: 3.978 seconds
Octave: 5.185
R, zrnorm: 3.275
R, zrnormR: 4.995
So in this comparison class we have the best time for MT + Ziggurat,
though RcppZiggurat is faster with SHR3 + Ziggurat.
Thanks for the interesting facts. So we can only speculate why on Dirk's
slides "ZiggGretl" is so much slower. (Perhaps that really only tested
the Ziggurat step of the algorithm, not the overall RNG performance.)
thanks,
sven