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

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])