Re: [Gretl-users] random number generation

I don't have much to say about that reference since I'm not sure from looking at Dirk's slides how the timings were obtained. That said, I can say that my timings for 200 replications of (1 million random normals) show R's rnorm() function -- from the current R release -- as taking about 5 times as long as gretl and Octave. Not in the ballpark. As regards gretl vs Octave, we're now a little faster (using basically the same normals code, but gretl's generation of the underlying uniform variates is faster). Maybe Dirk is using a "souped up" alternative to R's standard rnorm(). That wasn't clear to me.