[Gretl-users] Re: Simulated maximum likelihood using Halton numbers
On Mon, Oct 30, 2023 at 1:24 PM Alecos Papadopoulos <papadopalex(a)aueb.gr> wrote:
I have a sample of size n=1789. I need to run simulated maximum
likelihood on it, generating series of pairs of independent (w,u) per
observation to compute the value of the likelihood as an simuluated average.
Instead of using the RNG of gretl, I was thinking of using Halton
numbers [...]
Alecos, please say why mrandgen() couldn't do the job for you.
Allin Cottrell