Re: [Gretl-users] vectorized solution possible?

Am 19.10.2017 um 15:44 schrieb Artur T.: > >> I am programming a stationary bootstrap where the block length >> varies randomly. This is why I avoid resample(). As resample() is >> written in C (I assume) it should be faster, I guess... > > Then perhaps you should look at the "SB" contributed package (by F. > Di Iorio, S. Fachin). > If it doesn't do what you need it would still be useful to know. > > cheers, > sven Good idea, I did the horse race (see the attached file). The output is almost identical for 20000 MC iterations and using the SB's sample script. My SBAT() function beats SB() substantially. <OUTPUT> ******************************************************************************* SB() took = 10.134 sec. estimated coefficients       4.47      1.29     -2.40 95% bootstrap confidence intervals Lower limits            3.06           1.08          -2.91 Upper limits            5.77           1.52          -1.89 ******************************************************************************* ******************************************************************************* SBAT() took = 6.445 sec. estimated coefficients       4.47      1.29     -2.40 95% bootstrap confidence intervals Lower limits            3.23           1.10          -2.86 Upper limits            5.63           1.49          -1.94 ******************************************************************************* </OUTPUT> Artur