function void euler(int n, scalar *mn)    # pointer form
    scalar m = 0
    loop i = 1..n -q
        scalar the_sum = 0
        loop while the_sum<=1 -q
            m++
            the_sum += randgen1(u,0,1)
        endloop
    endloop
    mn = m/n
end function

set verbose off
clear
set stopwatch
scalar mn = 0
euler(10^{^7},&mn)        # originally 10^{^8}
printf "This took = %.6f sec.\n", $stopwatch
mn

You can gain at least one second with this version of euler function:

function void euler2(int n, scalar *mn)    # pointer form
    scalar m = 0
    loop n -q
        scalar the_sum = 0
        loop while 1 -q
            m++
            the_sum += randgen1(u,0,1)
            if the_sum > 1
                break
            endif           
        endloop
    endloop
    mn = m/n
end function

Marcin

-- 
Marcin Błażejowski