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Re: memory problem


From: Dirk Eddelbuettel
Subject: Re: memory problem
Date: Wed, 2 Feb 2000 08:26:53 -0500 (EST)

  Daniel> Trying the rand function is HOPELESS in octave.  Some benchmarks
  Daniel> before showed me, that rand is one of the operations where matlab
  Daniel> is factors faster.  

Have a look at 

        http://rosebud.sps.queensu.ca/~edd/code/octave-mt.html

which implements the much faster Mersenne Twister RNG for Octave and provides 
Uniform and Standard Normal deviates, just like rand and randn. I found this
to be on the order of four times faster than Octave's built-in RNG.  

-- 
According to the latest figures, 43% of all statistics are totally worthless.



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