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st: speeding up program that uses mkmat (thanks to Nick and Kit!)


From   Elizabeth Bruch <bruch@ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: speeding up program that uses mkmat (thanks to Nick and Kit!)
Date   Sun, 06 Feb 2005 15:07:26 -0800

Based on Nick's comments, I worked to minimize the number of times I used
the "mkmat" command. I did this by combining subsets of observations into
larger matrices, and then generated sub-matrices for each observation. This
meant that I only needed to use "mkmat" 24 times, rather than 2500 times. I
ended up creating a lot of sub-matrices, but this was still far faster than
using mkmat.

Then I used Kit's (revised) mkmat2 to speed up the mkmat subroutine.

Together these changes resulted in an enormous increase in speed. Thanks
again!

Elizabeth

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