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st: faster xtiling


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: faster xtiling
Date   Fri, 7 Sep 2012 11:04:23 -0400

Hi all,

I am trying to speed up -xtile- for Stata 11 and above for all
platforms (for internal use) used with tens of millions of
observations.

I checked the source of -xtile-, and I am not sure I understand all
its purpose. Most importantly, it does sort the data (a no-no with
data the size of mine), even though the crucial step of _pctile does
not need presorted data.

Could some learned member of this list let me know what I might lose
if write a simpler wrapper for _pctile?

And while I am at it, I am also happy to hear comments about the
prospects of using Mata for any of this. _pctile is built-in,
optimized, tailored, tweaked, polished C code, so there is little hope
that Mata might improve the crucial steps, right?

Probably the wrapper is only about parsing and error-checking, so
there is little need for Mata (or "improved algorithms") either,
right?

Thank you so much,

Laszlo
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