On 8/13/08, Nick Cox <[email protected]> wrote:
> I have mentioned it in another thread, but this deserves separate
> flagging: Stata 10.1 is now available for download by those with Stata
> 10. Use -update-.
>
> Among various new features I am particularly pleased to welcome -- at
> long last -- a clutch of random-number functions!
It should be noted that those are not just wrappers like invcdf(
runiform() ), but seem to be efficient quick generators based on some
common numerical statistics algorithms. And they are almost compatible
with R -- the Stata functions miss an argument (length of the vector),
while Mata functions have one too many (# rows and # columns instead
of that length) :)).
I wonder if Stata Corp. has any feeling of how exactly faster those
functions are compared to cdf inversion. I am sure the comparisons of
accuracy and speed were performed before those functions were
released.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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