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st: updated package -fastxtile- in SSC


From   Michael Stepner <[email protected]>
To   [email protected]
Subject   st: updated package -fastxtile- in SSC
Date   Tue, 8 Oct 2013 12:28:32 -0400

-fastxtile- has been updated in the SSC, with thanks to Kit Baum.

fastxtile is a drop in replacement for the built-in Stata program
xtile. It has the same syntax and produces identical results, but runs
substantially faster.  It also supports using random sampling to
generate approximate quantiles at even greater speed.

This update (v1.21) corrects an issue identified by fellow Statalist
user, David Muller.  In the previous version, a loss of numerical
precision caused observations that were almost equal to quantile
boundaries to sometimes hop into the adjacent quantile, generating a
small discrepancy with the results of -xtile-.  That issue has been
fixed.  The results of -fastxtile- will now match those of -xtile-
exactly.

(For the curious: the problem was a number being converted to a string
and back, thereby being translated from binary -> decimal -> binary.)

If you've already installed fastxtile, you can update it by running
-adoupdate-.  To install it for the first time, run -ssc install
fastxtile-.

Thank you to David Muller for discovering and reporting the issue!

Best,
Michael
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