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Re: st: Successive rounds of a simulation become slower and slower
From
Joerg Luedicke <[email protected]>
To
[email protected]
Subject
Re: st: Successive rounds of a simulation become slower and slower
Date
Wed, 26 Oct 2011 16:59:01 -0400
On Wed, Oct 26, 2011 at 1:50 PM, Joerg Luedicke
<[email protected]> wrote:
> If every simulation run really does the same thing, then the
> time increase is linear.
Due to the non-absence of procrastination tendencies on my end, here
is some actual evidence, supporting the above claim:
/***********************************/
capture program drop simtime
program define simtime, rclass
clear
timer clear 1
timer on 1
qui set obs 1000
qui gen float y=rnormal()
forval i=1/20 {
qui gen float x`i'=rnormal()
}
qui reg y x*
timer off 1
qui timer list 1
return scalar t=r(t1)
end
simulate time=r(t), reps(1000) saving(simtime1000, replace): simtime
gen run=_n
gen cumtime=time
replace cumtime=cumtime+cumtime[_n-1] if _n>1
scatter cumtime run
/***********************************/
Joerg
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