st: xtile: how to make it fast

[Luigi Pinoni <gipino9@gmail.com>]

Dear All,

Do you know any a faster way of doing what ^xtile^ command does?

Let me explain my problem:

I have a variable, say X, with 50k observations, and a frequency
weights, say W, which is on average 6k. I need to generate a new
variable that categorizes X by a large number of quantiles (40k).

I need something that ideally ^xtile^ command does but it takes ages.
My command line for variable X is:

xtile double pc = X [fw = W]. nq(40000)

I guess the problem is that xtile is written as an ado file without
using Mata and it loops forever and ever.

Many thanks for your help!!
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