Re: [Rd] efficiency of sample() with prob.

From: Bo Peng <ben.bob_at_gmail.com>
Date: Mon 29 Aug 2005 - 22:03:06 GMT

> It seems the distribution used for your tests is maximally favourable to
> your proposal (not uncommon in papers, but not very honest).

I did not have time to do a thorough test. I was simply reporting what I had done so any implied dishonesty is unfair to me.

> Changing how this is done will break the reproducibility of past programs,
> and we don't really want to introduce yet more options. So it seems only
> worth doing when there are substantial speed gains.

I agree that Walker's method may be slow at some cases but there is nothing to brag about R's current method either. The bottom line is: a bisection method will be uniformly better than the linear search method that R uses right now. This does not qualify as 'substantial speed gain' though.

Cheers,
Bo



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