Tag: performance

Make your time series computations up to 20 times faster

The key to getting the most performance from a matrix language is to vectorize your code as much as possible. Vectorized code performs operations on large sections of matrices and vectors in a single operation, rather than looping over the elements one-by-one. In this blog, we learn how to use the GAUSS recserar function to vectorize code and simulate a time series AR(1) model.
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