I have a sample of size n=1789. I need to run simulated maximum
likelihood on it, generating series of pairs of independent (w,u) per
observation to compute the value of the likelihood as an simuluated average.
Instead of using the RNG of gretl, I was thinking of using Halton
numbers, in sequences of length, say, 100. It would appear that this
requires to construct (once), 1789 (x) 2 = 3578 sequences of Halton
numbers of length 100.
Given my current understanding of the "halton" function in gretl, It
appears that I can only construct 40 distinct sequences maximum.
Naively, one could think "then, construct 40 sequences each of length
9000" and then chop them in pieces of length 100 to get the number of
required distinct sequences (or generate 1 sequence with length 357800
for that matter)... but how would one preserve the "well-balanced
spacing" in (0,1) that is the advantage of Halton numbers? (again this
"idea" is just to make small talk -it may be totally silly).
Is there any way to generate what I need inside gretl?
--
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web: alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
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