Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • #16
    Attaullah: Thanks for this reply I and no doubt Robert too agree with you warmly about intent. Programmers are all happy to write programs that make life easier for others are well as themselves.

    But the thread as pitched by you is not about convenience at all. In choosing the thread title and announcing your new version and presenting examples with timings you claimed, unequivocally, speed advantages of your program over others. which in practice so far just means rangestat . But our replies show that this claim is wrong in some cases and needs severe qualification in others. In making such claims you lay yourself open to discussion and specifically to correction if you are wrong. Also, in comparison fair is fair. just as your program is aimed at a narrow class of problems and ignores others, our program is cast much more generally, and so sometimes efficiency does require combination with other commands. There is nothing unusual or out of order with that kind of advice. The main question is not whether users can think of solutions for themselves. It is whether they can apply such solutions once they have been pointed out. The majority of threads on Statalist fall under this heading.

    It's fine to have one large group of users (people in finance) in mind. But there is nothing peculiar about my example as far as another large group of users is concerned. Patients do not all visit clinics every possible day! Also, I did not mention it, but a large class of environmental datasets have similar features. Storms, floods, earthquakes, landslides and many other hazards occur intermittently. Political scientists often deal with data on terrorism incidents, changes of regime, etc., etc. that are irregularly spaced. There is nothing pathological about such data and they are the stuff many people here work with day by day.

    As I write your help file still has this unqualified claim

    asrol uses efficient codings in the Mata language which makes this version
    extremely fast as compared to other available programs. The speed efficiency
    matters more in large data sets. This version also overcomes limitation of the
    earlier version of asrol which could calculate statistics in a rolling window of
    104. asrol can accoomodate any length of the rolling window.

    and I've already suggested that such wording needs modification. While I am looking at that paragraph I guess you mean something like a window of at most 104 and that you will want to fix the spelling to "accommodate".
    Last edited by Nick Cox; 16 Mar 2017, 03:28.

    Comment


    • #17
      I have followed the suggestion in post #1 to update -asrol- but the new version does not allow allow me to include three arguments as also explained here
      ​​​​​​https://fintechprofessor.com/asrol-f...option-window/

      I am using Mac and Stata 16. Is this an issue for asrol?

      Comment


      • #18
        Lisa Wilson
        asrol version 5.0 would be sent to the SSC after I get enough feedback from its users. Therefore, it is currently available from my site. To install it, copy and paste the following line in Stata and press enter.
        Code:
        net install asrol, from(http://fintechprofessor.com) replace
        Please note that the above line has to be copied in full. After installation of the new version, then restart Stata.

        After installation, you may check its version
        Code:
        which asrol
         Version 5.1:  Sep 4, 2020 :
        asrol version 5.0 is a real deal. It is super fast and flexible.

        Regards
        --------------------------------------------------
        Attaullah Shah, PhD.
        Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
        FinTechProfessor.com
        https://asdocx.com
        Check out my asdoc program, which sends outputs to MS Word.
        For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

        Comment


        • #19
          Just an update to the discussion back in 2017, I have made significant changes to the rolling window algorithm, therefore, asrol is no more affected by time-series gaps in the data. It does not matter whether the data is rectangular, has duplicates, or has missing values in the range variable, asrol is faster in all cases compared to its older versions or any other alternative available.
          Regards
          --------------------------------------------------
          Attaullah Shah, PhD.
          Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
          FinTechProfessor.com
          https://asdocx.com
          Check out my asdoc program, which sends outputs to MS Word.
          For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

          Comment

          Working...
          X