Hi all, We wrote a new blog post about comparing Julia with MATLAB, Python, and R. Comments and suggestions are welcome! [image] Choosing a numerical programming language for economic research: Julia,... Economic researchers can choose between four general purpose programming language…

[image] DNF: @turbo is single-threaded, while @tturbo is multi-threaded. The extra t stands for threading. Yes, of course. Still it uses SIMD and we could have used that for (some of) the other languages, so doesn’t quite make for a fair comparison. But certainly worth mentioning.

I disagree. Automatic simd is definitely fair, since it doesn’t use extra resources, just exploits the allocated ones better. In fact, this is not at all limited to @turbo, but is something Julia uses automatically in many different places. Would you block simd-vectorization somehow deliberately? A…

[image] TheCedarPrince: Inspired by @Sukera 's comment a bit up the chain about test documentation and @johnmyleswhite 's comments on identifying and trying to tackle issues, I opened a PR to the Julia docs that gives an example workflow on how to use pkg> test within one’s own package going thr…

Thanks and no worries - it’s discussions like these that can lead us to solutions. :smiley: I figure even if that isn’t a perfect PR there, it is at least something now we can all critique and make better. Feel free to comment on that PR with additional ideas/thoughts.

I would agree on most cases. However, I believe the authors specifically used an algorithm that can’t be vectorised. The improved Julia code uses a modified algorithm which can be vectorised in part. It’s not really a fair comparison in the spirit of the article.

Agreed, and @turbo is no less fair than @jit.

In case you are interested I also made a functional version of the code that maybe can be parallelized. It is not faster, but I like it because it has zero allocations and the GC is not called. using StatsBase using DelimitedFiles using BenchmarkTools using Base: Iterators using IterTools y = read…

[image] DNF: I disagree. The way we wrote the code in all 5 languages does not use SIMD so the comparison is not fair. Assuming one can do so (which we have not looked at) we would be happy to include a separate comparison between all 5 languages that use SIMD. For now, we will add the SIM…

[image] Jorge_Vieyra: For the Julia code this is a faster version: Jon was impressed with this proposal, he runs it every day on his website http://extremerisk.org/ (the estimation is done in Julia) and it will significantly speed up his code. And be more elegant.

Choosing a numerical programming language for economic research: Julia,

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DNF August 15, 2022, 6:12pm 82

Changing the algorithm might not be fair game, I agree, but any automatic simd that might happen should be fine.

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Choosing a numerical programming language for economic research: Julia,

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