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20
votes
2answers
765 views

Efficient Generation of Random Variates from a Copula Distribution

I have a 7-asset portfolio for which I want to simulate daily log-deltas using a Student T copula. The marginal distributions are all either Stable or TsallisQGaussian. Using NMaximize, I have ...
13
votes
1answer
243 views

Baffling increase in runtime

Background of my question I discovered Project Euler today, and decided I would work through the problems in Mathematica. I became obsessed with the first problem, which is essentially "sum all the ...
10
votes
3answers
239 views

Intermediate display similar to PrintTemporary

Using MMA we often come across situations like the following cityLIST = CityData[#, "Name"] & /@ CityData[]; This code if you evaluate will emit some display ...
9
votes
2answers
182 views

sudden increase in timing when summing over 250 entries

Using math 9.0.1 on a MacBook Air, I see a sudden increase of Timing by a factor of thousands when I sum over 250 elements of a matrix rather than over 249. So for ...
9
votes
2answers
317 views

Why is ParallelMap way slower than Map

I recently tried to use ParallelMap instead of Map and to my surprise encountered that ...
9
votes
1answer
149 views

In version 10 EvaluationCompletionAction “ShowTiming” no longer gives useful output; any solutions?

Bug introduced in 10.0.0, fixed in 10.0.2 In version 10 using this Front End option no longer gives useful output: ...
5
votes
1answer
515 views

Simple countdown timer in Mathematica

I dug around a bit and did not find a simple and clear implementation of countdown stopwatch in Mathematica. I am looking for a function that takes as an input a certain integer and then counts down ...
5
votes
1answer
232 views

Timing differences between multiple executions of identical code

I have a list of pairs of numbers and I'd like to change the sign of the second element in each pair i.e. $(a,b)\rightarrow (a,-b)$. I'm sure there are many ...
5
votes
1answer
119 views

Systematic increase in runtime [duplicate]

When I run this simple code, which repeats many times the exact same operation (a differential equation), the runtime (given by Timing) increases systematically, ...
4
votes
1answer
105 views

Strange behavior of Mathematica regarding calculation time

Today I witnessed the following strange behavior of Mathematica, when it comes to calculation time involving larger nested lists. The following is the short example that I setup, I am sure one can ...
4
votes
1answer
87 views

Timing mathematica code

I have a collection of functions (Modules) and I wish to find out which sub-routines inside the code take up most time. I have done this by wrapping individual code blocks with ...
4
votes
1answer
90 views

TimeConstrained for parallel computations

The Mathematica manual states TimeConstrained takes account only of CPU time spent inside the main Mathematica kernel process; it does not include additional ...
3
votes
2answers
221 views

How can I track the execution time of an evaluating Manipulate cell?

In Wolfram's tutorial on Advanced Manipulate Functionality, a nice example of a continually evaluating Manipulate cell is presented: ...
3
votes
1answer
137 views

Precise Timing for nested functions, how to? [duplicate]

Possible Duplicate: Profiling from Mathematica How can I easily get fractions of timing for each nested function? Consider a nested call like this: ...
2
votes
1answer
95 views

Graphing the amount of time a function takes

I know I can find out the amount of time a function takes to run like this: In:= function1[100] //Timing Out:= {0.043334, Null} How can I graph this over a set ...
2
votes
3answers
77 views

Reduction of repetitive calculations in Table

If I generate two tables inside a function which are function[n_, x_, y_]:=( table1 = Table[i* x/n^x, {i,1,n}]; table2 = Table[i* y/n^y, {i,1,n}]; ) where ...
2
votes
1answer
145 views

A question about definite integrals and timing

I need to integrate the expression G given below: ...
2
votes
1answer
122 views

How can I reduce computation time while still obtaining a good approximation for my function?

I am new to any CAS (and Mathematica, for that matter) and new to StackExchange too, so forgive me and correct me on any mistakes. I have this function: $J_p=\sum_{m,n=1}^{\infty} ...
2
votes
1answer
62 views

A problem with Timing

With M = Partition[Range@10000000, 1000]; V = Range[10000] - 1; I got the following timings: ...
2
votes
1answer
82 views

File output and race conditions

Is it possible to know when Mathematica is done writing a file? I'm looking to automate something and I'm wanting to have Mathematica put it in a file using Put[], ...
1
vote
1answer
261 views

Understanding execution time in nested loops

I have the following simple code ...
1
vote
1answer
36 views

Interpolation function evaluation and timing

Lets define two identical functions $f$ and $g$ in a slightly different way ...
0
votes
1answer
78 views

Slow evaluation of complicated Table

I have a system of recursive equations x[t+1]:=f[x[t],p[t-1],a[t],a[t-1]]; p[t+1]:=g[p[t],x[t-1],a[t],a[t-1]]; a[t+1]:=h[x[t],p[t],a[t],a[t-1]]; I want to ...
0
votes
1answer
49 views

timing series algorithm [closed]

If we have a timing series t1,t2,t3.... and every timing point means an event. A time interval T is given. Once T is given, how to calculate the maximum event number happening in T? case A ...
0
votes
0answers
83 views

How to be faster at making a frequency list of increasing steps

I want to find propabilities of having a sequence in a list, by using frequencies. The case is that you will bet on an increase when the last event had an increased and bet on derease when the last ...
0
votes
0answers
53 views

Interrupting FactorInteger automatically when it takes a very long time [duplicate]

Sometimes when I use FactorInteger[] with certain very big integers, it takes a very long time, and I have to interrupt the operation manually to try another ...
-1
votes
1answer
73 views

Plot CPU time vs iteration? [duplicate]

I would like to generate a plot of CPU time vs number of iterations. For example, if I were to calculate the solution of a system of differential equations in state-space form using the summation of ...