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Category Archives: R
>R code for OLS
>Just to show the mathematics involved in computing the OLS coefficients on a simulated data set (which is a good approach to really learning econometrics): set.seed(1234)n < 1000×1 < rnorm(n)x2 < runif(n)X < cbind(1, x1, x2)k < ncol(X)beta < c(2, … Continue reading
Posted in Econometrics, Numerical methods, Programming, R
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>Optimized ATLAS BLAS speed gains in R
>After reading this, I decided to give it a go myself and replaced the default Rblas.dll with the the one linked against the ATLAS library and, indeed, speed gains in matrix computations are significant. I used the C2D version linked … Continue reading
Posted in Numerical methods, R
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