Computing Related Posts
Econometrics related computing (mostly R examples from my lectures)
- Calculating p-values in R
- Doing a Jarque-Bera Test In R
- Simple GARCH Models In R
- Delta Method in R
- Estimating a Dynamic Threshold Model
- Doing a Wald Test in R
- Estimating Time-Varying Coefficient Models in Gretl
- Estimating Time-Varying Coefficient Models in R with FKF
- Basics of R Lists
- Basic time series regression in R
This is an R package I wrote for my undergraduate forecasting class. These days it has enough functionality that I use it for my graduate econometrics classes and my research. I definitely plan to write more on this (when I have time, which might translate to “after I retire”).
Essays on the D Programming Language
The D programming language is a C replacement, capable of producing programs that run as fast as C, but with most of the features you’d expect in a modern language. Notably, it has a garbage collector (that can be avoided/completely disabled if you really want) and a large standard library. This makes D feel more like a scripting language like Python or Ruby than it does C or C++. This post by Ivo Welch arguing for changes to C pretty much describes D.
I’ve written a number of D libraries and a few essays.
- A post I wrote for the D Blog in January 2020 titled “D For Data Science: Calling R from D”
- Calling D Functions From R on Windows Note: I wrote that for someone else a few years ago (probably back in 2017). I don’t know if it still works, because I don’t use Windows and I haven’t tried it in a long time. I strongly urge you to use WSL plus VS Code if you’re on Windows. Your life will be so much easier. The programs you write will be the same, but you won’t be messing around with all the unpleasantness of DLLs.
- Using dpp to Do Matrix Algebra in D An example of calling straight into C to do matrix algebra in a D program. This is less about how you should do matrix algebra with D and more a demonstration of how convenient it is to use dpp to directly
#includeC header files in a D program.