Dear All,
Is it possible to perform OLS using C code? I am
trying to
optimize a n-period "moving window" OLS on a huge
dataset hence was
wondering if such a thing is possible.
Ideally the solution that I am looking for would
involve a
C-code accepting two float arrays and returning back
computed parameters
such as t-stat, coefficient etc.
I have glanced thru the FAQ's and tried to google
this
information but wasn't able to find anything truly
relevant, hence would
really appreciate your help on this one.
Thanks.
Manoj