Message-ID: <20041119061919.27260.qmail@web41414.mail.yahoo.com>
Date: 2004-11-19T06:19:19Z
From: Greg Tarpinian
Subject: Performing regression using R & C
In-Reply-To: <111C3CD246AB774790496EBB3CD220080334F4@mothra.hcjp.com>
I have found "Numerical Recipes in C" to be extremely
helpful in my statistical studies. OLS is described
in detail in this book.
Best,
Greg
--- Manoj - Hachibushu Capital <Wanzare at HCJP.com>
wrote:
> 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
>
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