Kulaksizoglu, Tamer (2012): Numerical accuracy of Ox 6.2.
Download (341kB) | Preview
This article evaluates the numerical accuracy of Ox object-oriented matrix programming language. It uses the Standard Reference Datasets (StRD) for estimation accuracy, the ELV DOS program for statistical distribution accuracy, and the DIEHARD battery of randomness tests for random number generation accuracy. The main finding of the paper is that Ox is quite accurate in almost every area it is tested. However, it should also be stressed that there is room for improvement in its optimization library.
|Item Type:||MPRA Paper|
|Original Title:||Numerical accuracy of Ox 6.2|
|Keywords:||Ox matrix programming language, software numerical accuracy|
|Subjects:||C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software|
|Depositing User:||Tamer Kulaksizoglu|
|Date Deposited:||20. Apr 2012 01:37|
|Last Modified:||14. Feb 2013 18:19|
F. Cribari-Neto. Econometric programming environments: GAUSS, Ox, and S-Plus. Journal of Applied Econometrics, 12:77-89, 1997.
J. A. Doornik. Object-oriented programming using Ox. In S. S. Nielsen, editor, Programming Languages and Systems in Computational Economics and Finance, volume 18 of Advances in Computational Economics, chapter 5, pages 115-148. Kluwer Academic Publishers, 2002.
J. A. Doornik. An Object-Oriented Matrix Language: Ox 6. Timberlake Consultants Press, 2009.
J. A. Doornik and M. Ooms. Introduction to Ox, 2006.
J. A. Doornik and M. Ooms. Introduction to Ox: An Object-Oriented Matrix Language. Timberlake Consultants Press, 2007.
T. Kenc and J. M. Orszag. Ox: An object-oriented matrix language. The Economic Journal, 107:256-259, 1997.
L. Knüsel. Computergestützte Berechnung Statisticher Verteilungen. Oldenbourg, München, 1989.
G. Marsaglia. DIEHARD: A battery of tests of randomness. http://www.stat.fsu.edu/pub/diehard/, 1996.
B. D. McCullough. Assessing the reliability of statistical software: Part I. The American Statistician, 52(4):358-366, 1998.
B. D. McCullough. Assessing the reliability of statistical software: Part II. The American Statistician, 53(2):149-159, 1999.
B. D. McCullough. Econometric software reliability: EViews, LIMDEP, SHAZAM, and TSP. Journal of Applied Econometrics, 14:191-202, 1999.