Econometrics: bibliography - page 19
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The link reads.
The book is on point.
I have about 20 of these books... if I can find them or links I will try to put them all up....
Another link.
Article " Popularity of data analysis software". The review includesBMDP,JMP,Minitab,R,R-PLUS,Revolution R Enterprise,S-PLUS,SAS,SPSS,Stata,Statistica, andSystat, including two implementations of SASCarolina andthe World Programming System (WPS)
In brief. SAS, SPSS and R are the most popular. And R is progressing fast enough and has overtaken these packages in some respects. Remind that R is free, unlike other packages.
Here is one of the pictures:
The analysis is large and the ratio is not everywhere. Nevertheless, the tipping point in favour of R came around 2009.
PS. Matlab, Mathematics and Matcad are not considered at all, as they are not specialised packages.
Another link.
...
PS. Matlab, Mathematics and Matcad are not considered at all, as they are not specialised packages.
It seems that R is also declared by its creators not as a specialized statistical program, but as a universal language of calculations. By the way, the similarity between R and MathLab is impressive. Not to mention, some bibles from MathLab even convert to R.
Unfortunately, the article doesn't say anything about Microsoft F#. It seems that F# was created for similar tasks but so far it is an empty language. It would be interesting to read about its development perspectives and what the public thinks about it.
It seems that R is also claimed by its creators not as a specialised statistical programme, but as a universal language of calculations. By the way, the similarity between R and MathLab is impressive. Not to mention, some bibles from MathLab even convert to R.
Unfortunately, the article doesn't say anything about Microsoft F#. It seems that F# was created for similar tasks but so far it is an empty language. It would be interesting to read about its development perspectives and what the public thinks about it.
And here I've started to master one package. To implement its algorithms I need matrix operations and optimization. Well, I thought that I wouldn't wait for the results. And then I read that for matrix operations the Fortran library is used and for the optimization - the C library, as these libraries are considered the most effective in these areas. So much for the interpreter....
So much for the interpreter....
And also there's JIT, C++ code is integrated directly into R code with a couple of lines and a couple more lines to parallelize everything for as many cores as you need on different machines. Anyway, while somebody is doing the same thing in C++, R users are already looking at the results :)
Here is the translation of the post on the application of R
HowAmerican Century revamped their investment platform with R
American Century Investments is a top 20 investment fund management company with more than $125 billion in assets under management. The quantitative investment group manages 22 funds, and takes an objective, systematic and disciplined approach to determining stock purchases and sales. Real-time trading and carefully calibrated statistical models are the backbone of this quantitative approach.
This group previously had a mixture of closed-ended third-party financial software systems, which were found to be expensive, cumbersome and functionally limited. By switching to a core solution, Revolution R Enterprise, the quantitative investment group created a scalable, comprehensive system based around R. A large number of teams now use and contribute to the internal R package "rACI" as a way to collaborate and distribute the latest methodology from research to production. With access to the innovations of the open source R community, a research team can go from idea to investment very quickly. (And as a reward, code that previously ran on open source R executes 20x faster in Revolution R Enterprise, which optimizes R.)
Quite a manageable table of contents under the R documentation
General
By time series
Time series forecasting
Econometrics
Success!
There is a website for R that asks all sorts of questions. ran a search for "MT4" and got 88 results. They know about us!