Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable product) and I would be grateful for any help you might be able to provide with the following query. Can the Gauss engine be linked for use within R? If so I would be grateful for some further details and to learn of peoples' experiences. Is the solution of using Gauss from R a sensible one or should the Gauss applications be converted to R code? (Unfortunately I suspect that the econometricians will be hard to move from Gauss despite the attractions of R, so this is probably not a starter.) Many thanks for your help, Peter =====================================================Peter Thomson PhD, CStat, AStat Statistics Research Associates Ltd PO Box 12 649, Thorndon Wellington NEW ZEALAND Email: peter at statsresearch.co.nz Web: www.statsresearch.co.nz Phone: +64 4 934-4753 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
This is a tangent to your question. The economist Jurgen Doornik has written a language called Ox: http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm It obviously caters to econometricians. The unix version is free. I did use it at one time before R was really rolling. I used it for MLE because I think at that time there was no nlm() routine in R yet! Ox seemed fine though had no graphics. Anyway I am mentioning this in case Ox is similar to Gauss. I know that Ox is C-like, maybe Gauss is too, and so maybe not too hard to port Gauss progs to Ox. Bill Simpson -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Friday 06 April 2001 03:34, Bill Simpson wrote: > This is a tangent to your question. > > The economist Jurgen Doornik has written a language called Ox: > http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm > It obviously caters to econometricians. The unix version is free. > > I did use it at one time before R was really rolling. I used it for MLE > because I think at that time there was no nlm() routine in R yet! Ox > seemed fine though had no graphics. > > Anyway I am mentioning this in case Ox is similar to Gauss. I know that > Ox is C-like, maybe Gauss is too, and so maybe not too hard to port > Gauss progs to Ox. Let me add that Ox comes with a function g2ox which transforms Gauss to Ox code. Also, Ox is extremely fast (read it and experienced it). Alvaro Novo > > Bill Simpson > > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-. >-.-.-.- r-help mailing list -- Read > http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or > "[un]subscribe" > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._. >_._._._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._