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2004 Nov 19
2
Performing regression using R & C
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