[R] Performing regression using R & C
Manoj - Hachibushu Capital
Wanzare at HCJP.com
Fri Nov 19 06:17:37 CET 2004
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.
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