[R] Performing regression using R & C

Greg Tarpinian sasprog474 at yahoo.com
Fri Nov 19 07:19:19 CET 2004

I have found "Numerical Recipes in C" to be extremely
helpful in my statistical studies.  OLS is described
in detail in this book.



--- Manoj - Hachibushu Capital <Wanzare at HCJP.com>

> 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 to google
> this
> information but wasn't able to find anything truly
> relevant, hence would
> really appreciate your help on this one.
> Thanks.
> Manoj
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