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Numerical accuracy of Ox 6.2

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  • Kulaksizoglu, Tamer

Abstract

This article evaluates the numerical accuracy of Ox object-oriented matrix programming language. It uses the Standard Reference Datasets (StRD) for estimation accuracy, the ELV DOS program for statistical distribution accuracy, and the DIEHARD battery of randomness tests for random number generation accuracy. The main finding of the paper is that Ox is quite accurate in almost every area it is tested. However, it should also be stressed that there is room for improvement in its optimization library.

Suggested Citation

  • Kulaksizoglu, Tamer, 2012. "Numerical accuracy of Ox 6.2," MPRA Paper 38219, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:38219
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    References listed on IDEAS

    as
    1. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.
    2. Cribari-Neto, Francisco, 1997. "Econometric Programming Environments: GAUSS, Ox and S-PLUS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 77-89, Jan.-Feb..
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    More about this item

    Keywords

    Ox matrix programming language; software numerical accuracy;

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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