Introduction to programming Econometrics with R - Draft

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起因与介绍

This semester, I’ll be teaching an introduction to applied econometrics with R, so I’ve decided to write a very small book called “Introduction to programming Econometrics with R”. This is primarily intended for bachelor students and the focus is not much on econometric theory, but more on how to implement econometric theory into computer code, using the R programming language. It’s very basic and doesn’t cover any advanced topics in econometrics and is intended for people with 0 previous programming knowledge. It is still very rough around the edges, and it’s missing the last chapter about reproducible research, and the references, but I think it’s time to put it out there; someone else than my students may find it useful. The book’s probably full of typos and mistakes, so don’t hesitate to drop me an e-mail if you find something fishy: brodrigues@unistra.fr
Also there might be some sections at the beginning that only concern my students. Just ignore that.
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Introduction to programming Econometrics with R - Draft.pdf (1.86 MB)

2015-3-2 23:53:06 上传

作者网站 http://www.brodrigues.co/
题外话
作者比较了四个版本的R，参看 http://www.brodrigues.co/2014/11/11/benchmarks-r-blas-atlas-rro/
文中提到的最快的R是刚被微软收购的revolutionanalytics的产品，现在开源免费了。
有兴趣的同学可以到 http://mran.revolutionanalytics.com/download/#review 下载使用。和rstudio也能很好的配合。

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关键词：introduction econometrics Econometric Programming troduction computer intended decided people called

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thank you very much !!!!!!!!!!!!!!!!!!!!!!!!!

thanks for sharing

四个版本的R指的是换来BLAS的R吧？其他没有变化
看到OpenBLAS速度最快，我很欣慰。
不过R不能用满四个核心倒是个遗憾

nuomin 发表于 2015-3-4 20:35
四个版本的R指的是换来BLAS的R吧？其他没有变化
看到OpenBLAS速度最快，我很欣慰。
不过R不能用满四个核心 ...

rro版的是有自己技术的，支持多核心多线程

igs816 发表于 2015-3-4 23:42
rro版的是有自己技术的，支持多核心多线程

如果rro不是开源项目，那么能用那些个包吗？

nuomin 发表于 2015-3-5 13:49
如果rro不是开源项目，那么能用那些个包吗？

原来是商业的，有一个类似VS的IDE，安装包就有500多M，现在开源了，但原有的技术还在，只是没有ide了。原版R的包都可以用。至少目前是win下最好最快的R版本。

谢谢分享。

谢谢分享