OX is a programming language created in 1996 by Jurgen A. Doornik.
| #807on PLDB | 27Years Old | 251Users |
| 4Books | 0Papers | 58Repos |
Ox is an object-oriented matrix programming language with a mathematical and statistical function library, developed by Jurgen Doornik. It has been designed for econometric programming. It is available for Windows, Mac OS X and Linux platforms. Read more on Wikipedia...
{Show 'Hello World'}
nldge::ParticleLogLikeli()
{ decl it, ip,
mss, mbas, ms, my, mx, vw, vwi, dws,
mhi, mhdet, loglikeli, mData,
vxm, vxs, mxm=<>, mxsu=<>, mxsl=<>,
time, timeall, timeran=0, timelik=0, timefun=0, timeint=0, timeres=0;
mData = GetData(m_asY);
mhdet = sqrt((2*M_PI)^m_cY * determinant(m_mMSbE.^2)); // covariance determinant
mhi = invert(m_mMSbE.^2); // invert covariance of measurement shocks
ms = m_vSss + zeros(m_cPar, m_cS); // start particles
mx = m_vXss + zeros(m_cPar, m_cX); // steady state of state and policy
loglikeli = 0; // init likelihood
//timeall=timer();
for(it = 0; it < sizer(mData); it++)
{
mss = rann(m_cPar, m_cSS) * m_mSSbE; // state noise
fg(&ms, ms, mx, mss); // transition prior as proposal
mx = m_oApprox.FastInterpolate(ms); // interpolate
fy(&my, ms, mx, zeros(m_cPar, m_cMS)); // evaluate importance weights
my -= mData[it][]; // observation error
vw = exp(-0.5 * outer(my,mhi,'d')' )/mhdet; // vw = exp(-0.5 * sumr(my*mhi .*my ) )/mhdet;
vw = vw .== .NaN .? 0 .: vw; // no policy can happen for extrem particles
dws = sumc(vw);
if(dws==0) return -.Inf; // or extremely wrong parameters
loglikeli += log(dws/m_cPar) ; // loglikelihood contribution
//timelik += (timer()-time)/100;
//time=timer();
vwi = resample(vw/dws)-1; // selection step in c++
ms = ms[vwi][]; // on normalized weights
mx = mx[vwi][];
}
return loglikeli;
}
| Feature | Supported | Token | Example |
|---|---|---|---|
| Strings | ✓ | ' | 'Hello world' |
| Print() Debugging | ✓ | Show | |
| Comments | ✓ | // A comment |
|
| Line Comments | ✓ | // | // A comment |
| Semantic Indentation | X |
| title | authors | year | publisher |
|---|---|---|---|
| An Object-oriented Matrix Programming Language: Ox 4 | Jurgen A. Doornik | 2006 | Timberlake Consultants |
| Ox Programming Language | Surhone and Lambert M. and Tennoe and Mariam T. and Henssonow and Susan F. | 2010 | |
| An Object-oriented Matrix Programming Language: Ox 5 | Jurgen A. Doornik | 2007 | Timberlake Consultants |
| Introduction To Ox An Object-oriented Matrix Programming Language | Jurgen A. Doornik and Marius Ooms | 2006 | Timberlake Consultants Ltd |