Old code and related notes

On this page I collect some of the code that I wrote (a long time ago...), mostly in Ox. Ox is an object-oriented matrix programming language similar in syntax to C/C++ - see Jurgen Doornik's homepage (Jurgen Doornik is the creator of Ox) for more details.

openMosix and Ox

A Note on Embarrassingly Parallel Computation using openMosix and Ox (pdf)
I presented this at the First OxMetrics User Conference (Sep 2003). The described cluster eventually grew to 24 machines. Please note that development of openMosix has ceased.

Parameter variance and constrained Maximum Likelihood Estimation

The Ox code for calculating the variance in constrained MLE (text file with .ox extension) and an explanation of how to calculate the variance in constrained MLE (pdf). Note that there is a typo in this pdf - there is an inverse missing in equation 11 (thanks to Youngsoo Kim for spotting this). There is a longer and probably much better explanation in Gourieroux and Monfort, Statistics and Econometric Models, Vol. 1, ch. 10.3.

OxDBI: A database independent abstraction layer for Ox

Allows connecting to relational databases directly from Ox. OxDBI is based on libdbi, and therefore supports the same set of databases (e.g. MySQL, PostgreSQL and MS SQL Server via FreeTDS). OxDBI source code and documentation (gzipped tarball). I am releasing this under the LGPL. Requires libdbi, and Ox 3.32 or greater. I have only tested this code on Linux and Mac OS X, but it should be possible to compile it under Windows (libdbi now has cygwin and mingw versions). I presented this at the Second OxMetrics User Conference (Aug 2004).

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