Numerical accuracy of Ox 6.2

Tamer Kulaksizoglu

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Ox matrix programming language; software numerical accuracy (search for similar items in EconPapers)
JEL-codes: C87 (search for similar items in EconPapers)
Date: 2012-04-19
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