ox.scroll

import ../code/conceptPage.scroll

id ox
name OX
appeared 1996
creators Jurgen A. Doornik
tags pl
website http://www.oxmetrics.net/

isOpenSource false
fileType text
centralPackageRepositoryCount 0
country United Kingdom
originCommunity OxMetrics Technologies

leachim6 OX
 filepath o/OX.oz
 fileExtensions oz
 example
  {Show 'Hello World'}
  

lineCommentToken //
printToken Show
stringToken '

hasLineComments true
 // A comment
hasComments true
 // A comment
hasPrintDebugging true
hasSemanticIndentation false
hasStrings true
 'Hello world'

wikipedia https://en.wikipedia.org/wiki/Ox_(programming_language)
 related linux r
 summary 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. The downloadable console version of Ox is free for academic use. A commercial version is available for non-academic use. According to its documentation, it should be cited whenever results are published.The programming environment for econometric modelling OxMetrics is based on Ox.
 pageId 7762427
 created 2006
 backlinksCount 3
 revisionCount 22
 dailyPageViews 6
 appeared 2011

hopl https://hopl.info/showlanguage.prx?exp=2718

domainName oxmetrics.net
 registered 2002

githubBigQuery Ox
 repos 19
 users 12

linguistGrammarRepo https://github.com/andreashetland/sublime-text-ox
 firstCommit 2015
 lastCommit 2015
 committerCount 2
 commitCount 20
 sampleCount 3
 example
  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;
  }
  

isbndb 4
 year|publisher|title|authors|isbn13
 2006|Timberlake Consultants|An Object-oriented Matrix Programming Language: Ox 4|Jurgen A. Doornik|9780954260385
 2010||Ox Programming Language|Surhone and Lambert M. and Tennoe and Mariam T. and Henssonow and Susan F.|9786133182042
 2007|Timberlake Consultants|An Object-oriented Matrix Programming Language: Ox 5|Jurgen A. Doornik|9780955212758
 2006|Timberlake Consultants Ltd|Introduction To Ox An Object-oriented Matrix Programming Language|Jurgen A. Doornik and Marius Ooms|9780955212703

githubLanguage Ox
 fileExtensions ox oxh oxo
 trendingProjectsCount 0
 type programming
 aceMode text
 tmScope source.ox
 repos 58