Re: [tlug] [OT] Japan and 海外 credit cards

[Stuart Luppescu <slu@example.com>]

On Wed, 2009-08-05 at 01:11 +0900, Stephen J. Turnbull wrote:
> Real quants (aka what my advisor used to "the giant sucking
> sound from Wall Street" ... he was not amused at the attrition rate
> the better students) use FORTRAN, SAS, S+, and Haskell (heaven help us
> all), depending on variables like what they're doing and how close to
> realtime the answer needs to be.

It seems that nowadays most of the action is moving away from S+ and
towards R. S+, being proprietary, has not gotten nearly as much active
contribution as R, which is open source. This special volume of the
Journal of Statistical Software is devoted specifically to Econometrics
in R.

http://www.jstatsoft.org/v27

Among the articles in this volume is this one:

VAR, SVAR and SVEC Models: Implementation Within R Package vars

(speaking of VAR).

If I haven't mentioned before, I'm a *big* fan of R.

-- 
Stuart Luppescu -=- slu .at. ccsr.uchicago.edu        
University of Chicago -=- CCSR 
才文と智奈美の父 -=-    Kernel 2.6.30-gentoo-r4                
Anya: Men like sports. I'm sure of it.  Xander:
 Yes. Men like sports. Men watch the action movie, 
 they  eat of the beef, and they enjoy to look at
 the bosoms. A thousand years of avenging our
 wrongs, and that's all you've learned?

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