Blog Archives

Using R as a Computer Algebra System with Ryacas

December 31, 2013
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R is used to perform statistical analysis and doesn't focus on symbolic maths. But it is sometimes useful to let the computer derive a function for you (and have the analytic expression of said derivative), but maybe you don't want to leave your comfy R shell. It is possible to turn R into a full-fledged computer...

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Nonlinear Gmm with R – Example with a logistic regression

November 7, 2013
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In this post, I will explain how you can use the R gmm package to estimate a non-linear model, and more specifically a logit model. For my research, I have to estimate Euler equations using the Generalized Method of Moments. I contacted Pierre Chaussé, the creator of the gmm library for help, since I was having...

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Method of Simulated Moments with R

January 29, 2013
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Second update on my research, details here.

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Simulated Maximum Likelihood with R

January 16, 2013
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First update on my research, details here.

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New website!

December 11, 2012
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This is my new website! It’s built using jekyll-bootstrap and hosted on Github.

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