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Fast sampling from von Mises Fisher distribution: an R package, have a look.

​This is my blog where I post codes and tutorials. I have a great interest in programming. With the advent of big data, I propose C++ codes to make faster some useful operations in econometrics or in statistics. Let me know if you have questions about any post by commenting the post or by writing me via "Contact Me" page.

I propose an R package, vMF, to sample from von Mises Fisher distribution. vMF's code source is built on C++ to allow the sampling be faster.  

Estimate spatial econometric models with SAS, have a look.

24 Apr 2019

I will present one of my R packages at R Quebec 2019

21 Mar 2019

Rédigez un titreOne of my thesis papers is selected to be presented at the 53rd Annual Conference of the Canadian Economics Association

04 Mar 2019

One of my thesis papers is selected to be presented at the 59e congrès de la Société canadienne de science économique

25 Feb 2019

One of my thesis papers is selected to be presented at the 8th PhD Student Conference in International Macroeconomics and Financial Econometrics

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New R package CPdetect, presented at R à Québec 2019, [slides (in french)]

Arnaud Dufay and I built an R package, named CPdetect to detect relevant changes in AR and ARX models. The package will be very soon available online. I presented the package at the last conference of R  at Quebec city.

This post is less useful nowadays. I built a SAS macro to estimate Spatial AutoRegressive (SAR)  models and  Spatial Error Models (SEM) when the  spatialreg procedure were not available in SAS. Today, one can use this procedure for estimating these models. However, this post may still be useful since SAS does not publish its code source.

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