Media and Codes
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.
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.