𝔖 Bobbio Scriptorium
✦   LIBER   ✦

PDL: an object-oriented programming environment for econometrics

✍ Scribed by Giovanni Baiocchi


Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
93 KB
Volume
24
Category
Article
ISSN
0883-7252

No coin nor oath required. For personal study only.

✦ Synopsis


Perl data language) is a free, cross-platform, extension module that endows Perl with capabilities analogous to those of interactive systems for array manipulation such as Matlab and Gauss. PDL was founded by the astronomer Karl Glazebrook, and is an ongoing project that involves many Perl programmers. In Baiocchi (2003) it was shown how Perl can be used as a 'glue' language to solve a variety of data-processing problems. By design, Perl is not suitable for efficient numerical computing. For instance, in Perl arrays can store any type of scalar, that can be both numbers or strings. Moreover, the length of an array and the type of its elements can change during program execution. This flexibility is achieved at the expense of efficiency, both in terms of speed and memory usage, by using pointers to scalars and late binding.

PDL introduces a compactly stored multidimensional array data type that can be manipulated with fast low-level languages like C, Fortran, or Perl itself. PDL provides the fundamental operations of numerical linear algebra. Various methods are available to create multidimensional arrays from lists of numbers and other arrays. Several functions can be used to access elements and slices of arrays. Several operators to conveniently manipulate arrays, including array addition and multiplication, and relational operators are implemented. A print method for displaying arrays is also provided.

Functionality useful for econometricians is provided by specific PDL extension modules. As an example, PDL modules provide routines for determinants, inverses and singular value decomposition of matrices, numerical differentiation, integration, interpolation, multidimensional root-finding, random number generation, nonlinear programming, polynomial fits to data, and fast Fourier transforms.

PDL's source code, and binaries for the most popular Linux distributions and for the ActiveState Windows distribution of Perl, can be obtained from the official PDL site. 1


📜 SIMILAR VOLUMES


Object-oriented econometrics: Matrix pro
✍ Dirk Eddelbüttel 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 765 KB

Object-oriented programming using C++ offers features that can be as beneficial for econometricians as they are for other programmers. This review considers the standard programming paradigm and then discusses object-oriented programming, in particular the C++ language. Both GCC, a C++ compiler avai

MATLAB as an econometric programming env
✍ Francisco Cribari-Neto; Mark J. Jensen 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

Programming computers to perform newly published economic techniques is becoming more and more common for econometricians and economists. The traditional `black box' statistical packages simply do not keep up with the most recent advances in the econometrics and statistics literature, nor do they oe

An object-oriented bulk synchronous para
✍ A.N. Yzelman; Rob H. Bisseling 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

## SUMMARY We show that the bulk synchronous parallel (BSP) model, originally designed for distributed‐memory systems, is also applicable for shared‐memory multicore systems and, furthermore, that BSP libraries are useful in scientific computing on these systems. A proof‐of‐concept MulticoreBSP lib