The course is taught in the week of 17-21 August 2009, at the University of Aarhus, by Henning Bunzel and myself.
The material for the course will be made available and/or updated for a large part during the week. Before that time, some of the links below may be missing.
Note that the original version of the exam contained a typo in equation (4): The likelihood function should read
L(y_i; mu) = (1/psi_i) exp(-y_i / psi_i)The original version missed a -.
| File | Explanation |
|---|---|
| Program | Program for the week |
| Exercise elim, e0_elim.ox | Initial exercise, to study before the course |
| 1up, 4up | Additional syntax slides |
| ibm0908tick.csv | IBM Tick data, September 2008 |
| fxukjpdm.mat | FX exchange rate data fxukjpdm.mat |
| genrdur.fmt | Some generated duration data (1000 rows with y, x1, x2) |
| students4.zip | List of files for students |
| t.ox | Template t.ox for starting new file |
| ge5.ox | Gauss elimination, in clean routines |
| eststack.zip | EstStack, files of day 3 afternoon |
| drawqq.ox | DrawQQ example |
| Lecture | Tutorial | Syntax | |||
|---|---|---|---|---|---|
| Day | Morning | Afternoon | Morning | Afternoon | |
| Monday | 1up, 4up | 1up, 4up | 1up, 4up | 1up, 4up | 1up, 4up |
| Tuesday | 1up, 4up | 1up, 4up | 1up, 4up | ||
| Wednesday | 1up, 4up | 1up, 4up | 1up, 4up | 1up, 4up | |
| Thursday | 1up, 4up | 1up, 4up | 1up, 4up | ||
| Th alt | 1up, 4up | ||||
| Friday | 1up, 4up | 1up, 4up | 1up, 4up | ||
| All | 4up zip | 4up zip | |||
Another way of getting started with Ox is to study the Introduction to Ox by Jurgen Doornik and Marius Ooms.