CITRA 25434
CENTRO DE INNOVACION DE LOS TRABAJADORES
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
GSReg.jl High Performance Computing in Econometrics. Let?s do it faster and simpler with Julia
Autor/es:
GLUZMANN, PABLO; MAURI UNGARO, ADAN; PANIGO, DEMIAN TUPAC; MARI, VALENTIN; MOCSKOS, ESTEBAN
Lugar:
Londres
Reunión:
Congreso; JULIACON 2018; 2018
Institución organizadora:
JuliaCon - University College London
Resumen:
Theobjective of this talk is to introduce GSReg.jl (https://github.com/ParallelGSReg/GSReg.jl),a new package to perform the all-subset-regression approach exploiting Julia?sHPC capabilities and allowing the user to choose between a simple GUI or anR-friendly / Stata-friendly command line interface. We will discuss its mainfeatures, pros and cons, limitations, future extensions and differences withsimilar existing Julia packages like BestSubsetRegressionl.jl, LARS.jl Lasso.jl,Mads.jl, ParallelSparseRegression.jl or SubsetSelection.jl.
