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Yxilon – a Modular Open-Source Statistical Programming Language

Author

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  • Sigbert Klinke
  • Uwe Ziegenhagen
  • Yuval Guri

Abstract

Statistical research has always been at the edge of available computing power. Huge datasets, e.g in DataMining or Quantitative Finance, and computationally intensive techniques, e.g. bootstrap methods, always require a little bit more computing power than is currently available. But the most popular statistical programming language R, as well as statistical programming languages like S or XploRe, are interpreted which makes them slow in computing intensive areas. The common solution is to implement these routines in low-level programming languages like C/C++ or Fortran and subsequently integrate them as dynamic linked libraries (DLL) or shared object libraries (SO) in the statistical programming language.

Suggested Citation

  • Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri, 2005. "Yxilon – a Modular Open-Source Statistical Programming Language," SFB 649 Discussion Papers SFB649DP2005-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Handle: RePEc:hum:wpaper:sfb649dp2005-018
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    File URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-018.pdf
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    References listed on IDEAS

    as
    1. Krueger, Dirk & Uhlig, Harald, 2006. "Competitive risk sharing contracts with one-sided commitment," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1661-1691, October.
    2. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    3. Ralf Bruggemann & Carsten Trenkler, 2007. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland," Applied Economics Letters, Taylor & Francis Journals, vol. 14(4), pages 245-249.
    4. Ingolf Dittmann & Christian Weiner, 2005. "Selecting Comparables for the Valuation of European Firms," SFB 649 Discussion Papers SFB649DP2005-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    5. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    6. Enzo Giacomini & Wolfgang Härdle, 2005. "Value-at-Risk Calculations with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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    Cited by:

    1. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2005. "Integrable e-lements for Statistics Education," SFB 649 Discussion Papers SFB649DP2005-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

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    More about this item

    Keywords

    statistical programming language; XploRe; Yxilon; Java; dynamic linked libraries; shared object libraries;
    All these keywords.

    JEL classification:

    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General

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