Applied Econometrics (Econ 574. Spring 2006)
Computer Routines
quincunx
A Simulation of Galton's Quincunx in R
Dantzig
The Dantzig Decoder Ring
Hodges
The Hodges Super Efficiency MSE Plot of van der Vaart (Fig 8.1 of AS).
Lognormal Mixture
Data and functions for lognormal mixture problem, this is an Rda file that can be loaded
in R with the load() command.
Wasserstein Distance
Some code to illustrate the connection between Kantorovich optimal transport
and Wasserstein distance in a simple 1d problem
Proximal Operators
Some code to illustrate the way the proximal operator works.