My apologies for not responding sooner. I have been clearing a stack of
referee reports off my desk.
No problems. It's end of semester here in Australia so I've been buried
under piles of marking anyway :-)
Thus, I would be very interested in learning more about your work in coding
the MCS
Dear Colin:
Thanks for your comments.
My apologies for not responding sooner. I have been clearing a stack of
referee reports off my desk.
Yes, I am fortunate to be a coauthor of Peter Hansen and Asgar Lunde. But
at the moment, I have no plans to code the MCS into Julia. Peter and Asgar
Hi Jim,
A couple of points:
1) Maybe I'm missing something, but you appear to be calculating the same
inverse twice on every iteration of your loop. That is,
inv(Om_e[(j-1)*nvar+1:j*nvar,:]) gets called twice.
2) As Mauro points out, memory allocation is currently triggered when
slicing into
