Probit or tobit in GSL?

Jon Zhang writes,

I [Jon] am currently programming in C (for computational speed) using GSL, do you anyone in the dept who has written a probit or tobit code in GSL so there is no need to reinvent the wheel?

My only comment is that we have bayesglm() in our “arm” package in R.

1 thought on “Probit or tobit in GSL?

  1. I have! It's part of the Apophenia package, which is intended to provide most of the things necessary to make statistical computing easy in C. You'll want to have a look at the textbook that comes with it, which covers some general principles of statistical computing with C as well as the details of getting your data into the model.

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