GAUSS (software)
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GAUSS is a matrix programming language for mathematics and statistics, developed and marketed by Aptech Systems. Its primary purpose is the solution of numerical problems in statistics, econometrics, time-series, optimization and 2D- and 3D-visualization. It was first written in 1980 and was first published in 1984 for MS-DOS. It has since become available for Linux, macOS and Windows.
Examples
- GAUSS has several application modules as well as functions in its runtime library (i.e., functions that come with GAUSS without extra cost): Qprog – Quadratic programming SqpSolvemt – Sequential quadratic programming QNewton - Quasi-Newton unconstrained optimization EQsolve - Nonlinear equations solver
GAUSS Applications
A range of toolboxes are available for GAUSS at additional cost.
| Toolbox | Description |
|---|---|
| Algorithmic Derivatives | A program for generating GAUSS procedures for computing algorithmic derivatives. |
| Constrained Maximum Likelihood MT | Solves the general maximum likelihood problem subject to general constraints on the parameters. |
| Constrained Optimization | Solves the nonlinear programming problem subject to general constraints on the parameters. |
| CurveFit | Nonlinear curve fitting. |
| Descriptive Statistics | Basic sample statistics including means, frequencies and crosstabs. This application is backwards compatible with programs written with Descriptive Statistics 3.1. |
| Descriptive Statistics MT | Basic sample statistics including means, frequencies and crosstabs. This application is thread-safe and takes advantage of structures. |
| Discrete Choice | A statistical package for estimating discrete choice and other models in which the dependent variable is qualitative in some way. |
| FANPAC MT | Comprehensive suite of GARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility. |
| Linear Programming MT | Solves small and large scale linear programming problems. |
| Linear Regression MT | Least squares estimation. |
| Loglinear Analysis MT | Analysis of categorical data using log-linear analysis. |
| Maximum Likelihood MT | Maximum likelihood estimation of the parameters of statistical models. |
| Nonlinear Equations MT | Solves systems of nonlinear equations having as many equations as unknowns. |
| Optimization | Unconstrained optimization. |
| Time Series MT | Exact ML estimation of VARMAX, VARMA, ARIMAX, ARIMA, and ECM models subject to general constraints on the parameters. Panel data estimation. Cointegration and unit root tests. |