AD 1.0 |
AD 1.0 is an application program for generating GAUSS procedures for computing algorithmic derivatives. |
Constrained Maximum Likelihood |
Solves the general maximum likelihood problem subject to general constraints on the parameters. New version 2 (pdf) |
Constrained Optimization |
Solves the nonlinear programming problem subject to general constraints on the parameters. |
CurveFit |
Nonlinear curve fitting. |
Descriptive Statistics |
The procedures in both Descriptive Statistics MT 1.0 and Descriptive Statistics 4.0 provide basic statistics for the variables in GAUSS data sets. |
Discrete Choice |
A statistical package for estimating discrete choice and other models in which the dependent variable is qualitative in some way. |
FANPAC |
Comprehensive suite of GARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility. |
Graphics Editor |
Add-on option for composing graphics documents interactively. |
Linear Programming |
Solves small and large scale linear programming problems. |
Linear Regression |
Least squares estimation. |
Loglinear Analysis |
Analysis of categorical data using loglinear analysis. |
Maximum Likelihood |
Maximum likelihood estimation of the parameters of statistical models. New version 5 (pdf) |
Nonlinear Equations |
Solves systems of nonlinear equations having as many equations as unknowns. |
Optimization |
Unconstrained optimization. |
Time Series |
Exact ML estimation of VARMAX, VARMA, ARIMAX, ARIMA, and ECM models subject to general constraints on the parameters. Panel data estimation. Unit root and cointegration tests. New version 4 (pdf) |