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GAUSS Keywords

The following is a partial list of features/functions that are either built in to GAUSS or available in optional modules.

Features/ Functions Where to Find
ARCH, GARCH Constrained Maximum Likelihood | GaussX | FANPAC
ARMA, ARIMA Time Series | TSM | GaussX
Autoregression Time Series
Bessel functions GAUSS
Black & Scholes model GAUSS
Bootstrap Constrained Maximum Likelihood | Maximum Likelihood | TSM
Box-Cox Time Series | GaussX
Cholesky factorization LALIB | GAUSS
Cointegration models COINT | Time Series
Constrained least squares QP | GaussX
Constrained model, including:
linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds
Constrained Maximum Likelihood | GaussX
Contingency tables Descriptive Statistics | MARKOV
Control systems CtrlGauss
Correlation Descriptive Statistics | MARKOV
Covariance structure analysis LINCS | MISS
Crosstabs Descriptive Statistics | MARKOV
Cumulative distribution functions GAUSS
Curve fitting Curve Fit
Descriptive statistics Descriptive Statistics | MARKOV | GaussX
Discrete event simulation QueGauss
Differential equations SimGauss
Duration models Maximum Likelihood | Constrained Maximum Likelihood
ECM Models Time Series
Eigensystems LALIB | GAUSS
Equation solution - linear LALIB | GAUSS | GaussX
Equation solution - nonlinear Nonlinear Equations | GaussX
Event count analysis Maximum Likelihood | Constrained Maximum Likelihood
Exponential smoothing GaussX
Factorizations LALIB | GAUSS
FFTs GAUSS | GaussX
Forecasting Time Series (ARIMA) | GaussX | FANPAC
Frequencies Descriptive Statistics | MARKOV
FIML (full information maximum likelihood) Maximum Likelihood | Constrained Maximum Likelihood | GaussX
Financial models QP | FANPAC
GARCH Constrained Maximum Likelihood | GaussX | FANPAC
Generalized SVD, Schur, eigenvalues GAUSS
Gibbs sampling GaussX
GMM (generalized method of moments) GaussX
Heteroscedasticity (quasi-maximum likelihood) Constrained Maximum Likelihood | Maximum Likelihood
Hypothesis testing GaussX
Kalman filter GaussX | TSM
Kernel density plots Constrained Maximum Likelihood | Maximum Likelihood
Lapack functions LALIB | GAUSS
LDL factorization LALIB
Least squares - linear 2-stage and 3-stage Linear Regression | GaussX
Least squares - nonlinear 2-stage and 3-stage GaussX
Likelihood profile traces Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit
Limited dependent variables Quantal Response | Time Series | Maximum Likelihood | Constrained Maximum Likelihood | MARKOV | GaussX
Linear equation solution LALIB | GAUSS
Linear programming Linear Programming
LISREL models LINCS | MISS
Loess GAUSS
Logit regression Quantal Response | MARKOV | GaussX
Loglinear models Loglinear Analysis | MARKOV
LU factorization LALIB
Markowitz asset allocation analysis QP | FANPAC |GaussX | Constrained Optimization
Maximum likelihood Constrained Maximum Likelihood | Maximum Likelihood | TSM | GaussX
Mean/variance analysis QP
Measurement error models LINCS | MISS
Missing data LINCS | MISS
MonteCarlo simulation MARKOV | GaussX
Mps files Linear Programming
Multinomial logit GaussX | MARKOV
Multinomial probit GaussX
Multivariate models Linear Regression | GaussX | LINCS | MISS | Loglinear Analysis | MARKOV
Multivariate time series Time Series | FANPAC
Nonlinear dynamic simulation SimGauss
NLP (nonlinear programming) Constrained Optimization | GAUSS
Nonlinear regression Curve Fit | GaussX
Nonlinear systems of equations Nonlinear Equations | Curve Fit | GAUSS
Nonparametric regression GaussX
Nonstationary time series COINT
Numerical gradient, Hessian GAUSS
Optimization Optimization | Constrained Optimization | GAUSS
Ordered logit, probit Quantal Response | GaussX | MARKOV
Options pricing GAUSS
Optimization of Dynamic Non-linear systems SimGauss | Optimization
Panel data Time Series
Parameter Fitting for Dynamic Non-linear Systems SimGauss | Maximum Likelihood
Poisson regression Quantal Response | Maximum Likelihood | Constrained Maximum Likelihood | GaussX | MARKOV
Probit regression Quantal Response | MARKOV | GaussX
Profile t traces Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit
Programming models Constrained Optimization | QP | Linear Programming
QR factorization LALIB | GAUSS
Quadratic programming QP | GAUSS
Quasi-maximum likelihood (QML) Constrained Maximum Likelihood | Maximum Likelihood
Queuing Models QueGauss
Regression, least squares Linear Regression | MARKOV | GaussX
Residuals analysis Linear Regression | MARKOV
Schur factorization LALIB | GAUSS
Sequential quadratic programming Constrained Maximum Likelihood | Constrained Optimization
Simulation (Dynamic) SimGauss
Social network analysis SNAP
SUR (seemingly unrelated regression) Linear Regression | GaussX
Signal processing TSAGL | MCTSA
Simultaneous equations Linear Regression | MARKOV | GaussX
Singular value decomposition LALIB | GAUSS
Sparse matrices GAUSS | Linear Programming
Spectral analysis TSM | TSAGL
Splines, line and surface GAUSS
Spreadsheets DataWiz
SSM (state space model) TSM
Systems of differential equations SimGauss
Tabulate Descriptive Statistics | GaussX
Time series TSM | Time Series | COINT | TSAGL | GaussX | SimGauss | FANPAC | MCTSA
Time-frequency analysis TSM
Time series - cross sectional regression Time Series
Tobit regression GaussX
Transfer functions GaussX
2 Point Boundary Value Problems for Non-linear Dynamic Systems SimGauss | Nonlinear Equations
Univariate models TSM
Unconstrained optimization Optimization
VAR (vector autoregressive models) TSM | GaussX | Time Series
VARMA Models Time Series
Wavelet analysis, wavelet packet analysis TSM
Weighted models Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit | Linear Regression