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GAUSS Applications

Available for Windows, Unix, and Linux
 
AD 1.0 AD 1.0 is an application program for generating GAUSS procedures for computing algorithmic derivatives.
Constrained Maximum Likelihood
MT 2.0
Solves the general maximum likelihood problem subject to general constraints on the parameters; uses structures, allowing calls to be safety nested or called in threaded programs, and some calculations are themselves threaded.
Constrained Maximum Likelihood Solves the general maximum likelihood problem subject to general constraints on the parameters.
Constrained Optimization MT Solves the nonlinear programming problem subject to general constraints on the parameters; uses structures, allowing calls to be safety nested or called in threaded programs, and some calculations are themselves threaded.
Constrained Optimization Solves the nonlinear programming problem subject to general constraints on the parameters.
CurveFit Nonlinear curve fitting.
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 loglinear analysis.
Maximum Likelihood MT 2.0 Maximum likelihood estimation of the parameters of statistical models; uses structures, allowing calls to be safety nested or called in threaded programs, and some calculations are themselves threaded.
Maximum Likelihood Maximum likelihood estimation of the parameters of statistical models.
Nonlinear Equations MT Solves systems of nonlinear equations having as many equations as unknowns.
Optimization MT Unconstrained optimization; uses structures, allowing calls to be safety nested or called in threaded programs, and some calculations are themselves threaded.
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.