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 published in 1984 for MS-DOS and is currently also available for Linux, Mac OS X and Windows.
Examples of Functions Included in Run-Time Library
- GAUSS has several Application Modules as well as functions in its Run-Time 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
A range of toolboxes are available for GAUSS at additional cost. See http://www.aptech.com/products/gauss-applications/ for complete listing of products.
||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.
||Solves the nonlinear programming problem subject to general constraints on the parameters.
||Nonlinear curve fitting.
||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.
||A statistical package for estimating discrete choice and other models in which the dependent variable is qualitative in some way.
||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
||Maximum likelihood estimation of the parameters of statistical models.
|Nonlinear Equations MT
||Solves systems of nonlinear equations having as many equations as unknowns.
|Time Series MT
||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.