21 / 17 December 2020
|Operating system||Linux, macOS, Windows|
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, macOS and Windows.
Gauss programs are not required to have any particular file extension, although .gss is recommended.
A range of toolboxes are available for GAUSS at additional cost. See https://www.aptech.com/products/gauss-applications/ for complete listing of products.
|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.|
|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.|