GAUSSTM Keywords
| Features/ Functions | Where to Find |
| Mixed integer programming | GENO |
| MNL model | Discrete Choice | Gaussx | LikPak |
| MNP model | Gaussx | LikPak |
| MonteCarlo simulation | Gaussx |
| Moving Average | GAUSS |
| Mps files | Linear Programming MT |
| Multinomial logit | Discrete Choice | Gaussx | LikPak |
| Multinomial probit | Discrete Choice | Gaussx | LikPak |
| Multi-criteria programming, Multi-objective programming | GENO |
| Multiple response optimization | Gaussx |
| Multivariate models | FANPAC MT | Gaussx | Loglinear Analysis MT |
| Multivariate time series | Time Series MT | FANPAC MT | Gaussx |
| Murphy Topel correction | Gaussx |
| Negative binomial process | LikPak |
| Nelder Meade, Neural Networks, Newey West | Gaussx |
| Nonlinear dynamic simulation | SimGauss |
| NLP (nonlinear programming) | Constrained Optimization | GAUSS | GENO |
| Nonlinear regression | CurveFit | Gaussx |
| Nonlinear systems of equations | Nonlinear Equations | CurveFit | GAUSS | Gaussx |
| Nonparametric regression, Nonparametric tests | Gaussx| LikPak |
| Nonstationary time series | COINT |
| Numerical gradient, Hessian | GAUSS | Gaussx |
| ODBC | GAUSS-ODBC | Stat/Transfer |
| Optimization | Optimization | Constrained Optimization | GAUSS | Gaussx |
| Optimization of Dynamic Nonlinear systems | SimGauss | Optimization |
| Options pricing | GAUSS |
| Ordered logit, probit | Discrete Choice | Gaussx | LikPak |
| Panel data | Time Series MT |
| Parallel programming | Parallel | Parallel GE |
| Parameter Fitting for Dynamic Nonlinear systems | SimGauss | Maximum Likelihood MT |
| Parametric tests | Descriptive Statistics MT | Linear Regression MT | Gaussx |
| Partial Least Squares | Gaussx |
| Poisson process | LikPak |
| Poisson regression | Discrete Choice | Maximum Likelihood MT | Gaussx |
| Polynomial distributed lag | Gaussx |
| Principle Components | GAUSS |
| Probability density functions | GAUSS | Gaussx |
| Probit, Probit regression | Discrete Choice | Gaussx | LikPak |
| Profile t traces | Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit |
| Programming models | Constrained Optimization | QP | Linear Programming MT |
| QR factorization | LALIB | GAUSS |
| Quadratic programming | QP | GAUSS |
| Quasi-maximum likelihood (QML) | Constrained Maximum Likelihood MT | Maximum Likelihood MT |
| Quasi random variables | GAUSS | Gaussx |
| Queuing Models | QueGauss |
| Random variables | Gaussx |
| Regression, least squares | Gaussx |
| Residuals analysis | Linear Regression MT |
| Response Surface Analysis | Gaussx |
| Robust estimation | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
| Sample selection | Gaussx |
| Schur factorization | LALIB | GAUSS |
| SUR (seemingly unrelated regression) | Linear Regression MT | Gaussx |
| Sequential quadratic programming | Constrained Maximum Likelihood MT | Constrained Optimization | Gaussx |
| Simulated annealing | Gaussx |
| Simulation (Dynamic) | SimGauss |
| Simultaneous equations | Gaussx |
| Singular value decomposition | GAUSS | Gaussx | LALIB |
| Social network analysis | SNAP |
| Sorting data | FastSort |
| Sparse matrices | GAUSS | Linear Programming MT |
| Spectral analysis | Gaussx | TSM |
| Splines, line and surface | GAUSS |
| Spreadsheets | GAUSS Data Tool | Gaussx |
| SSM (state space model) | TSM | SSATS |
| Statistical processes | LikPak |
| Stochastic volatility process | Gaussx | LikPak |
| Survival models | Gaussx |
| Symbolic algebra | Symbolic Tools |
| Systems of differential equations | SimGauss |
| Tabulate | Descriptive Statistics MT | Gaussx |
| Tests | Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Gaussx |
| Three stage least squares | Linear Regression MT | Gaussx |
| Time-frequency analysis | TSM |
| Time series | TSM | Time Series MT | COINT | Gaussx | SimGauss | FANPAC MT |
| Time series - cross sectional regression | Time Series MT |
| Timer | Gaussx |
| Tobit regression | Constrained Maximum Likelihood MT | Gaussx |
| Transfer functions | Gaussx |
| Trust region | Constrained Maximum Likelihood MT | Gaussx |
| 2 Point Boundary Value Problems for Non-linear Dynamic Systems | SimGauss | Nonlinear Equations MT |
| Two stage least squares | Linear Regression MT | Gaussx |
| Univariate models | TSM | CurveFit |
| Unconstrained optimization | Optimization | GAUSS | Gaussx |
| VAR (vector autoregressive models) | TSM | Gaussx | Time Series MT |
| VARMA models | Time Series MT |
| VARMA, VARMAX | Time Series MT | Gaussx | LikPak |
| Wavelet analysis, wavelet packet analysis | TSM |
| Weighted models | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Curve Fit | Gaussx |
| Welfare analysis | Gaussx |
| Whittle process | Gaussx | LikPak |
| Features/ Functions | Where to Find |
| ANOVA | Gaussx |
| ARCH, GARCH | Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak |
| ARFIMA | Gaussx | LikPak |
| ARMA, ARIMA | Time Series MT | TSM | FANPAC MT | Gaussx | LikPak |
| Automatic/Algorithmic Derivatives | AD | Gaussx |
| Autoregression | Time Series MT | Gaussx |
| Bayesian analysis, Bayesian estimation | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
| Bessel functions | GAUSS |
| Bitwise operations | Gaussx |
| Black & Scholes model | GAUSS |
| Bootstrap | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx | TSM |
| Bounds constraints | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Linear Regression MT |
| Box-Cox | FANPAC MT | Gaussx | LikPak |
| Cholesky factorization | LALIB | GAUSS |
| Cluster analysis | Gaussx |
| Cointegration models | COINT | Time Series MT |
| Constrained least squares | Constrained Maximum Likelihood MT | QP | Gaussx |
| Constrained model, including: linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds |
Constrained Maximum Likelihood MT | Gaussx |
| Contingency tables | Descriptive Statistics MT |
| Control systems | CtrlGauss |
| Correlation dimension | Gaussx |
| Crosstabs | Descriptive Statistics MT | Gaussx |
| Cumulative density functions, Cumulative distribution functions | GAUSS | Gaussx |
| Curve fitting | CurveFit |
| Data generation process | Gaussx | LikPak |
| Data transfer | Gaussx | Stat/Transfer |
| DBDC model | Gaussx | LikPak |
| Descriptive statistics | Descriptive Statistics MT | Gaussx |
| Denoise (Wavelet) | Gaussx |
| Differential equations | SimGauss |
| Discrete event simulation | QueGauss |
| Divisia | Gaussx |
| Duration models | Maximum Likelihood MT | Gaussx |
| ECM Models | Time Series MT |
| Econometric tests | Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Maximum Likelihood MT | Gaussx | LikPak |
| Eigensystems | LALIB | GAUSS |
| Equation solution - linear | LALIB | GAUSS | Gaussx |
| Equation solution - nonlinear | Nonlinear Equations MT | Gaussx |
| Error correction model | Time Series MT | Gaussx |
| Event count analysis | Maximum Likelihood MT |
| Exponential Weighted Moving Average | GAUSS |
| Exponential smoothing | Gaussx | LikPak |
| Factorizations | LALIB | GAUSS |
| FFTs | GAUSS | Gaussx |
| Filter | Gaussx |
| Forecasting | Time Series MT (ARIMA) | Gaussx | FANPAC MT |
| FIML (full information maximum likelihood) | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
| Financial models | FANPAC MT | QP |
| Frequencies | Gaussx |
| Frontier production model | Gaussx |
| GARCH | Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak |
| GAUSSplot support | Gaussx |
| Generalized disjunctivel programming | GENO |
| Generalized SVD, Schur, eigenvalues | GAUSS |
| Genetic algorithm | Gaussx | GENO |
| Genetic engineering | GENO |
| Gibbs sampling, Gini Coefficients, Global Optimization, GMM (generalized method of moments) | Gaussx |
| Graphics | GAUSSplot | Gaussx | IGX |
| Hazard models | Gaussx |
| Heckit model | Gaussx |
| Heteroscedasticity (quasi-maximum likelihood) | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
| Hypothesis testing | Constrained Maximum Likelihood MT | Gaussx |
| Interpolation | GAUSS | Gaussx |
| Inverse cumulative density functions | GAUSS | Gaussx |
| Kalman filter | Gaussx | TSM |
| Kernel density plots | Constrained Maximum Likelihood MT | GAUSSplot | Maximum Likelihood MT |
| Lapack functions | LALIB | GAUSS |
| LDL factorization | LALIB |
| Least squares - linear 2-stage and 3-stage | Linear Regression MT | Gaussx |
| Least squares - nonlinear 2-stage and 3-stage | Gaussx | LikPak |
| Likelihood profile traces | Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit |
| Limited dependent variables | Discrete Choice | Time Series MT | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
| Linear equation solution | LALIB | GAUSS | Gaussx |
| Linear programming | Linear Programming MT | Gaussx | GENO |
| Loess | GAUSS |
| Logit, Logit regression | Discrete Choice | Gaussx | LikPak |
| Loglinear models | Loglinear Analysis MT | Gaussx |
| LU factorization | GAUSS | LALIB |
| Lyapunov exponent | Gaussx |
| Maple, Mathematica hooks | Gaussx |
| Markov chain monte carlo, Markov switching model | Gaussx | LikPak |
| Markowitz asset allocation analysis | QP | FANPAC MT | Gaussx | Constrained Optimization |
| Maximum entropy | Gaussx |
| Maximum likelihood | Constrained Maximum Likelihood MT | Maximum Likelihood MT | TSM | Gaussx |
| Missing data | GAUSS Data Tool | Amelia | Gaussx |