Econotron Software, Inc.

The following products are developed by Econotron Software, Inc. for use with GAUSS. Technical support is provided directly through the developer.

GAUSSX v9.0

A Full-featured Econometrics Package for GAUSS, Gaussx incorporates a full featured set of professional state of the art econometric routines that run under GAUSS. These tools can be used within Gaussx, both in research and in teaching. Alternatively, since the GAUSS source is included, individual econometric routines can be extracted and integrated in stand-alone GAUSS programs.

Gaussx provides an environment that makes econometric programming a joy. For example,

ols y c x1 x2;

mcmc z1 c z3 z4;
userproc = &g_tobit;

does a Bayesian estimation of a Tobit model using Markov Chain Monte Carlo.

Gaussx is designed for econometricians and financial analysts and has been continuously upgraded over 15 years. The open source paradigm allows econometricians to use Gaussx routines as templates for their own code.

Gaussx is available for Windows, Linux and Unix versions of GAUSS. You can visit Econotron Software's home page www.econotron.com for a full description of Gaussx.

Platform: Windows, Linux, UNIX

LikPak 1.0

LikPak is an application for use with GAUSS or the GAUSS Engine that provides a set of likelihood procedures commonly used in econometrics. LikPak is designed to be used as a template. Simply select an example that is relevant to your problem and use it as a starting point, revising it as needed to meet your needs. There are over 50 likelihood functions in LikPak which correspond to the set of likelihoods currently used in economics.

LikPak is available for Windows, Linux and Unix versions of GAUSS and requires GAUSS or GAUSS Engine 4.0 or later. Visit Econotron Software's home page for a full description of LikPak.

New Mercury v6.1

Mercury consists of a set of functions that provide an interface with GAUSS and the GAUSS Engine. These function permit sending strings, values and data from the external application to, running GAUSS code or procedures, and returning the data back to the external application. Thread control is explicitly supported.

Mercury has four main components:

• An Excel add-in that links an Excel Workbook to GAUSS. Data is sent to GAUSS, where it is processed, and the results are returned to the specified cells in the spreadsheet. Excel 95, 97, 2000 and XP are supported.

• A library of interface functions for developers who need to link GAUSS to an external application using custom interfaces. Sample example code is provided for VB and C++ applications.

• Windows clipboard support for GAUSS.

• A demonstration project showing how GAUSS compliant DLLs are created.

Mercury is designed for developers who wish to use GAUSS functionality within their applications, or who need to provide a custom front end for GAUSS; it is available for the Windows version of GAUSS, and the GAUSS Engine.

New Features in v6.1

• User control over error display.
• Path control instead of using an environment variable.
• Directory control.
• Message and signal control.
• Missing value capability.
• Timer capability.
• VBA to Excel™ using RangeSet

You can visit Econotron Software's home page for a full description of Mercury. See flyer for more v6.1 details.

IGX - Integrated GraphiX for GAUSS

Interactive GraphiX (IGX) is a Windows graphics package specifically designed for GAUSS. IGX provides a high degree of control over a graphic environment while the graph is displayed, either interactively through menus using the mouse and keyboard, or through the use of GAUSS commands.

IGX allows you to:

• Generate 20 different 2D and 3-D plot types such as scatter, line, bar, pie, radar, surface, contour, area, pyramid, candlestick, bubble, gantt.

• Rotate the plot, and set shadow, depth and perspective.

• Zoom and scroll plots

• Use any Windows font; support for Greek and mathematical symbols, subscripts and superscripts.

• Display, arrange, and print multiple windows, as overlays or inserts.

• Use a wide range of annotation objects.

• Use templates as a graphics style sheet.

• Plot real time (streaming) data, as well as animations.

• Export to 10 different output formats.

• Use image processing tools to enhance your graphic.

IGX is designed to be run from GAUSS as part of a set of GAUSS command file, from a template, interactively from the graph, or by running GAUSS commands while the graph is displayed. It is specifically designed for any GAUSS user who requires an alternative to PQG, and is available for the Windows version of GAUSS.

You can visit Econotron Software's home page for a full description of IGX.

Symbolic Tools/Symbolic Tools GE
for GAUSS and the GAUSS Engine

Introduction

The concept behind Symbolic Tools is to augment the numeric and graphical capabilities of the GAUSS Mathematical & Statistical System™ and GAUSS Engine™ with additional types of mathematical functionality based on symbolic computations. These include:

• Symbolic Algebra. This includes analytic differentiation and integration, automatic differentiation, as well as simplification.
• Linear Algebra. This capability allows for the exact (as opposed to the numeric) evaluation of matrix forms, including inverses, determinants and eigenvalues.
• Language Extension. This permits access to the full functionality of Maple, including all the mathematical functions and matrix forms, from within GAUSS, thus effectively extending the GAUSS language.
• Precision. Numerical evaluation of functions can occur at any specified level of accuracy.

The computational work is carried out by the Maple kernel using the Open Maple API. Maple is a symbolic mathematics package developed at the University of Waterloo. Symbolic Tools provides for an interface between GAUSS and the Maple Kernel. This interface permits code to be evaluated symbolically in Maple, and the results returned to GAUSS or to create a GAUSS proc based on Maple's symbolic results.

One of the main uses of Symbolic Tools is to enable GAUSS to undertake Automatic Differentiation. Optimization packages, such as Aptech's Maximum Likelihood, Constrained Maximum Likelihood, Optimization, and Nonlinear Equations GAUSS Applications, can use procedures that return the gradient and/or Hessian, instead of doing forward differencing. Thus, as a trivial example, if the function being optimized were Ln(b), then the analytic gradient would be 1/b, and the analytic Hessian -1/b. Symbolic Tools can create compiled procs for the analytic gradient or Hessian of a likelihood, on the fly. The time savings are impressive. Using Monte Carlo simulation of a Tobit model with 2000 observations and 11 parameters, the AD gradient took 10% of the time required for forward differences using gradp - i.e., approximately a 10-fold speed improvement. Similar results were also obtained for the Hessian, with the additional advantage that the AD methodology generated much more precise estimates of the gradients and Hessian.

Examples:

• Language extension
• Analytical differentiation
• Analytical integration
• Automatic differentiation
• Symbolic arithmetic
• Variable precision

Symbolic Tools manual is in a PDF format. Includes table of contents, examples, reference, and index. (470 kb)

symbolic.chm is a compiled HTML help file; provides the Symbolic Tools command reference.

Requirements

Operating System:

GAUSS: GAUSS Mathematical & Statistical System v4.0+ for Windows or GAUSS Engine v4.0+ for Windows

Maple: Maple 9 or higher

Technical Support

Econotron Software,
447 Grosvenor Ave.,
Westmount, PQ H3Y-2S5 Canada
Phone: 514-939-3092
Fax: 514-938-4994
Email: support@econotron.com
Web: www.econotron.com

Download Trial Version

This is a fully functional version of Symbolic Tools, and includes on-line help, as well as the manual in pdf format. The trial version is for evaluation purposes only, and your license to use it will expire after 30 days. The current version of Symbolic Tools is 1.0.1.

Download Symbolic Tools (1.1 Mb)

You can also download evaluation versions of GAUSS and Maple
Download GAUSS 9.0
Download Maple 9

Price and Ordering Information

If you already own Maple 9

Symbolic Tools is distributed by Aptech Systems, Inc. Please contact Aptech Systems for current prices.

Aptech Systems, Inc.
PO Box 250
Black Diamond, WA 98010 USA
Phone: 360-886-7100
Fax: 360-886-8922
Email: sales@aptech.com
Web: www.aptech.com

If you do not already own Maple 9

A Symbolic Tools/Maple 9 package is distributed by Waterloo Maplesoft, Inc. Please contact WMI for current prices.

Maplesoft
57 Erb Street W.
Waterloo Ontario
N2L 6C2, Canada
Phone: (519) 747-2373
Toll Free: 1-800-267-6583
Fax: (519) 747-5284
Email: revans@maplesoft.com
Web: www.maplesoft.com/sales/index.shtml

Symbolic Tools is a registered trademark of Econotron Software, Inc.

GAUSS and GAUSS Engine are trademarks of Aptech Systems, Inc. Copyright 1983-2009. All Rights Reserved World-wide.