GAUSS Applications
| 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; uses structures, allowing calls to be safely 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 safely 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 | Maximum likelihood estimation of the parameters of statistical models; uses structures, allowing calls to be safely 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 safely nested or called in threaded programs, and some calculations are themselves threaded. |
| Optimization | Unconstrained optimization. |
| 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. |