| 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 | TSAGL |
| 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 |
| 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 spectral analysis |
MCTSA |
| Multivariate time series |
Time Series MT | FANPAC MT | Gaussx
| MCTSA |
| 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 |
| Signal
processing |
TSAGL | MCTSA
|
| 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 | MCTSA | TSAGL
|
| 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 | TSAGL | Gaussx | SimGauss
| FANPAC MT | MCTSA |
| Time series
- cross sectional regression |
Time Series MT |
| Timer |
Gaussx |
| Tobit regression |
Constrained Maximum Likelihood MT
| Gaussx |
| Transfer
functions |
Gaussx | TSAGL
|
| 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 |