Keyword Index

GAUSSTM Keywords

Features/ Functions Where to Find
ANOVA Gaussx
ARCH, GARCH Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | 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 | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx
Bessel functions GAUSS
Bitwise operations Gaussx
Black & Scholes model GAUSS
Bootstrap Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx | TSM
Bounds constraints Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Linear Regression MT
Box-Cox FANPAC MT | Gaussx | LikPak
Cholesky factorization GAUSS
Cluster analysis Gaussx
Cointegration models COINT | Time Series MT
Constrained least squares Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Gaussx
Constrained model, including:linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Gaussx
Contingency tables Descriptive Statistics MT
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
Divisia Gaussx
Duration models Maximum Likelihood MT | Maximum Likelihood | Gaussx
ECM Models Time Series MT
Econometric tests Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Descriptive Statistics MT | Linear Regression MT | Maximum Likelihood MT | Maximum Likelihood | Gaussx | LikPak
Eigensystems GAUSS
Equation solution – linear GAUSS | Gaussx
Equation solution – nonlinear Nonlinear Equations MT | Gaussx
Error correction model Time Series MT | Gaussx
Event count analysis Maximum Likelihood MT | Maximum Likelihood
Exponential Weighted Moving Average GAUSS
Exponential smoothing Gaussx | LikPak
Factorizations GAUSS
FFTs GAUSS | Gaussx
Filter Gaussx
Forecasting Time Series MT (ARIMA) | Gaussx | FANPAC MT
FIML (full information maximum likelihood) Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx
Financial models FANPAC MT
Frequencies Gaussx
Frontier production model Gaussx
GARCH Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | 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 | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx
Hypothesis testing Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Gaussx
Interpolation GAUSS | Gaussx
Inverse cumulative density functions GAUSS | Gaussx
Kalman filter Gaussx | TSM
Kernel density plots Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | GAUSSplot | Maximum Likelihood MT | Maximum Likelihood
Lapack functions GAUSS
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 | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | CurveFit
Limited dependent variables Discrete Choice | Time Series MT | Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx
Linear equation solution 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
Lyapunov exponent Gaussx
Maple, Mathematica hooks Gaussx
Markov chain monte carlo, Markov switching model Gaussx | LikPak
Markowitz asset allocation analysis FANPAC MT | Gaussx | Constrained Optimization MT | Constrained Optimization
Maximum entropy Gaussx
Maximum likelihood Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | TSM | Gaussx
Features/ Functions Where to Find
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 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 MT | 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 MT | Optimization | Constrained Optimization MT | Constrained Optimization | GAUSS | Gaussx
Optimization of Dynamic Nonlinear systems SimGauss | Optimization MT | Optimization
Options pricing GAUSS
Ordered logit, probit Discrete Choice | Gaussx | LikPak
Panel data Time Series MT
Parameter Fitting for Dynamic Nonlinear systems SimGauss | Maximum Likelihood MT | Maximum Likelihood
Parametric tests Descriptive Statistics MT | Linear Regression MT | Gaussx
Partial Least Squares Gaussx
Poisson process LikPak
Poisson regression Discrete Choice | Maximum Likelihood MT | Maximum Likelihood | 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 | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | CurveFit
Programming models Constrained Optimization MT | Constrained Optimization | Linear Programming MT
QR factorization GAUSS
Quadratic programming GAUSS
Quasi-maximum likelihood (QML) Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood
Quasi random variables GAUSS | Gaussx
Random variables Gaussx
Regression, least squares Gaussx
Residuals analysis Linear Regression MT
Response Surface Analysis Gaussx
Robust estimation Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Gaussx
Sample selection Gaussx
Schur factorization GAUSS
SUR (seemingly unrelated regression) Linear Regression MT | Gaussx
Sequential quadratic programming Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Constrained Optimization MT | Constrained Optimization | Gaussx
Simulated annealing Gaussx
Simulation (Dynamic) SimGauss
Simultaneous equations Gaussx
Singular value decomposition GAUSS | Gaussx
Social network analysis SNAP
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 | Constrained Maximum Likelihood | 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 | Constrained Maximum Likelihood | Gaussx
Transfer functions Gaussx
Trust region Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | 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 MT | 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 | Constrained Maximum Likelihood | Maximum Likelihood MT | Maximum Likelihood | Curve Fit | Gaussx
Welfare analysis Gaussx
Whittle process Gaussx | LikPak