| 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 | 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 | Stat/Transfer |
| Optimization |
Optimization MT | Constrained Optimization MT | GAUSS | Gaussx |
| Optimization of Dynamic Nonlinear systems |
SimGauss | Optimization MT |
| Options pricing |
GAUSS |
| Ordered logit, probit |
Discrete Choice | Gaussx | LikPak |
| Panel data |
Time Series MT |
| Parallel loops |
GAUSS |
| 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 MT | Linear Programming MT |
| QR factorization |
GAUSS |
| Quadratic programming |
GAUSS |
| Quasi-maximum likelihood (QML) |
Constrained Maximum Likelihood MT | Maximum Likelihood MT |
| Quasi random variables |
GAUSS | Gaussx |
| Random variables |
Gaussx |
| Regression, least squares |
GAUSS | 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 |
GAUSS |
| SUR (seemingly unrelated regression) |
Linear Regression MT | Gaussx |
| Sequential quadratic programming |
Constrained Maximum Likelihood MT | Constrained Optimization MT | 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 | 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 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 | Maximum Likelihood MT | Curve Fit | Gaussx |
| Welfare analysis |
Gaussx |
| Whittle process |
Gaussx | LikPak |