Introduction The posterior probability distribution is the heart of Bayesian statistics and a fundamental tool for Bayesian parameter estimation. Naturally, how to infer and build these distributions is a widely examined topic, the scope of which cannot fit in one blog. We can, however, start to build a better understanding of sampling by examining three [...]
Introduction Whether you are new to GAUSS, or have been around for a while, today's blog will have something for you. We'll answer the questions: What is the current working directory in GAUSS? How can I find my working directory? How can I change my working directory? Then we'll show you how some common GAUSS [...]
Learn how to use the logical and relational operators in GAUSS. These operators include: and, not, or, xor, less-than, less-than or equal, greater-than, greater-than or equal, equal You will also see these operators used to select specific rows of a matrix with logical indexing. Previous: GAUSS Basics 5: Element-by-element conformability
Learn how the GAUSS element-by-element conformability rules help you to create code which is compact, elegant and fast! Applies to functions as well as matrices and vectors. Avoids the need for loops in many cases. Important concepts to help you get the most from GAUSS. Next: GAUSS Basics 6: Logical and relational operators Previous: GAUSS [...]
This fourth video in our GAUSS Basics series will explain how to perform: Matrix operations. Element-by-element operations on matrices. Next: GAUSS Basics 5: Element-by-element conformability Previous: GAUSS Basics 3: Introduction to matrices
This third video in our GAUSS Basics series will show you how to: Create matrices. Find their size. Access specific elements with indexing. Grow them with matrix concatenation. Next: GAUSS Basics 4: Matrix operations Previous: GAUSS Basics 2: Running a program
This second video in our new GAUSS Basics series will show you how to: Create and run a GAUSS program. Use recommended file extensions. Create and print strings. Add code comments. Next: GAUSS Basics 3: Introduction to matrices Previous: GAUSS Basics 1: Interactive commands
This is the first video in our new GAUSS Basics series. This series is designed to teach you everything you need to know to be productive with GAUSS. This video is designed to be your first step in GAUSS! Learn how to: Create variables. Use arithmetic operators. Enter interactive commands. View the variables in your [...]
Hatemi code for cointegration with multiple structural breaks This week's blog brings you the second video in the series examining running publicly available GAUSS code. This video runs the popular code by Hatemi-J for testing cointegration with multiple structural breaks. In this video you will learn how to: Substitute your own dataset. Modify the [...]
Introduction The bootstrap is a commonly used resampling technique which involves taking random samples with replacement to quantify uncertainty about a particular estimator or statistic. Goals In this post, we will apply the bootstrap procedure to asset returns. Our data will be annual returns from the S&P 500 and the 10 year US Treasury Bond [...]
