Using GAUSS Packages [Complete Guide]

Introduction

GAUSS packages provide access to powerful tools for performing data analysis. This guide covers all you need to know to get the most from GAUSS packages including:

  • What is a GAUSS package
  • Where to find GAUSS packages
  • What is included in GAUSS packages
  • How to use GAUSS packages

What is a GAUSS package?

A GAUSS package is a pre-built compilation of procedures and examples. GAUSS packages:

  1. Can save time and effort by providing tools that you would have to program otherwise.
  2. Are easy to install and use.
  3. Are built both by Aptech and experienced GAUSS users.

Packages usually provide tools focused in a specific area of analysis. For example, Aptech produces a time series package (TSMT) and a Bayesian estimation package (BET).

GAUSS Package Examples
Name Description
Time Series MT Provides tools for comprehensive treatment of time series models, including model diagnostics, MLE estimation, and forecasts. Available for purchase from Aptech.
samplerlib Collection of GAUSS procedures and examples developed to implement basic MCMC samplers including an importance sampler, a Gibbs sampler, and a Metropolis-Hastings sampler. Available free on GitHub.
gxgboost Package for implementing gradient boosting machine learning models in GAUSS. The gxgboost package provides a GAUSS wrapper for the popular XGBoost algorithm (Chen and Guestrin, 2016). Available free on GitHub.
TSPDLIB GAUSS time series and panel unit root tests compiled by Saban Nazlioglu, available for free download on Aptech's GitHub page.

Where can I find GAUSS packages?

GAUSS packages are available from Aptech maintained sites and user maintained sources.

From Aptech you can:

  1. Purchase application packages from the Aptech product page.
  2. Download open-source packages from the Aptech GitHub repository.

What is a GitHub repository and how do you use it?

A GitHub repository is an online storage tool for files and projects. It is used often in the software community for collaboration and sharing of software code and projects.

The first thing to check for when you visit a new GitHub repository is the README.

The README file can usually be found on the home page of the repository and contains important information for getting started with the package.

For example, the GAUSS carionlib package README includes:

  • A description of the package.
  • The software requirements to use the package.
  • Installation instructions.

The second thing to look for is the package Release Page. The Release Page stores the zipped folder used to install the package.

Locate Releases tab on GAUSS GitHub repository.

Once on the Release Page, look for the Assets section of the page to find the zipped folder containing the package.

Downloadable Assets from GAUSS GitHub package.

How do I install a GAUSS package?

GAUSS packages can be easily installed using the GAUSS Applications Installer, as shown below:

Video instructions

Text instructions

  1. Download the package zipped folder from the package Release Page.
  2. Select Tools > Install Application from the main GAUSS menu. GAUSS Applications Installer.
  3. Follow the installer prompts, making sure to navigate to the proper zipped folder associated with the package.

What is included in a GAUSS package?

GAUSS packages are made up of a number of files which can include:

  • Source code files
  • Example files
  • Support documents
  • Library definition files
  • Miscellaneous support files

The source code, example, and document files will be the most relevant for using a package.

Source code

What is source code? A package's source code is a collection of files that contain the definitions of the GAUSS procedures and structures included in the package.

Where can I find a package's source code after installation? Once a package is installed using the GAUSS Application Installer, the source code will be located in the pkgs > packagename > src folder under your GAUSS home directory.

For example, if your GAUSS home directory is C:\gauss after installation of the tspdlib library the source code will be found in the C:\gauss\pkgs\tspdlib\src directory.

You can easily navigate to a source code file from an installed library using the GAUSS Library Tool. Simply:

  1. Find the library name on the list of installed libraries.
  2. Expand the list of source code files included in the library by clicking on the arrow next to the library name.
  3. Double-click on the file you want to view and the file will open in the GAUSS Program Editor. Open GAUSS source code file from the Library Tool.

Examples

What are example files? Example files are GAUSS program files that demonstrate how to use the procedures included in a GAUSS package.

Where can I find a package's examples after installation? Once a package is installed using the GAUSS Application Installer, the examples will be located in the pkgs > packagename > examples folder located under your GAUSS home directory.

Continuing our previous example, if your GAUSS home directory is C:\gauss after installation of the tspdlib library the examples will be found in the C:\gauss\pkgs\tspdlib\examples folder.

You can easily create a shortcut for navigating to example files by adding the directory for a package to your GAUSS Project Folders Window.

Documents

What are document files? Document files can be one of a number of different types of files that provide general descriptions and instructions for using a GAUSS package. These are not always included with a package.

Where can I find a package's documents after installation? If a package has documents included, they will generally be contained in the pkgs > packagename > docs directory, under your GAUSS home folder.

How do I use a GAUSS package?

GAUSS packages provide procedures that are built to be called from the command line or in program files. In order to use these procedures:

  1. The package must be properly installed and the library must be properly built.
  2. The library must be loaded.

There are a number of ways to load a GAUSS library:

  • Navigate to the Library Tool and click the gear symbol next to the library name. Select load library from the menu: Load a GAUSS library from the Library Tool.
  • Enter the command library libraryname in the input/output window. For example, if you want to load the tspdlib library you would enter library tspdlib.
  • Put the line library libraryname; at the beginning of your program file. For example, if you want to load the tspdlib library you add the line library tspdlib; to the top of the file.

What should I do with source code?

Generally, nothing should be done with source code once it is installed. Since altering source code can break the procedures included in a library, it should only be done by experienced GAUSS users. However, advanced users are welcome to modify the code to meet their needs.

If source code is well annotated with comments, you may find it helpful to look at the source code to learn more about how to use a specific procedure or what a procedure is doing.

As an example, let's consider the adf.src file from the tspdlib library. It contains a header which describes how to call the adf procedure followed by the definition of the adf procedure: GAUSS source code file.

What should I do with example files?

Example files are provided to help you learn how to use functions properly and efficiently.

To get the most from the examples in a package:

  1. Review example files to learn how to call and use procedures contained in a package.
  2. Run examples files to learn more about what happens when you call procedures and how the output is returned.
  3. Copy and paste the code from the example files to use as templates for your projects.

Video: Run a GAUSS package example

Conclusion

Today's comprehensive GAUSS package guide covers what you need to know to get the most out of GAUSS packages.

After today you should know:

  • What a GAUSS package is.
  • Where to find GAUSS packages.
  • What is included in a GAUSS package.
  • How to use GAUSS packages.

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