GAUSSTM Keywords
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 | GAUSS |
Cluster analysis | Gaussx |
Cointegration models | COINT | Time Series MT |
Constrained least squares | Constrained Maximum Likelihood MT | 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 |
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 | GAUSS | Descriptive Statistics MT | Gaussx |
Denoise (Wavelet) | Gaussx |
Differential equations | SimGauss |
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 | 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 |
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 | Maximum Likelihood MT | Gaussx |
Financial models | FANPAC MT |
Frequencies | Gaussx |
Frontier production model | Gaussx |
GARCH | Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak |
GAU support | Gaussx |
Generalized disjunctivel programming | GENO |
General linear model | GAUSS |
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 | GAUSS | 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 | Constrained Maximum Likelihood | Maximum Likelihood MT |
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 | Maximum Likelihood MT | CurveFit |
Limited dependent variables | Discrete Choice | Time Series MT | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |
Linear equation solution | GAUSS | Gaussx |
Linear programming | Linear Programming MT | Gaussx | GENO |
Loess | GAUSS |
Logit, Logit regression | GAUSS | 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 |
Maximum entropy | Gaussx |
Maximum likelihood | Constrained Maximum Likelihood MT | Maximum Likelihood MT | 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 | 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 |