What's New in GAUSS 17?

Option to specify models and data in terms of model variables:

//Estimate parameters of model: 
//weight = α + β1*height + β2*age
call ols("students.dat", "weight ~ height + age");

//Calculate descriptive statistics on all
//variables in dataset except for lot_size and num_baths
call dstatmt("housing.dat", ". -lot_size -num_baths");

• Simple to use
• Consistent with other statistical packages
• Well documented
• Backwards compatible

Support for HDF5 datasets provides:

• Unlimited dataset size
• Fast data read and write
• Supported as native GAUSS file type

Use CSV, XLSX, HDF5 files as native GAUSS datasets

Intelligent file handling allows you to use many different file types as you would a GAUSS dataset:

//Calculate descriptive statistics on
//variables gre and gdp in CSV file
call dstatmt("college.csv", "gre + gdp");

//Calculate descriptive statistics on
//variables 'lot_size' and 'price' in XLSX file
call dstatmt("housing.xlsx", "lot_size + price");

Support for LaTeX in titles, legends, axis labels and text boxes

//Add LaTeX formula to title
plotSetTitle(&myPlot, "\\Delta y = y_t - y_{t-1}");

New functions:

• plotErrorBar and plotAddErrorBar: Create XY plots with user specified symmetrical or asymmetrical error bars.
• plotAddSurface: Adds a surface or plane to an existing surface plot.
• plotSetLegendFont: Controls the font family, size and color of the text in the legend.
• plotCDFEmpirical: Plots the empirical distribution function of an input vector or vectors.

Function enhancements:

• New color maps for surface and contour plots, make it easy to create professional and attractive 3-D graphics.
• Added option to place height on contour lines in plotContour.
• Added option to place colors at specific heights, rather than splitting the colors evenly for surface and contour plots.
• The terminal version of GAUSS, ‘tgauss’ and the GAUSS Engine can now create and save graphs on headless servers.

Graphics Editor now allows interactive control of:

• View angle, lighting and toggle the mesh in surface graphs.
• Extent of range of X and Y axes.

New functions:

• cdfEmpirical: Computes the empirical cumulative distribution function.
• ldl: Computes and returns the ‘L’ and ‘D’ factors from a symmetric matrix.
• hypergeometric: Computes the hypergeometric function.
• powerm: Raises a matrix to a specified power.
• sylvester: Calculates the solution to the Sylvester matrix equation.
• rndWishartInv: Takes draws from the Inverse Wishart distribution.
• pdfWishart: Computes the probability density function of the Wishart distribution.
• norm: Computes the 2-norm, P-norm or Infinity norm of a matrix.
• dot: Computes the dot product for a vector or group of vectors.

Function enhancements:

• quantile/quantiled: Added option to specify the calculation method.
• glm: Added support for inverse Gaussian family and models without intercepts when estimating the parameters of the General Linear Model.
• schur: Added support for immediate return of complex form.

Function Speedups

• X’X for large matrices is nearly twice as fast.
• sortc is much faster, especially for column vectors.
• Greatly improved speed of unique and uniquesa, especially when operating on string arrays.
• Linear solve, using the slash-operator ‘/’ for small matrices.
• Kronecker product ‘.*.’ is faster when one of the inputs is a column vector.
• crossprd is faster for case of fewer than 500 vectors.
• cdffc is 10-1000x faster when ‘d1’ parameter is equal to one.
• reclassify is much faster and uses less memory.

Other Enhancements

• Improved tree view of data on the Data Page.
• getorders and getdims now support matrices, strings and string arrays.
• strsplit now supports multi-character delimiters.
• New function strtrim removes white-space from the left and right side of a string or each element of a string array.
• Bug fixes and more…