Applications#

Applications are downloadable libraries that extend the functionality of GAUSS with additional procedures and examples.

AD (Algorithmic Derivatives)

An application program for generating GAUSS procedures for computing algorithmic derivatives.

Algorithmic Derivatives (AD)
BET (Bayesian Estimation Tools)

Provides tools for Bayesian estimation in GAUSS.

Bayesian Estimation Tools (BET)
CMLMT (Constrained Maximum Likelihood MT)

Provides tools for constrained maximum likelihood in GAUSS.

Constrained Max Likelihood (CMLMT)
COMT (Constrained Optimization MT)

Provides tools for constrained optimization in GAUSS.

Constrained Optimization MT (COMT)
CF (CurveFit)

Provides tools to find the best fit of the data to the function in the least squares sense.

CurveFit (CF)
DSMT (Descriptive statistics MT)

Provides basic statistics for the variables in GAUSS data sets.

Descriptive Statistics (DS)
DC (Discrete Choice)

Provides basic statistics for the variables in GAUSS data sets.

Discrete Choice (DC)
FP (Financial Analysis Application MT)

Provides econometric tools commonly implemented for estimation and analysis of financial data.

FANPAC MT
GML (GAUSS Machine Learning)

Provides tools to model, analyze, and predict data using fundamental machine learning techniques.

GAUSS Machine Learning (GML)
LLMT (Loglinear Analysis MT)

Provides tools for the analysis of categorical data using loglinear analysis.

Loglinear Analysis MT
LPMT (Linear Programming MT)

Provides tools to solve small and large scale linear programming problems in GAUSS.

Linear Programming MT
LRMT (Linear Regression MT)

Provides tools for estimating single equations or a simultaneous system of equations in GAUSS.

Linear Regression MT
MAXLIKMT (Maximum Likelihood MT)

Provides tools for maximum likelihood estimation in GAUSS.

Maximum Likelihood MT (maxlikmt)
OPTMT (Optimization MT)

Provides tools for optimization in GAUSS.

Optimization MT (OPTMT)
SSLIB (State-Space Modeling)

Tools for estimating and evaluating time invariant state space models.

GAUSS State-Space Modeling (SSLIB)
TSMT (Time Series MT)

Provides tools for comprehensive treatment of time series models, including model diagnostics, MLE and state-space estimation, and forecasts. Time Series MT also includes tools for managing panel series data and estimating and diagnosing panel series models, including random effects and fixed effects.

Time Series MT (TSMT)
TSPDLIB (Time Series Panel Data)

Provides tools for unit root, cointegration, and causality testing in time series and panel data. It includes extensive coverage of testing in the presence of structural breaks.

GAUSS Time-Series Panel Data (TSPDLIB)