| AD 1.0 |
AD 1.0 is an application program for generating GAUSS procedures for computing algorithmic derivatives. |
| Constrained Maximum Likelihood |
Solves the general maximum likelihood problem subject to general constraints on the parameters. New version 2 (pdf) |
| Constrained Optimization |
Solves the nonlinear programming problem subject to general constraints on the parameters. |
| CurveFit |
Nonlinear curve fitting. |
| Descriptive Statistics |
The procedures in both Descriptive Statistics MT 1.0 and Descriptive Statistics 4.0 provide basic statistics for the variables in GAUSS data sets. |
| Discrete Choice |
A statistical package for estimating discrete choice and other models in which the dependent variable is qualitative in some way. |
| FANPAC |
Comprehensive suite of GARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility. |
| Graphics Editor |
Add-on option for composing graphics documents interactively. |
| Linear Programming |
Solves small and large scale linear programming problems. |
| Linear Regression |
Least squares estimation. |
| Loglinear Analysis |
Analysis of categorical data using loglinear analysis. |
| Maximum Likelihood |
Maximum likelihood estimation of the parameters of statistical models. New version 5 (pdf) |
| Nonlinear Equations |
Solves systems of nonlinear equations having as many equations as unknowns. |
| Optimization |
Unconstrained optimization. |
| Time Series |
Exact ML estimation of VARMAX, VARMA, ARIMAX, ARIMA, and ECM models subject to general constraints on the parameters. Panel data estimation. Unit root and cointegration tests. New version 4 (pdf) |