| Features/ Functions |
Where to Find |
| ARCH, GARCH |
Constrained Maximum Likelihood | GaussX | FANPAC |
| ARMA, ARIMA |
Time Series | TSM | GaussX |
| Autoregression |
Time Series |
| Bessel functions |
GAUSS |
| Black & Scholes model |
GAUSS |
| Bootstrap |
Constrained Maximum Likelihood | Maximum Likelihood | TSM |
| Box-Cox |
Time Series | GaussX |
| Cholesky factorization |
LALIB | GAUSS |
| Cointegration models |
COINT | Time Series |
| Constrained least squares |
QP | GaussX |
Constrained model, including:
linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds |
Constrained Maximum Likelihood | GaussX |
| Contingency tables |
Descriptive Statistics | MARKOV |
| Control systems |
CtrlGauss |
| Correlation |
Descriptive Statistics | MARKOV |
| Covariance structure analysis |
LINCS | MISS |
| Crosstabs |
Descriptive Statistics | MARKOV |
| Cumulative distribution functions |
GAUSS |
| Curve fitting |
Curve Fit |
| Descriptive statistics |
Descriptive Statistics | MARKOV | GaussX |
| Discrete event simulation |
QueGauss |
| Differential equations |
SimGauss |
| Duration models |
Maximum Likelihood | Constrained Maximum Likelihood |
| ECM Models |
Time Series |
| Eigensystems |
LALIB | GAUSS |
| Equation solution - linear |
LALIB | GAUSS | GaussX |
| Equation solution - nonlinear |
Nonlinear Equations | GaussX |
| Event count analysis |
Maximum Likelihood | Constrained Maximum Likelihood |
| Exponential smoothing |
GaussX |
| Factorizations |
LALIB | GAUSS |
| FFTs |
GAUSS | GaussX |
| Forecasting |
Time Series (ARIMA) | GaussX | FANPAC |
| Frequencies |
Descriptive Statistics | MARKOV |
| FIML (full information maximum likelihood) |
Maximum Likelihood | Constrained Maximum Likelihood | GaussX |
| Financial models |
QP | FANPAC |
| GARCH |
Constrained Maximum Likelihood | GaussX | FANPAC |
| Generalized SVD, Schur, eigenvalues |
GAUSS |
| Gibbs sampling |
GaussX |
| GMM (generalized method of moments) |
GaussX |
| Heteroscedasticity (quasi-maximum likelihood) |
Constrained Maximum Likelihood | Maximum Likelihood |
| Hypothesis testing |
GaussX |
| Kalman filter |
GaussX | TSM |
| Kernel density plots |
Constrained Maximum Likelihood | Maximum Likelihood |
| Lapack functions |
LALIB | GAUSS |
| LDL factorization |
LALIB |
| Least squares - linear 2-stage and 3-stage |
Linear Regression | GaussX |
| Least squares - nonlinear 2-stage and 3-stage |
GaussX |
| Likelihood profile traces |
Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit |
| Limited dependent variables |
Quantal Response | Time Series | Maximum Likelihood | Constrained Maximum Likelihood | MARKOV | GaussX |
| Linear equation solution |
LALIB | GAUSS |
| Linear programming |
Linear Programming |
| LISREL models |
LINCS | MISS |
| Loess |
GAUSS |
| Logit regression |
Quantal Response | MARKOV | GaussX |
| Loglinear models |
Loglinear Analysis | MARKOV |
| LU factorization |
LALIB |
| Markowitz asset allocation analysis |
QP | FANPAC |GaussX | Constrained Optimization |
| Maximum likelihood |
Constrained Maximum Likelihood | Maximum Likelihood | TSM | GaussX |
| Mean/variance analysis |
QP |
| Measurement error models |
LINCS | MISS |
| Missing data |
LINCS | MISS |
| MonteCarlo simulation |
MARKOV | GaussX |
| Mps files |
Linear Programming |
| Multinomial logit |
GaussX | MARKOV |
| Multinomial probit |
GaussX |
| Multivariate models |
Linear Regression | GaussX | LINCS | MISS | Loglinear Analysis | MARKOV |
| Multivariate time series |
Time Series | FANPAC |
| Nonlinear dynamic simulation |
SimGauss |
| NLP (nonlinear programming) |
Constrained Optimization | GAUSS |
| Nonlinear regression |
Curve Fit | GaussX |
| Nonlinear systems of equations |
Nonlinear Equations | Curve Fit | GAUSS |
| Nonparametric regression |
GaussX |
| Nonstationary time series |
COINT |
| Numerical gradient, Hessian |
GAUSS |
| Optimization |
Optimization | Constrained Optimization | GAUSS |
| Ordered logit, probit |
Quantal Response | GaussX | MARKOV |
| Options pricing |
GAUSS |
| Optimization of Dynamic Non-linear systems |
SimGauss | Optimization |
| Panel data |
Time Series |
| Parameter Fitting for Dynamic Non-linear Systems |
SimGauss | Maximum Likelihood |
| Poisson regression |
Quantal Response | Maximum Likelihood | Constrained Maximum Likelihood | GaussX | MARKOV |
| Probit regression |
Quantal Response | MARKOV | GaussX |
| Profile t traces |
Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit |
| Programming models |
Constrained Optimization | QP | Linear Programming |
| QR factorization |
LALIB | GAUSS |
| Quadratic programming |
QP | GAUSS |
| Quasi-maximum likelihood (QML) |
Constrained Maximum Likelihood | Maximum Likelihood |
| Queuing Models |
QueGauss |
| Regression, least squares |
Linear Regression | MARKOV | GaussX |
| Residuals analysis |
Linear Regression | MARKOV |
| Schur factorization |
LALIB | GAUSS |
| Sequential quadratic programming |
Constrained Maximum Likelihood | Constrained Optimization |
| Simulation (Dynamic) |
SimGauss |
| Social network analysis |
SNAP |
| SUR (seemingly unrelated regression) |
Linear Regression | GaussX |
| Signal processing |
TSAGL | MCTSA |
| Simultaneous equations |
Linear Regression | MARKOV | GaussX |
| Singular value decomposition |
LALIB | GAUSS |
| Sparse matrices |
GAUSS | Linear Programming |
| Spectral analysis |
TSM | TSAGL |
| Splines, line and surface |
GAUSS |
| Spreadsheets |
DataWiz |
| SSM (state space model) |
TSM |
| Systems of differential equations |
SimGauss |
| Tabulate |
Descriptive Statistics | GaussX |
| Time series |
TSM | Time Series | COINT | TSAGL | GaussX | SimGauss | FANPAC | MCTSA |
| Time-frequency analysis |
TSM |
| Time series - cross sectional regression |
Time Series |
| Tobit regression |
GaussX |
| Transfer functions |
GaussX |
| 2 Point Boundary Value Problems for Non-linear Dynamic Systems |
SimGauss | Nonlinear Equations |
| Univariate models |
TSM |
| Unconstrained optimization |
Optimization |
| VAR (vector autoregressive models) |
TSM | GaussX | Time Series |
| VARMA Models |
Time Series |
| Wavelet analysis, wavelet packet analysis |
TSM |
| Weighted models |
Constrained Maximum Likelihood | Maximum Likelihood | Curve Fit | Linear Regression |