GAUSS is a matrix programming language for mathematics and statistics, developed and marketed by Aptech Systems. Its primary purpose is the solution of numerical problems in statistics, econometrics, time-series, optimization and 2D- and 3D-visualization. It was first written in 1980 and was first published in 1984 for MS-DOS. It has since become available for Linux, macOS and Windows.
Examples GAUSS has several application modules as well as functions in its runtime library (i.e., functions that come with GAUSS without extra cost): Qprog – Quadratic programming SqpSolvemt – Sequential quadratic programming QNewton - Quasi-Newton unconstrained optimization EQsolve - Nonlinear equations solver
GAUSS Applications A range of toolboxes are available for GAUSS at additional cost.
+ToolboxesToolbox DescriptionAlgorithmic Derivatives A program for generating GAUSS procedures for computing algorithmic derivatives.Constrained Maximum Likelihood MT Solves the general maximum likelihood problem subject to general constraints on the parameters.Constrained Optimization Solves the nonlinear programming problem subject to general constraints on the parameters.CurveFit Nonlinear curve fitting.Descriptive Statistics Basic sample statistics including means, frequencies and crosstabs. This application is backwards compatible with programs written with Descriptive Statistics 3.1.Descriptive Statistics MT Basic sample statistics including means, frequencies and crosstabs. This application is thread-safe and takes advantage of structures.Discrete Choice A statistical package for estimating discrete choice and other models in which the dependent variable is qualitative in some way.FANPAC MT Comprehensive suite of GARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility.Linear Programming MT Solves small and large scale linear programming problems.Linear Regression MT Least squares estimation.Loglinear Analysis MT Analysis of categorical data using log-linear analysis.Maximum Likelihood MT Maximum likelihood estimation of the parameters of statistical models.Nonlinear Equations MT Solves systems of nonlinear equations having as many equations as unknowns.Optimization Unconstrained optimization.Time Series MT Exact ML estimation of VARMAX, VARMA, ARIMAX, ARIMA, and ECM models subject to general constraints on the parameters. Panel data estimation. Cointegration and unit root tests.
See also List of numerical-analysis software
References
External links International homepage GAUSS Mailing List Review of version 7.0 Some more links