 Pre-written, customizable GAUSS programs designed to increase user productivity and extend GAUSS functionality in the fields of statistics, finance, engineering, physics, risk analysis and more.

 Algorithmic Derivatives A program for generating GAUSS procedures for computing algorithmic derivatives. Bayesian Estimation Tools The GAUSS Bayesian Estimation Tools package provides a suite of tools for estimation and analysis of a number of pre-packaged models. Constrained Maximum Likelihood MT Constrained Maximum Likelihood MT provides for the estimation of statistical models by maximum likelihood while allowing for the imposition of general constraints on the parameters, linear or nonlinear, equality or inequality, as well as bounds. Constrained Optimization MT Basic sample statistics including means, frequencies and crosstabs. CurveFit Nonlinear curve fitting. Descriptive Statistics MT Basic sample statistics including means, frequencies and crosstabs. This application is thread-safe and takes advantage of structures. Discrete Choice Analysis Tools 2.0 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 loglinear analysis. Maximum Likelihood MT Maximum likelihood estimation of the parameters of statistical models; uses structures, allowing calls to be safely nested or called in threaded programs, and some calculations are themselves threaded. Nonlinear Equations MT Solves systems of nonlinear equations having as many equations as unknowns. Time Series MT 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. Optimization MT OPMT is intended for the optimization of functions. It has many features, including a wide selection of descent algorithms, step-length methods, and “on-the-fly” algorithm switching. Default selections permit you to use Optimization with a minimum of programming effort.

Platform: Windows, Mac, and Linux

Requirements: GAUSS/GAUSS Engine/GAUSS Light v6.0 or higher, unless otherwise noted on detailed product page.