Econotron Software, Inc.

The following product is developed by Econotron Software, Inc. for use with GAUSS. Technical support is provided directly through the developer.

 

LikPak 1.0

LikPak 1.0 from Econotron Software consists of over 50 likelihood functions and examples for GAUSS. LikPak is designed to be used with GAUSS optimization packages such as Constrained Maximum Likelihood MT, Maximum Likelihood, and Maximum Likelihood MT.

 

LikPak has been designed to complement the optimization packages; it saves the programmer from having to write the likelihood and shows how the likelihood can be parameterized for a particular problem.

 

LikPak is designed to be used as a template; that is, select the example that is relevant to your problem and use that example as a starting point. The functions in LikPak corespond to the set of likelihoods currently used in economics, and each function is backed up with documentation describing typical parameterizations.

 

The source code is written in GAUSS and will run on any platform of GAUSS or the GAUSS Engine. See below for a list of processes and utilities included in LikPak.

 

LikPak is available for Windows, Linux and Unix versions of GAUSS.

 

Platforms:

Windows, Mac OS X, LINUX, UNIX (requires GAUSS for Windows 4.0 or higher)

 

LikPak 1.0 Flyer

 

Processes and Utilities

AR Processes

ARFIMA – Autoregressive fractional integrated moving average process

ARIMA – Autoregressive integrated moving average process

ARMA – Autoregressive moving average process

VARMA – Vector autoregressive moving average process

Count Processes

NEGBIN – Negative binomial process

POISSON – Poisson process

Discrete Processes

DBDC – Double-bounded dichotomous choice process

FMNP – Feasible multinomial probit

LOGIT – Binomial logit process

MNL – Multinomial logit

MNP – Multinomial probit

ORDLGT – Ordered logit process

ORDPRBT – Ordered probit process

PROBIT – Binomial multivariate probit process

GARCH Processes

AGARCH – Asymmetric GARCH process

ARCH – Autoregressive conditional heteroscedastic process

EGARCH – Exponential GARCH process

FIGARCH – Fractionally integrated GARCH process

GARCH – GARCH process

 

 

IGARCH – Integrated GARCH process

MGARCH – Multivariate GARCH process

PGARCH – Power GARCH process

TGARCH – Truncated GARCH process

Statistical Processes

BETA – Beta processBETA Beta process

CAUCHY – Cauchy process

EXPON – Exponential process

F – F process

GAMMA – Gamma process

GUMBEL – Gumbel (largest extreme value) process

INVGAUSS – Inverse Gaussian process

LAPLACE – Laplace process

LEVY – Levy process

LOGISTIC – Logistic process

LOGLOG – Loglogistice process

LOGNORM – Log normal process

NORMAL – Normal process

PARETO – Pareto process

PEARSON – Pearson

SEV – Smallest extreme value process

STUDENTS_T – Student’s T process

VONMISES – Von Mises process

WEIBULL – Weibull process

Other Processes

BOXCOX – BoxCox process

FPF – Frontier production function process

KALMAN – Kalman filter

MSM – Markov switching models

MVN – Multivariate normal process

NEURAL – Neural network process

NLS – Nonlinear least squares

NPE – Non parametric estimate

SV – Stochastic volatility process

TOBIT – Tobit process

WHITTLE – Local Whittle process

LikPak Utilities

CENSORED – Censored process

DGP – Data generation process

FILTER – Data filter

MROOT – Largest root

PDROOT – Positive definite test for smallest root

QDFN – Multivariate normal rectangular probabilities

RNDTN – Truncated multivariate normal random numbers

TRUNCATED – Truncated process

DS Utilities

dsDATA – Set data source

dsDATAGET – Retrieve data

dsOPTIONS – Set options

dsOPTIONGET – Retrieve options

PV Utilities

pvCLEAR – Clear parameter

pvCONST – Set parameter as inactive

pvGET – Retrieve parameter

pvGETMASK – Retrieve parameter mask

pvPARAM – Set parameter as active

pvSET – Set parameter

pvSETMASK – Set parameter mask