GAUSS (software)
Encyclopedia
GAUSS is a matrix programming language
Programming language
A programming language is an artificial language designed to communicate instructions to a machine, particularly a computer. Programming languages can be used to create programs that control the behavior of a machine and/or to express algorithms precisely....

 for mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

 and statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

, developed and marketed by Aptech Systems. Its primary purpose is the solution of numerical problems in statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

, econometrics
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...

, time-series, optimization and 2D- and 3D-visualization. It was first published in 1984 for MS-DOS
MS-DOS
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 and is currently also available for Linux
Linux
Linux is a Unix-like computer operating system assembled under the model of free and open source software development and distribution. The defining component of any Linux system is the Linux kernel, an operating system kernel first released October 5, 1991 by Linus Torvalds...

, Sun SPARC
SPARC
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, Mac OS X
Mac OS X
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 and Windows
Microsoft Windows
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.

Examples of Functions Included in Run-Time Library

  • GAUSS has several Application Modules as well as functions in its Run-Time 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.
Algorithmic 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 loglinear 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. Unit root and cointegration tests.

External links


See also

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