Developer(s) | Aptech Systems |
---|---|
Initial release | 1984 |
Stable release | 22.1.0
/ 10 March 2022 |
Operating system | Linux, macOS, Windows |
Type | programming language |
License | proprietary |
Website | www.aptech.com |
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 published in 1984 for MS-DOS and is available for Linux, macOS and Windows.[1]
Examples
- 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.[2]
Toolbox | Description |
---|---|
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 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
References
- ↑ "Beginner Program: Nearest Neighbour Search". Aptech. Retrieved 2020-02-06.
GAUSS does not require any particular file extension for GAUSS program files, however, .gss is recommended.
- ↑ "Explore GAUSS Application Modules | Aptech". store.aptech.com. Retrieved 2022-03-29.
External links
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