| GAUSS | |
| Developer: | Aptech Systems |
| Latest Release Version: | 22.1.0 |
| Operating System: | Linux, macOS, Windows |
| Genre: | 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]
A range of toolboxes are available for GAUSS at additional cost.[2]
| 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. |