|
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. |