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| Developer(s) | Aptech Systems |
|---|---|
| Initial release | 1984; 41 years ago (1984) |
| Stable release | 22.1.0 / 10 March 2022; 3 years ago (2022-03-10) |
| Operating system | Linux,macOS,Windows |
| Type | programming language |
| License | proprietary |
| Website | www.aptech.com |
GAUSS is a matrixprogramming language formathematics andstatistics, 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 forMS-DOS and is available forLinux,macOS andWindows.[1]
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 thenonlinear programming problem subject to general constraints on the parameters. |
| CurveFit | Nonlinearcurve fitting. |
| Descriptive Statistics | Basic sample statistics including means, frequencies andcrosstabs. 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 estimatingdiscrete choice and other models in which the dependent variable is qualitative in some way. |
| FANPAC MT | Comprehensive suite ofGARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility. |
| Linear Programming MT | Solves small and large scalelinear programming problems. |
| Linear Regression MT | Least squares estimation. |
| Loglinear Analysis MT | Analysis ofcategorical data usinglog-linear analysis. |
| Maximum Likelihood MT | Maximum likelihood estimation of the parameters of statistical models. |
| Nonlinear Equations MT | Solvessystems of nonlinear equations having as many equations as unknowns. |
| Optimization | Unconstrained optimization. |
| Time Series MT | Exact ML estimation of VARMAX, VARMA, ARIMAX,ARIMA, andECM models subject to general constraints on the parameters.Panel data estimation.Cointegration andunit root tests. |
GAUSS does not require any particular file extension for GAUSS program files, however,.gss is recommended.