| 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.
|
_logo.png){kind=logo}