| 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 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 where there are as many equations as unknowns. |
| Optimisation |
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. |