GAUSS Version 6 - Release date Oct 2003
GAUSS DATA TOOL
- Release date Oct 2003Previous releases

Current Version 6.0

GAUSS Version 6.0 - New features

GAUSS 6.0 includes a number of new features and enhancements designed to increase the speed, power and functionality of GAUSS.

• Many more functions will support multi-dimensional arrays
  
• Faster inverse and linear equation solver
  
• The commands 'selif' and 'delif' are now intrinsics, making them up to 4 times faster
  
• Additional support for string arrays
  
• Faster multi-column sort
  
• New Run-Time Library procedures and structures:
  • New versions of the unconstrained optimization and equation solution procedures called 'QNewtonmt' and 'eqSolvemt' that use structures
  • 'QNewtonmt' uses the new 'gradmt' and 'hessmt' procedures; an analytical gradient procedure can be provided which computes a subset of the derivatives and 'QNewtonmt' will compute the remaining derivatives numerically.
  • Also new are functions for computing moving averages and combinations, 'movingAve' a simple moving average, 'movingaveWgt' a weighted one, and 'movingaveExpwgt', an exponentially weighted one; these functions employ sparse matrices for very rapid calculations on large matrices
  • New combination functions compute all combinations of a sequence of integers taken k at a time; 'combinate' returns a matrix of these integers, and 'combinated' stores them in a GAUSS data set
• New GUI features in the Windows version:
  • Source View Window - This is a dockable dialog bar that gives the GAUSS user instant access to all source files and symbols in all active libraries. Capabilities include search, instant edit, and symbol/file properties.
    
  • Error Window - Allows the GAUSS user to click on compiler errors and go right to the source where the problem occured, avoiding the hassles of searching through pages of files to find them.
  • Debugger - The debugger now allows you to open a file by right clicking on it

Platforms: Available for Windows now, other platforms to follow, including Linux, Sun SPARC, HP UX11, and AIX4.

GAUSS DATA TOOL

GAUSS Data Tool is a stand-alone program for working with GAUSS data sets. GAUSS Data Tool loads the columns of the data sets into a workspace as vectors where they can be transformed or modified using simple intuitive statements. Data sets can also be created by simulation using a variety of models, e.g., probit, logit, GARCH, linear. A new version of a data set can be generated where missing data are replaced by single or multiple imputations from a maximum likelihood estimation using the EM algorithm.

Variables can be copied from one data set to another. Data sets can be merged on the basis of a keylist; i.e., one or more columns that uniquely define the observations. They can be concatenated, sorted, or added to. Variables can be dropped or kept, or modified in complex ways using any of the GAUSS operators or functions, including its powerful matrix operations.

GAUSS Data Tool is customizable by adding your own functions for modifying data. Hooks are described in the manual for adding your own procedures for simulating data or handling missing data. For the Windows version, a graphical user interface provides much of this capability in menus, toolbars, and dialogues, as well as a command line interface that turns data handling into a set of simple direct statements that make short work of complex data problems.

Platforms: Available for Windows October 20, other platforms to follow including Linux, Sun SPARC, HP UX11, and AIX4.

Previous Version 5.0

GAUSS 5.0 Released date - August 2002
N-Dimensional arrays, support for 2D arrays of structures , over 50 new functions.

GAUSS 4.0 Released - January 2002

Constrained Maximum Likelihood 2.0 Faster, trust regions, grid search, new multiple point numerical derivatives, new long period random numbers.

Maximum Likelihood 5.0 Up to 800% faster, support for new long period random number generators.

Time Series 4.0 Has a host of procedures for analyzing time series and panel data, including fixed and random effects, VARMA and VARMAX, cointegration, and ECM models.

GAUSS Enterprise Engine Thread-safe, multi-user/multi-processor capable, now shipping for Solaris and Windows.

TSAGL 2.0 for Windows Time Series Analysis and Graphics Library 2.0 by Digital Acoustics. You will find over 80 procedures for signal analysis, filtering, modeling, display, manipulation and extraction using the Windows graphical interface.

MCTSA 1.0 for Windows Multi-Channel Time Series Analysis 1.0 by Digital Acoustics. Allows standard signal processing (or time series analysis) to be performed on systems that have multiple input and output channels.

GAUSS Run-Time Engine (GRTE)
The GAUSS Run-Time Engine allows royalty free distribution of your GAUSS Engine applications.