| Funktion
| wird unterstützt durch
|
| ANOVA |
Gaussx |
| ARCH, GARCH |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
FANPAC MT |
Gaussx
|
LikPak |
| ARFIMA |
Gaussx
|
LikPak |
| ARMA, ARIMA |
Time Series MT |
TSM |
FANPAC MT |
Gaussx
|
LikPak |
| Automatic/Algorithmic Derivatives |
AD |
Gaussx |
| Autoregression |
Time Series MT |
Gaussx |
| Bayesian estimation, Bayesian analysis |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx |
| Bessel functions |
GAUSS
|
| Bitwise operations |
Gaussx
|
| Black & Scholes model |
GAUSS
|
| Bootstrap |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx
|
TSM |
| Bounds constraints |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Linear
Regression MT |
| Box-Cox |
FANPAC MT |
Gaussx
|
LikPak |
| Cholesky factorization |
GAUSS
|
| Cluster analysis |
Gaussx
|
| Cointegration models |
COINT |
Time Series
MT |
| Constrained least squares |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Gaussx |
| Constrained model, including:linear equality constraints, linear inequality constraints, nonlinear
equality constraints, nonlinear inequality constraints, bounds |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Gaussx |
| Contingency tables |
Descriptive Statistics MT
|
| Correlation dimension |
Gaussx
|
| Crosstabs |
Descriptive Statistics MT |
Gaussx |
| Cumulative density functions, Cumulative distribution functions |
GAUSS |
Gaussx |
| Curve fitting |
CurveFit
|
| Data generation process |
Gaussx
|
LikPak |
| Data transfer |
Gaussx
|
Stat/Transfer |
| DBDC model |
Gaussx
|
LikPak |
| Descriptive statistics |
Descriptive Statistics MT |
Gaussx |
| Denoise (Wavelet) |
Gaussx
|
| Differential equations |
SimGauss
|
| Divisia |
Gaussx
|
| Duration models |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx |
| ECM Models |
Time Series MT
|
| Econometric tests |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Descriptive Statistics MT |
Linear
Regression MT |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx
|
LikPak |
| Eigensystems |
GAUSS
|
| Equation solution - linear |
GAUSS |
Gaussx |
| Equation solution - nonlinear |
Nonlinear Equations MT |
Gaussx |
| Error correction model |
Time Series MT |
Gaussx |
| Event count analysis |
Maximum
Likelihood MT |
Maximum
Likelihood |
| Exponential Weighted Moving Average |
GAUSS
|
| Exponential smoothing |
Gaussx
|
LikPak |
| Factorizations |
GAUSS
|
| FFTs |
GAUSS |
Gaussx |
| Filter |
Gaussx
|
| Forecasting |
Time Series MT
(ARIMA) |
Gaussx
|
FANPAC MT |
| FIML (full information maximum likelihood) |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx |
| Financial models |
FANPAC MT
|
| Frequencies |
Gaussx
|
| Frontier production model |
Gaussx
|
| GARCH |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
FANPAC MT |
Gaussx
|
LikPak |
| GAUSSplot support |
Gaussx
|
| Generalized disjunctivel programming |
GENO
|
| Generalized SVD, Schur, eigenvalues |
GAUSS
|
| Genetic algorithm |
Gaussx
|
GENO |
| Genetic engineering |
GENO
|
| Gibbs sampling, Gini Coefficients, Global Optimization, GMM (generalized method of moments) |
Gaussx
|
| Graphics |
GAUSSplot |
Gaussx
| IGX |
| Hazard models |
Gaussx
|
| Heckit model |
Gaussx
|
| Heteroscedasticity (quasi-maximum likelihood) |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx |
| Hypothesis testing |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Gaussx |
| Interpolation |
GAUSS |
Gaussx |
| Inverse cumulative density functions |
GAUSS |
Gaussx |
| Kalman filter |
Gaussx
|
TSM |
| Kernel density plots |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
GAUSSplot |
Maximum
Likelihood MT |
Maximum
Likelihood |
| Lapack functions |
GAUSS
|
| Least squares - linear 2-stage and 3-stage |
Linear
Regression MT |
Gaussx |
| Least squares - nonlinear 2-stage and 3-stage |
Gaussx
|
LikPak |
| Likelihood profile traces |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
CurveFit |
| Limited dependent variables |
Discrete Choice
|
Time Series MT |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
Gaussx |
| Linear equation solution |
GAUSS |
Gaussx |
| Linear programming |
Linear
Programming MT |
Gaussx
|
GENO |
| Loess |
GAUSS
|
| Logit, Logit regression |
Discrete Choice
|
Gaussx
|
LikPak |
| Loglinear models |
Loglinear Analysis MT |
Gaussx |
| LU factorization |
GAUSS
|
| Lyapunov exponent |
Gaussx
|
| Maple, Mathematica hooks |
Gaussx
|
| Markov chain monte carlo, Markov switching model |
Gaussx
|
LikPak |
| Markowitz asset allocation analysis |
FANPAC MT |
Gaussx
|
Constrained Optimization MT |
Constrained Optimization |
| Maximum entropy |
Gaussx
|
| Maximum likelihood |
Constrained Maximum
Likelihood MT |
Constrained Maximum
Likelihood |
Maximum
Likelihood MT |
Maximum
Likelihood |
TSM |
Gaussx |
