Versionshistorie – What's New in GAUSS 19

What's New in GAUSS 19

Expanded suite of date and time tools

  • Easily convert dates between many formats.
  • Generate date vectors of varying frequency and length.
  • New functions to transform and operate on times and dates.
  • New support for high-frequency data.

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Quantile  regression

  • Perform conditional quantile regressions using interior-point or quadratic programming algorithms.
  • Estimate local linear or quadratic regressions.
  • Compute bootstrapped standard errors and confidence intervals.

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New online license activation

Get started faster with seamless online license activation from a product key.

Faster fundamental computations

  • Multiply arrays with 50 or more elements 20% to 3,500% faster.
  • Invert matrices 20%-400% faster.
  • Faster logln, and exp functions.
  • Increased matrix multiplication speed for non-square matrices.

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Expanded covariance computations

  • New cluster-robust and heteroscedastic-robust covariance computations.
  • Use as stand-alone functions or with OLS regressions.
  • Compute outer product of gradients (OPG) covariance after optimization.

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New graphics tools

  • Plot high-frequency and irregular time series data.
  • plotTS now supports daily data.
  • Simple controls for tick label locations in 2-D graphs.
  • New controls for box plot grouping.

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Enhanced user interface

  • New convenience features.
  • Improved HiDPI support.
  • Updated icons and flatter UI style.

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Other new mathematical functions

  • impute fills missing data with mean or median values (more options to come).
  • norm matrix 1, 2 (Spectral), Infinity, Frobenius and Nuclear norms or the vector p-norm.
  • lagTrim returns a matrix containing specified lags and/or leads with incomplete rows removed.
  • recservar performs efficient simulation of a VAR model.
  • saved now provides a simple way to save datasets in CSV, or XLS/XLSX format.

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