Last modified: 2007 Aug 23
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Utilities

Be sure to see Sander Greenland's utilities, Gary King's utilities and Paul Soderlind's utilities.

Visual C/C++ implementation of Foreign Language Interface (Schoenberg Aug2006). Visual C/C++ implementation of a Foreign Language Interface (Schoenberg May99). A complete example of the code needed to call a C function in a DLL from GAUSS. Includes a function for computing a Bessel function of the third kind of order one (which is of interest to people pricing options). If you have Visual C/C++ installed on your computer, an makefile can be run from the DOS command line that will compile it for you.

• Keyword to run Lingo from GAUSS.
• Convert decimal to binary or binary to decimal. (Loretan feb05)
• MISS provides programs for imputing missing data using several methods, (1) maximum likelihood using the EM algorithm, (2) mean or regression method with augmented variance using random sample or random variable method, and (3) pairwise. (Schoenberg 1993)
  The author has provided explicit permission for the code and documentation to reside in and be redistributed from this GAUSS archive.
• fractional difference (Breslaw Jan 2006)
  Note: Formula from J. R. M. Hosking "Fractional Differencing", Biometrika (1981), 68 (1), pp. 165-76, equation 2.1.
• 3d_mat.src (Jönsson 2004) enables users of early Gauss versions to a work with multidimensional (3-dimensional and more) matrices. For example, to store data. There is documentation.
• nyblom.gau computes the Nyblom (1989) Lagrange multiplier (LM) type test for constancy of parameters. (Becker Dec03)
• combmat.gau computes all binary combination vectors. That is, it computes all possible vectors of dimension 1 x n such that they have k components with a 1 (one) and n-k components with a 0 (zero). (Gomez-Ruano Jul02)
• nCr computes computes all nCr combinations of {1,…,n}. (Lai Jul02)
• Cameron Rookley's GAUSS to MatLab Perl script, with two supplementary versions: multiple function version, and a program body only version. (Rookley 1997?)
• Numerically Improved Descriptive Stats (Vinod Jul99). The author offers added details, references, and discussion (Vinod Sep00).
• Sample from Vector (Isaac May01)
• Weighted Pool-Adjacent-Violators (Veldhuijzen Jul99)
• Pool-Adjacent-Violators (Veldhuijzen Jul99)
• Greatest common denominator (Euclid's method) of the largest and smallest elements of a matrix. (Isaac Jul00)
• Generate nonlinear autoregressive series. (Isaac Jul00)
• Significant Digits (Rookley Aug99)
• Scalar Polynomial Evaluation by Horner's method (Isaac Jul00)
• String Parsing Utilites (Rothman; King Nov98)
• DataLoad: Spreadsheet to GAUSS Conversion (Baird Jan98)
• Parzen kernel routine for convariance matrix estimation. (Creel Jan98)
• LAPACK routines for calculating and sorting the generalized Schur form (Soderlind Aug97)
• EULER.SRC (Meardon Feb98) defines a procedure pow(base,expo) that tells Gauss to understand it is dealing with a complex number if the base is negative and the exponent is non-integer and then converts the complex number to a real.
• addline.src by Paul Fackler (Jun97) appends information to the global parameter _PLINE to indicate dates by vertical lines in a time series plot.
• Add new observations to an existing GAUSS data set. (Isaac Jun95)
• Date Conversions by Paul Fackler (May96) provides three procs to handle date conversions from YYMMDD format.
• Frequency table for elements in a GAUSS matrix. (Isaac Sep96)
• Graphics Utilities
• Horizontal Direct Sum (Durocher Aug95)
• Kernel Density Estimators
• Index Minimum Elements of Matrix (Isaac Jul95)
• Magic Square routines (Schoenberg Jan98; Link Jan98)
• PERCTILE by David Baird (1996) calculates percentile values for a given series of n real values.
• Permute Matrix Entries (Isaac Dec96)
• PWAY by Dudgeon (Jul97) produces an p-way listing of response values to p categorial variables.
• Various code to Sample Data Sets Without Replacement (Baird Aug95; Fackler, Lund, Thompson Oct96)
• A Better Complementary Error Function (Wilkinson Sep95)
• Using C routines in Gauss under OS/2 (Stanton Sep96)
• Write Matrix to File (Mellows)
• Write Matrix to LaTeX (Isaac May95) writes a GAUSS matrix to a LaTeX input file.
• GAUSS Applications in Finance (Roncalli Oct96)
• Common Procedures by Cameroon Rookley are simple user-defined procedures that are frequently being called.
• Fixed Income by Cameroon Rookley are procedures for estimating zero-coupon equivalent yield curves and forward rate curves, calculating times to each cash flow, cash flow matrices, yield to maturities, duration and more.
• Option Pricing (Cameroon Rookley) Useful procedures for pricing and working with both American and European options.
• Options Data Manipulation (Cameroon Rookley) Translating Berkeley options Database files, CME files and Internet "option chains" into Gauss datasets for further manipulation and analysis.
• Approximation to a Weiner Process (Loretan Nov96)
• Numerical Quadrature: Nodes and Weights (Dittmar Nov96)
• Subsets of a matrix (Noack & Isaac Mar01)
• k-th smallest elements of each matrix column (Thompson Jun2002)
• csExcelWritetoCol.gau (Smith Aug2005) Write a matrix of numeric data to a spreadsheet based on a column number.