Utilities
Be sure to see
Gary King's utilities,
Cameron Rookley's utilities,
and
Paul Soderlind's utilities.
- Numerically Improved Descriptive Stats (Vinod Jul99)
- Pool-Adjacent-Violators
(Veldhuijzen Jul99)
- Significant Digits
(Rookley Aug99)
-
Visual C/C++ implementation of foreign language interface
(Schoenberg May99).
A new approach to the foreign language interface.
Contains a complete set of files, bundled as a .zip file,
that people can add their own functions to.
If you have Visual C/C++ installed on their computer,
there's a makefile that can be
run from the DOS command line that will compile it for you.
- 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.
- The keyword addobs (Isaac Jun95)
adds new observations to an existing GAUSS data set.
- Date Conversions by Paul Fackler (May96)
provides three procs to handle date conversions from YYMMDD format.
- Frequency table (Isaac Sep96)
for elements in a GAUSS matrix.
- 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)