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)