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The GAUSS sampler library is a collection of GAUSS procedures and examples developed to implement
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What is GAUSS?

GAUSS is an easy-to-use data analysis, mathematical and statistical environment based on the powerful, fast and efficient GAUSS Matrix Programming Language. GAUSS is a complete analysis environment with the built-in tools you need for estimation, forecasting, simulation, visualization and more.

What is the GAUSS sampler library?

The GAUSS sampler library is a collection of GAUSS procedures and examples developed to implement :

  • An example importance sampler
  • An example Gibbs sampler
  • An example Random Walk and Independent Chain Metropolis-Hastings sampler

Getting Started


The program files require a working copy of GAUSS 19. Many can be run on earlier versions with some small revisions.


The GAUSS sampler library can be easily installed using the GAUSS Application Installer, as shown below:

  1. Download the zipped folder from the GitHub Sampler Release page.

  2. Select Tools > Install Application from the main GAUSS menu.
    install wizard

  3. Follow the installer prompts, making sure to navigate to the downloaded

  4. Before using the functions created by samplerlib you will need to load the newly created samplerlib library. This can be done in a number of ways:

  • Navigate to the Library Tool Window and click the small wrench located next to the samplerlib library. Select Load Library.
    load library
  • Enter library samplerlib in the Program Input/output Window.
  • Put the line library samplerlib; at the beginning of your program files.

Note: I have provided the individual files found in for examination and review. However, installation should always be done using the folder from the release page and the GAUSS Application Installer.


Erica Clower
Aptech Systems, Inc
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