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?
- An example importance sampler
- An example Gibbs sampler
- An example Random Walk and Independent Chain Metropolis-Hastings sampler
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:
Download the zipped folder
samplerlib.zipfrom the GitHub Sampler Release page.
Follow the installer prompts, making sure to navigate to the downloaded
Before using the functions created by
samplerlibyou will need to load the newly created
samplerliblibrary. This can be done in a number of ways:
- Navigate to the Library Tool Window and click the small wrench located next to the
library samplerlibin 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
samplerlib.zipfor examination and review. However, installation should always be done using the
samplerlib.zipfolder from the release page and the GAUSS Application Installer.