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.
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
The program files require a working copy of GAUSS 19. Many can be run on earlier versions with some small revisions.
GAUSS 20+ The GAUSS sampler library can be installed and updated directly in GAUSS using the GAUSS package manager.
GAUSS 19+ 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. -
Select Tools > Install Application from the main GAUSS menu.
-
Follow the installer prompts, making sure to navigate to the downloaded
samplerlib.zip. -
Before using the functions created by
samplerlibyou will need to load the newly createdsamplerliblibrary. This can be done in a number of ways:
- Navigate to the Library Tool Window and click the small wrench located next to the
samplerliblibrary. SelectLoad Library.
- Enter
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 thesamplerlib.zipfolder from the release page and the GAUSS Application Installer.
