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1. set main title xlabel X Axis set X axis label ylabel Y Axis set Y axis label scale3d miss 0 0 miss 0 0 5 5 scale Z axis surface x y z call surface routine nextwind activate second window graphset reset global variables pzclr 1 2 3 4 set Z level colors _pbox 15 white border contour x y Z call contour routine endwind Display windows 25 5 90d GAUSS User Guide While the structure has changed somewhat the four basic elements of the graphics program are all here The additional routines begwind endwind makewind nextwind and setwind are all used to control the graphic panels As Example 3 illustrates the code between graphic panel functions that is setwind or nextwind may include assignments to global variables a call to graphset or may set up new data to be passed to the main graphics routines You are encouraged to run the example programs supplied with GAUSS Analyzing these programs is perhaps the best way to learn how to use the PQG system The example programs are located on the examples subdirectory 25 2 2 Graphics Coordinate System PQG uses a 4190x3120 pixel resolution grid on a 9 0x6 855 inch printable area There are three units of measure supported with most of the graphics global elements Inch Coordinates Inch coordinates are based on the dimensions of the full size 9 0x6 855 inch output page Th
2. No output file No output file was specified The output command may be missing output type d required for character data Character data in output file will be lost Output file contains character data and is not double precision 28 16 ATOG atog atog atog atog atog atog atog atog atog atog Open comment The command file has a comment that is not closed Comments must be enclosed in s comment Out of memory Notify Aptech Systems read error A read error has occurred while converting a packed ASCII file Record length must be 1 16384 bytes The record subcommand has an out of range record length Statement too long Command file statements must be less than 16384 bytes Syntax error at There is unrecognizable syntax in a command file Too many input variables More input variables were specified than available memory permitted Too many output variables More output variables were specified than available memory permitted Too many variables More variables were specified than available memory permitted Undefined variable 28 17 SOLV GAUSS User Guide A variable requested in an outvar statement was not listed in an invar statement atog WARNING missing at The parentheses in the delimit subcommand were not closed atog WARNING some records begin with cr 1f A packed ASCII file has some records that begin with a carriage re
3. Using GAUSS Keyboard Assignments o lll T A Cursor Movement Keys o e eee eee 5 7 2 zai o os rr da da ee d 5 7 3 Text Selection Keys o 02 000 e sasaa 5 7 4 Command KEYS 2 ses sea ee hae eG PERE AA 33 5 7 5 Function KEYS sm mm dmm AY Ro eed eee ee e 5 7 6 Menu Keys 2 2 ee 6 Matrix Editor 6 1 Using the Matrix Editor o e ee ee 6 1 1 Editing Matices s screena a a eae UE ds 6 1 2 Viewing Variables aooaa a 6 1 3 Matrix Editor Menu Bar 0 e e 7 Library Tool ZA Using the Library Tool 1 Managing Libraries eee eee 5 5 5 5 5 6 5 6 5 7 5 7 5 7 5 8 5 8 5 9 5 9 5 10 5 10 5 14 5 15 5 15 5 16 5 17 5 17 5 18 5 19 6 1 6 1 6 3 7 1 7 1 vil GAUSS User Guide 7 12 Managing the Library Index llle 7 1 GAS Managing Library Files 0 o 7 3 8 GAUSS Source Browser 8 1 Using the Source Browser in TGAUSS o o 8 1 8 2 Using the Source BrowserinGAUSS 0 8 2 8 2 1 Opening Files From the Source Browser 8 4 8 2 2 Source Browser Keyboard Controls 8 4 9 GAUSS Help So AA eet a ee epee A aoa ach oes ec eet Ae eee Aad a 9 1 92 iContext Sensitive Helps a2 ecs sae Sarama Ae ee CEDE OY a eos 9 1 9 3 SHIETeEI Support a usce mem boas wae RE eem ee eee RS F 9 2 94 O
4. 10 6 7 Character Matrices Matrices can have either numeric or character elements For convenience a matrix containing character elements is referred to as a character matrix A character matrix is not a separate data type but gives you the ability to store and manipulate data elements that are composed of ASCII characters as well as floating point numbers For example you may want to concatenate a column vector containing the names of the variables in an analysis onto a matrix containing the coefficients standard errors t statistic and p value You can then print out the entire matrix with a separate format for each column with one call to the function printfm The logic of the programs will dictate the type of data assigned to a matrix and the increased flexibility allowed by being able to bundle both types of data together in a single matrix can be very powerful You could for instance create a moment matrix from your data concatenate a new row onto it containing the names of the variables and save it to disk with the save command Numeric matrices are double precision which means that each element is stored in 8 bytes A character matrix can thus have elements of up to 8 characters GAUSS does not automatically keep track of whether a matrix contains character or numeric information The ASCII to GAUSS conversion program ATOG will record the types of variables in a data set when it creates it The create command will also The fun
5. 16 2 2 Structure Pointer References To reference a member of a structure we use a dot syntax For example we might use the following code to set the x member of es es x rndn 3 3 To reference a member of a structure using a pointer to that structure we use an arrow syntax For example we might use the following code to set the x member of es using the pointer esp esp gt x rndn 10 5 16 11 SsoJN JONAS GAUSS User Guide This code will modify es since esp is merely a pointer to es Structure pointers cannot be members of a structure The following is illegal struct example_struct_2 matrix Z struct example struct ep 35 Therefore since a structure pointer will never be a member of a structure neither spl gt sp2 gt x nor s spl gt x will ever be valid sp1 and sp2 are assumed to be structure pointers S a structure instance and x a matrix The arrow gt will only be valid if it is used for the first or furthest left dereference as in spl st x At this point we do not support indexing of structure pointers Thus a structure pointer should point at a scalar structure instance not a matrix of structures However you may index members of that scalar structure instance So for example let us suppose that you defined the following structure types struct sb matrix y matrix Z 16 12 Structures struct sa matrix x struct structb
6. toeplitz token topolar trace trap trapchk trigamma union unionsa uniqindmc uniqindx uniqindxsa unique uniquemc uniquesa vals varget vargetl varmall varmares varput varputl vartype vartypef vcm vcms vcx VCXS trim trimr trunc type typecv typef until upmat upmat1 upper use utctodt utctodtv utrisol vec vech vecr vfor vget view viewxyz vlist vnamecv volume vput vread vtypecv B 15 SPIOM P9A9SDH GAUSS User Guide Ww wait waitc walkindex while winclear wincleararea winclearttylog winclose wincloseall winconvertpqg window wingetactive wingetattributes wingetcolorcells wingetcursor winmove winopenpqg winopentext winopentty x indcv xlabel xor xpnd ylabel winpan winprint winprintpqg winrefresh winrefresharea winresize winsetactive winsetbackground winsetcolor winsetcolorcells winsetcolormap winsetcursor winsetforeground winsetrefresh winsettextwrap winwrite winzoompqg writer xtics xy XYZ ytics B 16 Reserved Words Appendix zeros zlabel ztics SPIOM P9A9SDH Singularity Tolerance Appendix The tolerance used to determine whether or not a matrix is singular can be changed The default value is 1 0e 14 for both the LU and the Cholesky decompositions The tolerance for each decomposition can be changed separately The following operators are affected by a change in the tolerance Crout LU Decomposition crou
7. Plane 3 1 0000 1 0000 1 0000 1 0000 15 1 5 arrayalloc 1 1 1 1 1 1 0000 0000 0000 0000 0000 0000 arrayalloc creates an array with specified number and size of dimensions without setting elements to any values This requires a vector specifying the order of the array The length of the vector determines the number of dimensions and each element determines the size of the corresponding dimensions The array will then have to be filled using any of several methods described later in this chapter For example to allocate a 2x2x3 array rndseed 345678 ord 3 2 2 a arrayalloc ord 0 for i 1 ord 1 1 ali rndn 2 3 endfor 15 7 s eJIy uw BUM IOM GAUSS User Guide print a Plane 1 0 4300 0 2878 0 1327 0 0573 1 2900 0 2467 Plane 2 1 4249 0 0796 1 2693 0 7530 1 7906 0 6103 Plane 3 1 2586 0 4773 0 7044 1 2544 0 5002 0 3559 The second argument in the call to arrayalloc specifies whether the created array is real or complex arrayinit creates only real arrays 15 2 Assigning to Arrays There are three methods used for assignment to an array index operator The same method as matrices generalized to arrays putArray Put a subarray into an N dimensional array and returns the result setArray Set a subarray of an N dimensional array in place And there are several ways to extract parts of arrays index o
8. Scalars can be indexed with one or two indices also because scalars vectors and matrices are the same data type to GAUSS The majority of functions and operators in GAUSS take matrices as arguments The following functions and operators are used for defining saving and loading matrices 10 11 s e uswepuny ebenbue7 GAUSS User Guide Indexing matrices Assignment operator Vertical concatenation Horizontal concatenation con Numeric input from keyboard cons Character input from keyboard declare Compile time matrix or string initialization let Matrix definition statement load Load matrix same as loadm readr Read from a GAUSS matrix or data set file save Save matrices procedures and strings to disk saved Convert a matrix to a GAUSS data set stof Convert string to matrix submat Extract a submatrix writer Write data to a GAUSS data set Following are some examples of matrix definition statements An assignment statement followed by data enclosed in braces is an implicit let statement Only constants are allowed in let statements operators are illegal When braces are used in let statements commas are used to separate rows The statement let x 123 456 789 or 10 12 Language Fundamentals x 123 456 789 will result in ll NaN fre Nn ON The statement let x 3 3 21234 567 89 will result in aj Il aN fre oo tA N O NW Ww The statement let x 3 3 1
9. When you create a data set you can supply a vector indicating the type of data in each column of the data set For example data M 32 21500 F 27 36000 F 28 19500 M 25 32000 vnames Sex Age Pay vtypes 01 1 create f mydata with vnames 3 8 vtypes call writer f data f close f To retrieve the type vector use vartypef open f mydata for read vn getnamef f vt vartypef f print vn print vt Sex Age Pay 0 1 1 The call to getnamef in this example returns a string array rather than a character vector so you can print it without the prefix 21 10 File I O Using the Uppercase Lowercase Convention v89 Data Sets Historically some GAUSS Application programs recognized an uppercase lowercase convention if the variable name was uppercase the variable was assumed to be numeric and if it was lowercase the variable was assumed to be character However this is now obsolete use vartypef and v96 data sets to be compatible with future versions 21 3 GAUSS Data Archives The GAUSS Data Archive GDA is extremely powerful and flexible giving you much greater control over how you store your data There is no limitation on the number of variables that can be stored in a GDA and the only size limitation is the amount of available disk space Moreover GDASs are designed to hold whatever type of data you want to store in them You may write matri
10. _Pypmax _pysci _pzclr _pzoom _pzpmax _pzsci string the graphics version number scalar the maximum number of places to the right of the decimal point for the X axis numbers Default is 12 scalar the threshold in digits above which the data for the X axis will be scaled and a power of 10 scaling factor displayed Default is 4 scalar the maximum number of places to the right of the decimal point for the Y axis numbers Default is 12 scalar the threshold in digits above which the data for the Y axis will be scaled and a power of 10 scaling factor displayed Default is 4 scalar row vector or Kx2 matrix Z level color control for procedures surface and contour See surface in the GAUSS LANGUAGE REFERENCE 1x3 row vector magnifies the graphics display for zooming in on detailed areas of the graph If scalar 0 no magnification is performed Default is 0 1 magnification value 1 is normal size 2 horizontal center of zoomed plot 0 100 3 vertical center of zoomed plot 0 100 To see the upper left quarter of the screen magnified 2 times use _pzoom 2 25 75 scalar the maximum number of places to the right of the decimal point for the Z axis numbers Default is 3 scalar the threshold in digits above which the data for the Z axis will be scaled and a power of 10 scaling factor displayed Default is 4 25 29 90d Graphics Editor 26 1 Introduction to the Graphics Editor The GA
11. struct example3 e3 5 and let s redefine example1 to include an instance of an example2 structure struct examplel matrix x matrix y string str struct example2 e2 Let s assume that we have an example structure el like the one displayed in Figure 16 1 We could then index the structure as follows r el e2 3 1 e3 2 1 w You can also use indexing to reference the structure itself rather than a member of that structure struct example3 e3tmp e3tmp el e2 3 1 e3 2 1 Or you can use indexing to reference a subarray of structures e3tmp el e2 3 1 e3 1 16 6 Structures el matrix x matrix y string str struct example2 e2 e2 is a 3x1 array matrix z matrix z matrix z struct example3 e3 struct example3 e3 struct example3 e3 e3 is a 2x1 array e3 is a 1x1 array e3 is a 3x1 array matrix w matrix w string aray sa string aray sa string aray sa matrix w matrix w string aray sa matrix w matrix w string aray sa string aray sa Figure 16 1 Structure tree for el 16 7 sa1ni9nns GAUSS User Guide In this case e3tmp would be an array of 3x1 example3 structures since the 3 1 member of el e2 contains a 3x1 array of example3 structures It is important to remember however that when indexing a structure array on multiple levels only the final index may resolve to an array of structures For example e3tmp el e2 1 e3 2 1 would be invalid since
12. 26 15 10 Ip3 soiudeiy GAUSS User Guide If the object is a line or arrow then it may be moved during the sizing operation by pressing and holding the right mouse button while still depressing the left mouse button Note A rotated text object may not be sized It may only be sized in a non rotated state Moving an Object First select the object Next click and hold the left mouse button somewhere inside the object Drag the object to the new location and lift the mouse button The object is then redrawn in the new location If the object is a line or arrow then 1t may also be moved during the sizing operation 26 3 File Management The graphics editor stores the document as a list of vector based graphical objects These are binary files and cannot be edited by hand It uses a default extension of pge See the FILE MENU COMMAND for available file operations You may export your document to other formats for inclusion in web pages word processors and publishing applications 26 3 1 Exporting Files The Export menu enables you to easily export graphic files to some of the most frequently used graphic formats 26 16 Graphics Editor Writing an Encapsulated Postscript Image To write an Encapsulated Postscript file select the Encapsulated Postscript menu item from the Export menu This displays the entire file dialog Filename Enter or browse to the desired output filename The default extension is eps
13. 28 10 ATOG outtyp Selects the numerical accuracy of the output file Use of this command should be dictated by the accuracy of the input data and storage space limitations The format is outtyp fmt where fmt is Dor8 double precision For4 single precision default Ior2 integer The ranges of the different formats are bytes data type significant range digits 2 integer 4 32768 lt X lt 32767 4 single precision 6 7 8 43x10 lt X lt 3 37x10 38 8 double precision 15 16 4 19x1073 lt X lt 1 67x10 308 If the output type is integer the input numbers will be truncated to integers If your data has more than 6 or 7 significant digits specify outtyp as double Character data require outtyp d ATOG automatically selects double precision when character data is specified in the invar statement unless you have specified nocheck The precision of the storage selected does not affect the accuracy of GAUSS calculations using the data GAUSS converts all data to double precision when the file is read outvar Selects the variables to be placed in the GAUSS data set The outvar command needs only the list of variables to be included in the output data set They can be in any order In this example 28 11 DOLV GAUSS User Guide invar name age pay sex var 1 10 x 005 outvar sex age x001 x003 var 1 8 the outvar statement selects the following variables column name data type 1 sex character 2 A
14. 33 30 singleindex 33 781 singular value decomposition 33 861 33 862 33 863 33 865 singular values 33 860 33 864 singularity tolerance 0 1 sinh 33 782 sleep 33 783 soft delimited 28 5 solpd 33 784 sort data file 33 787 sort index 33 789 sort heap sort 33 788 sort multiple columns 33 790 sort quicksort 33 786 sortc 33 786 sortcc 33 786 sortd 33 787 sorthc 33 788 sorthcc 33 788 sortind 33 789 sortindc 33 789 sorting 32 39 sortmc 33 790 sortr sortrc 33 791 Source Browser 8 1 spaces 11 16 spaces extraneous 10 38 11 16 11 17 sparse matrices 32 27 spBiconjGradSol 33 792 spChol 33 794 spConjGradSol 33 795 spCreate 33 797 spDenseSubmat 33 798 spDiagRvMat 33 799 spEye 33 801 spGetNZE 33 802 spLDL 33 804 spline 33 803 spLU 33 805 spNumNZE 33 807 spOnes 33 808 SpreadsheetReadM 33 809 SpreadsheetReadSA 33 810 spreadsheets 32 32 SpreadsheetWrite 33 810 spScale 33 811 spSubmat 33 812 spToDense 33 813 spTrTDense 33 814 spTScalar 33 815 spZeros 33 816 sqpSolve 33 817 sqpSolvemt 16 23 sqpSolveMT 33 821 sqpSolvemtControl structure 16 25 sqpSolveMTControlCreate 33 829 sqpSolveMTlagrangeCreate 33 829 sqpSolveMToutCreate 33 830 sqpSolveSet 33 830 sqrt 33 831 square root 33 831 src_path 19 1 standard deviation 33 38 33 40 33 213 33 214 33 832 33 833 standard deviation of residual 33 564
15. 33 68 cdfbvn 33 70 cdfbvn2 33 72 cdfbvn2e 33 74 cdfchic 33 75 cdfchii 33 77 cdfchinc 33 78 cdffc 33 79 cdffnc 33 81 cdfgam 33 82 cdfm src 33 85 33 86 33 88 33 89 33 91 33 93 cdfmvn 33 84 cdfmvn2e 33 87 cdfmvnce 33 84 cdfmvne 33 85 cdfmvt2e 33 92 cdfmvtce 33 88 cdfmvte 33 90 cdfn 33 94 cdfn2 33 96 cdfnc 33 94 cdfni 33 97 cdftc 33 98 cdftci 33 99 Index 3 xapul Index cdftnc 33 100 cdftvn 33 101 cdir 33 103 ceil 33 104 ChangeDir 33 105 characteristic polynomial 33 597 chdir 33 105 chi square 33 75 chi square noncentral 33 78 chiBarSquare 33 106 chol 33 107 choldn 33 109 Cholesky decomposition 0 1 11 5 33 108 33 784 cholsol 33 110 cholup 33 111 chrs 33 112 circles 25 22 clear 33 113 clearg 33 113 close 33 114 closeall 33 116 cls 33 117 code dataloop 33 120 code 33 118 coefficient of determination 33 564 33 570 coefficients 33 564 33 570 coefficients standardized 33 564 33 570 colon 10 39 color 25 19 25 25 Colors 0 1 colors 0 1 cols 33 121 colsf 33 122 columns in a matrix 33 121 combinate 33 123 combinated 33 124 comlog 33 125 comma 11 16 command 10 2 Command Input Output Window 5 4 command line 3 1 command line editing 3 2 command line history 3 2 comments 10 38 comparison functions 33 279 33 281 comparison operator 10 40 compilatio
16. 33 860 svd1 33 861 svd2 33 862 svdcusv 33 863 svds 33 864 svdusv 33 865 sweep inverse 33 450 symbol names 10 39 Index 20 Index symbol table 33 777 symbol table type 33 903 symbols allocate maximum number 33 556 syntax 10 37 sysstate 33 866 system 33 881 T t distribution Student s 33 98 tab 33 881 table 11 6 tan 33 882 tanh 33 883 tempname 33 884 tensor 11 6 text files 32 32 TGAUSS 3 1 thickness line 25 16 25 20 25 25 ThreadBegin 33 885 ThreadEnd 33 885 ThreadJoin 33 886 threads 18 1 32 41 ThreadStat 33 887 tick marks 25 28 tilde 11 9 time and date functions 32 52 time 27 2 33 887 time elapsed 33 254 timed iterations 27 6 timedt 33 888 timestr 33 888 timeutc 33 889 timing functions 33 411 title 33 890 tkf2eps 33 890 tk 2ps 33 891 tocart 33 892 todaydt 33 892 Toeplitz matrix 33 893 toeplitz 33 893 token 33 894 toolbar graphics editor 26 2 toolbars 4 10 topolar 33 895 trace program execution 33 895 trace 33 895 translation phase 23 3 transpose 11 8 transpose bookkeeping 11 8 trap flag 33 897 33 899 trap state 33 759 trap 33 897 trapchk 33 899 triangular matrix lower 33 523 triangular matrix upper 33 912 trigamma 33 901 trimr 33 901 trivariate Normal 33 101 troubleshooting libraries 19 12 TRUE 10 32 11 10 trunc 33 902 truncating 33 902 type 33 903 typecv
17. 4 7 rows unsigned 4 byte integer 8 11 columns unsigned 4 byte integer 12 15 size of file minus 16 byte header unsigned 4 byte integer The size of the body of an extended matrix file is 8 rows cols not rounded up to a paragraph boundary Aside from this the body is the same as the small matrix v89 file 21 5 3 Small String v89 Obsolete String files are created with save String files with up to 65519 characters have a 16 byte header formatted as follows 21 16 File I O Offset Description 0 1 DFDF hex identification flag 2 3 1 unsigned 2 byte integer 4 5 length of string plus null byte unsigned 2 byte integer 6 7 size of file minus 16 byte header unsigned 2 byte integer 8 9 001D hex type of file 10 15 reserved all 0 s The body of the file starts at offset 16 It consists of the string terminated with a null byte The size of the file is the 16 byte header plus the length of the string and null byte rounded up to the next 16 byte paragraph boundary 21 5 4 Extended String v89 Obsolete Strings with more than 65519 characters are saved in an extended format These files have a 16 byte header formatted as follows Offset Description 0 1 EEDF hex identification flag 2 3 001D hex type of file 4 7 1 unsigned 4 byte integer 8 11 length of string plus null byte unsigned 4 byte integer 12 15 size of file minus 16 byte header unsigned 4 byte integer The body of the file starts at offset 1
18. 91 19 o 36 2 64 u 92 20 37 4 65 4 93 21 Y 38 v 66 1 94 A OD ce 39e Y 67 H B i 23 4 40 c 68 A 96 24 f 41 gt 69 97 a 25 42 x 70 98 26 3 4 zw Tr 99 y 44 f yy X 100 6 5 F 73 3 101 e 46 74 1 102 p 47 x 75 3 103 y 48 V 76 104 x 49 v 77 8 105 4 50 78 1 106 51 lt 79 4 107 x 52 gt 80 m 108 A Ed of 81 109 y 54 3 82 P 110 y 55 l 83 Y 1 o 56 e 84 2 m 57 85 T 3 8 58 gt 86 e 4 p 59 e 87 Q 5 o 60 lt 88 6 T A 3 s uoy GAUSS User Guide A 3 Microb 39 A2 05 O Rod ON OU Oo U01010 010 0101 010101 01 o d OOO 0 Ci CF OQ C 4 OCI S 0m 20 7 61 62 65 64 65 66 67 68 69 70 71 72 73 74 75 76 CF 78 79 80 81 82 83 84 85 86 87 88 A C Icxomomnmmoou ug v xe co CHAHwH DA UVOZST 89 90 91 92 93 94 YD 96 97 98 99 100 101 102 103 104 105 106 107 108 109 no RK WN Jzn 100000 1 E PAIN ORS x gt c 07520002 3 NA N NN NH NH FW NO oO OO A gt E ES ee eS A 4 Fonts A 4 Complex C4 C4 C4 C4 C4 CN GN 00 Oo OA CI O ON DORWN OC anna O Q 4 ONARWN O 56 57 58 59 60 Qo N S AEP wd See oOmArNAUMUA WNP Os 61 62 63 64 65 66 67 68 69 70 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 M umnuocoou 3g TN Y O U N U O EA 89 90 91 92 95 94 95 96 97 98 99 100 101 102 103 1
19. Convert lines Check this item if you want to convert all colors in the image to black to Black Scale Factor Enter a scale factor if necessary By default the graphics editor uses a very high internal resolution for the best possible quality However some applications are unable to correctly scale the data when importing This may be worked around by scaling the data during the export stage Minimum line Enter the minimum line width value if you want to darken the lines in width the exported file Note About Fonts Although the fonts you select for your text box may appear fine in the graphics editor it is possible the target application importing it may not interpret them correctly Every application has its own EPS interpreter and the availability of your font depends on it If you are having problems of this type try using the Enhanced Metafile format conversion This format has no such font limitations Writing a JPEG Image A JPEG image file is a widely used bitmap format for inclusion in web pages due to its compression characteristics To write a JPEG file select the JPEG Image File menu item from the Export menu Note Because JPEG is a bitmap format the image written to the file is exactly as seen on the display Thus you may be requried to zoom out on some lower resolution displays to obtain an image of the entire document 26 17 JOUPS soiudeiy GAUSS User Guide Writing a TIFF Image A TIFF Tag Image Fil
20. GAUSS User Guide Comma Commas are used to delimit lists clear x y Z to separate row indices from column indices within brackets y x 3 5 and to separate arguments of functions within parentheses y momentd x d Period Dots are used in brackets to signify all rows or all columns y x 5 Space Spaces are used inside of index brackets to separate indices y x 1 3 5 3 5 9 No extraneous spaces are allowed immediately before or after the comma or immediately after the left bracket or before the right bracket Spaces are also used in print and lprint statements to separate the separate expressions to be printed 11 16 Operators print x 2 2 sqrt x No extraneous spaces are allowed within expressions in print or 1print statements unless the expression is enclosed in parentheses print x 2 2 sqrt x Colon A colon is used within brackets to create a continuous range of indices y x 1 5 Ampersand The 8 ampersand operator will return a pointer to a procedure proc function fn or structure struct It is used when passing procedures or functions to other functions when indexing procedures and when initializing structure pointers For more information see INDEXING PROCEDURES Section 12 5 or STRUCTURE PornTERs Section 16 2 String Concatenation x dog y cat Z xX y print z dogcat If the first argument is of ty
21. Graphics Editor Status Bar Indicator Description The remaining status bar panes indicate the following 26 3 JOUPS soiudeiy GAUSS User Guide The x y mouse position on the page in units specified in the View Properties menu CAPS indicates the CAPS LOCK key is latched down NUM indicates the NUM LOCK key is latched down SCRL indicates the SCROLL LOCK key is latched down 26 2 3 File menu commands The File menu offers the following commands New Open Import Save Save As Print Print Preview Opens a new untitled document CTRL N Opens an existing document in a new window CTRL 0 Imports a file of another format Currently only the GAUSS graphics format tkf is supported Saves the active document to its current name and directory When you save a document for the first time the graphics editor displays the Save As dialog box so you can name your document CTRL S If you want to change the name and directory of an existing document before saving it choose the Save As command Saves and names the active document The graphics editor displays the Save As dialog box so you can name your document Prints a document This command presents a Print dialog box where you may specify the ranges of pages to be printed the number of copies the destination printer and other printer setup options CTRL P Displays the active document as it would appear when printed When you choose this comm
22. Index 19 xapul Index 33 570 standard errors 33 564 33 570 statement 10 2 10 37 statement executable 10 3 statement nonexecutable 10 3 statistical distributions 32 18 statistical functions 32 14 statistics descriptive 33 211 33 213 status bar 4 15 status bar graphics editor 26 3 stdc 33 832 stdsc 33 833 Stirling s formula 33 501 stocv 33 834 stof 33 834 stop 33 835 strcombine 33 835 strindx 33 836 string array concatenation 11 18 string arrays 10 24 10 25 string concatenation 11 17 string files 21 16 string handling 32 49 string index 33 836 33 839 string length 33 837 string long 10 38 string substring 33 840 strings graphics 25 26 strlen 33 837 strput 33 838 strrindx 33 839 strsect 33 840 strsplit 33 841 strsplitPad 33 842 strtodt 33 843 strtof 33 845 strtofcplx 33 845 strtriml 33 846 strtrimr 33 846 strtrunc 33 847 strtruncl 33 847 strtruncpad 33 848 strtruncr 33 848 structure definition 16 1 structure indexing 16 5 structure instance 16 2 structure pointers 16 10 structure DS 16 15 17 7 structure PV 16 16 17 1 structures 16 1 32 30 structures arrays of 16 4 structures control 16 22 submat 33 849 submatrix 33 849 subroutine 10 36 33 376 subroutines 32 44 subsample 33 271 subscat 33 850 substitution 11 19 substring 33 840 substute 33 851 subvec 33 853 sum 33 854 sumc 33 854 sumr 33 856 surface 33 858 svd
23. PAY numeric sex character region character Un RU P2 28 2 ATOG The output file will have four columns since the first column of the input file race is not included in the output variables The columns of the output file are column name data type 1 region character 2 AGE numeric 3 sex character 4 PAY numeric The variable names are saved in the file header Unless preservecase has been specified the names of character variables will be saved in lowercase and the names of numeric variables will be saved in uppercase The in the invar statement specifies that the variables that follow are character type The specifies numeric If and are not used in an invar statement the default is numeric Comments in command files must be enclosed between characters 28 2 Commands A detailed explanation of each command follows append Instructs ATOG to append the converted data to an existing data set append No assumptions are made regarding the format of the existing file Make certain that the number order and type of data converted match the existing file ATOG creates v96 format data files so will only append to v96 format data files 28 3 DOLV GAUSS User Guide complex Instructs ATOG to convert the ASCH file into a complex GAUSS data set complex Complex GAUSS data sets are stored by rows with the real and imaginary parts interleaved element by element ATOG assumes t
24. The seed argument to rndns and rndus must be a simple local or global variable reference It cannot be an expression or constant These functions are obsolete please use rndlcn and rndlcu Found break not in do loop Found continue not in do loop Library not found The specified library cannot be found on the 1ib_path path Make sure installation was correct Compiler pass out of memory Notify Aptech Systems File listed in library not found A file listed in a library could not be opened Procedure has no definition The procedure was not initialized Define it Error opening temporary file One of the temporary files could not be opened The directory may be full Error writing temporary file One of the temporary files could not be written to The disk may be full Can t raise negative number to nonintegral power File handle must be a scalar Syntax error in library 29 17 soDesso y 10413 GAUSS User Guide G0302 G0317 G0336 G0339 G0341 G0347 G0351 G0352 G0355 G0360 G0364 G0365 File has been truncated or corrupted getname File header cannot be read load Cannot read input file or file header cannot be read open File size does not match header specifications or file header cannot be read Can t open temp file Disk full Can t debug compiled program File too big Can t allocate that many globals Warning Not reinitializing declare The symbol is al
25. Then x ADAY where is the LxL covariance matrix of the latent variables and Y is the KxK covariance matrix of the errors The log likelihood of the i observation is logP i 5 KIn 2z t n z 4Y XY iy Not all elements of A O and Y can be estimated At least one element of each column of A must be fixed to 1 and Y is usually a diagonal matrix Constraints To ensure a well defined log likelihood constraints on the parameters are required to guarantee positive definite covariance matrices To do this a procedure is written that returns the eigenvalues of X and minus a small number sqpSolvemt then finds parameters such that these eigenvalues are greater than or equal to that small number 16 29 sa1ni9nas GAUSS User Guide 16 4 4 The Command File This command file can be found in the file sqpfact e in the examples subdirectory include sqpsolvemt sdf lambda 1 0 0 0 0 5 0 0 0 0 1 0 0 0 0 5 lmask 0 6 1 0 0 0 013 phi 1 0 0 3 0 3 1 0 Y psi 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 tmask 1000 0100 0010 000 1 struct PV parQ par pvCreate par8 pvPackm parQ lambda lambda 1mask par8 pvPacks par0 phi phi par8 pvPacksm par0 psi psi tmask struct SQPsolveMTControl c6 16 30 Structures c8 sqpSolveMTcontrolCreate lind pvGetIndex par0 lambda get indices of lambda paramete
26. Thus for them there are special procedures For example 16 18 Structures 1 6 4 6 1 2 4 2 1 Hh pvPacks p0 vc vc vc pod There is also a procedure for masking in case only a subset of the nonredundant elements are to be included in the parameter vector 1 6 4 6 1 2 4 2 1 mas a 110 110 60 1 p0 pvPacksm p0 vc vc mask Fast Unpacking When unpacking matrices using a matrix name pvUnpack has to make a search through a list of names which is relatively time consuming This can be alleviated by using an index rather than a name in unpacking To do this though requires using a special pack procedure that establishes the index p0 pvPacki p0 b0 b0 1 p0 pvPacki p0 garch garch 2 p0 pvPacki p0 arch arch 3 p0 pvPacki p0 omega omega 4 Now they may be unpacked using the index number b8 pvUnpack p0 1 garch pvUnpack p0 2 arch pvUnpack p0 3 omega pvUnpack p0 4 When packed with an index number they may be unpacked either by index or by name but unpacking by index is faster 16 19 sa1ni9nns GAUSS User Guide 16 3 3 Miscellaneous PV Procedures pvList This procedure generates a list of the matrices or arrays packed into the structure pO pvPack p0 b0 b0 p0 pvPack p0 garch garch p0 pvPack p0 arch arch p0 pvPack p0 omega omega print pvList p0 bO garch arch omega pvLength This procedure ret
27. _pxpmax 25 29 Index 16 Index _pxsci 25 29 _pypmax 25 29 _pysci 25 29 _pzclr 25 29 _pzoom 25 29 _pzpmax 25 29 _pzsci 25 29 Q QNewton 33 645 QNewtonmt 33 648 QNewtonmtControlCreate 33 652 QNewtonmtOutCreate 33 653 QNewtonSet 33 653 QProg 33 654 QProgmt 33 655 QProgmtInCreate 33 658 qar 33 658 qqre 33 660 qqrep 33 663 QR decomposition 33 572 33 574 qr 33 665 qre 33 666 qrep 33 669 arsol 33 671 qrtsol 33 672 qtyr 33 672 qtyre 33 675 qtyrep 33 678 quadrature 33 439 quantile 33 680 quantiled 33 681 qyr 33 683 qyre 33 684 qyrep 33 686 R radii 25 22 random numbers 32 11 rank of a matrix 33 688 rank 33 688 rankindx 33 689 readr 33 690 real 33 691 recode dataloop 33 694 recode 33 692 recserar 33 605 recsercp 33 697 recserrc 33 608 recursion 12 5 reduced row echelon form 33 747 regression 33 562 33 566 relational operator dot 11 11 11 21 relational operators 11 9 relative error 33 94 33 99 rerun 33 699 reserved words 0 1 reshape 33 700 residuals 33 563 33 568 33 573 retp 12 2 12 5 33 701 return 33 702 rev 33 702 rfft 33 703 rffti 33 704 rfftip 33 705 rfftn 33 706 rfftnp 33 707 rfftp 33 709 right hand side 19 2 rndbeta 33 710 rndcon 33 711 rndgam 33 713 Index 17 xapul Index rndi 33 714 rndKMbeta 33 715 rndKMgam 33 716 rndKMi 33 718 rndKMn 33 7
28. a 1 print a Plane 1 1 0000 2 0000 3 0000 4 0000 15 10 Working with Arrays Plane 2 5 0000 6 0000 7 0000 8 0000 Plane 3 9 0000 10 000 11 000 12 000 print b Plane 1 1 0000 2 0000 Plane 2 5 0000 6 0000 Plane 3 9 0000 10 000 It is important to note that the result is always an array even if it s a scalar value c al1 1 1 print c Plane 1 1 0000 15 11 s eJIy uw BUM IOM GAUSS User Guide If you require a matrix result and if the result has one or two dimensions use arraytomat to convert to a matrix or use getMatrix or getMatrix4D Or if the result is a scalar use getScalar3D or getScalar4D 15 2 2 getArray getArray is an additional method for extracting arrays a areshape seqa 1 1 12 3 2 2 b getarray a 2 1 print a Plane 1 1 0000 2 0000 3 0000 4 0000 Plane 2 5 0000 6 0000 7 0000 8 0000 Plane 3 9 0000 10 000 11 000 12 000 print b 5 0000 6 0000 getArray can only extract a contiguous part of an array To get non contiguous parts you must use the index operator 15 12 Working with Arrays 15 2 3 getMatrix If the result is one or two dimensions getMatrix returns a portion of an array converted to a matrix getMatrix is about 20 percent faster than the index operator a areshape seqa 1 1 12 3 2 2 b getMatrix a 2 print b 5 0000 6 0000 7 0000 8 000
29. characteristic 33 597 polynomial evaluation 33 598 polynomial roots 33 605 polyroot 33 605 pop 33 605 pagwin 33 606 precedence 10 30 precision control 32 21 predicted values 33 573 preferences 5 10 preservecase 28 12 previousindex 33 607 princomp 33 608 print 33 609 printdos 33 615 printfm 33 616 printfmt 33 619 probability density function Normal 33 593 proc 12 2 33 620 procedure 12 1 33 514 33 620 procedure definitions 10 3 12 2 procedures 32 45 procedures indexing 12 10 procedures multiple returns 12 11 procedures passing to other procedures 12 9 prodc 33 621 products 33 622 Profiler 24 1 program 10 4 program control 32 42 program space 33 778 program run 33 748 properties editor 5 2 _protate 25 27 _pscreen 25 27 pseudo inverse 33 595 33 596 psi 33 622 _psilent 25 27 _pstype 25 27 _psurf 25 27 _psym 25 28 _psym3d 25 28 _psymsiz 25 28 _ptek 25 28 _pticout 25 28 _ptitlht 25 28 Publication Quality Graphics 25 1 32 56 putArray 15 15 putarray 33 623 putf 33 624 putvals 33 625 PV structure 16 16 17 1 pvCreate 33 627 _pversno 25 29 pvGetIndex 33 627 pvGetParNames 33 628 pvGetParVector 33 629 pvLength 33 630 pvList 33 630 pvPack 33 631 pvPacki 33 632 pvPackm 33 633 pvPackmi 33 634 pvPacks 33 636 pvPacksi 33 637 pvPacksm 33 638 pvPacksmi 33 640 pvPutParVector 33 642 pvTest 33 644 pvUnpack 33 644
30. endp fn lgsqrt x In sqrt x function to return log of square root 12 9 so1npoooJd GAUSS User Guide proc myproc amp fl amp f2 x y local f1 proc f2 fn zZ z f1 x y retp 2 z endp The procedure myproc takes four arguments The first is a procedure 1 that has two arguments The second is a function 2 that has one argument It also has two other arguments that must be matrices or scalars In the local statement 1 is declared to be a procedure and 2 is declared to be a function They can be used inside the procedure in the usual way 1 will be interpreted as a procedure inside myproc and 2 will be interpreted as a function The call to myproc is made as follows x l myproc max amp lgsqrt 5 7 log of square root of 7 x l myproc min amp lgsqrt 5 7 log of square root of 5 The ampersand amp in front of the function or procedure name in the call to myproc causes a pointer to the function or procedure to be passed No argument list should follow the name when it is preceded by the ampersand Inside myproc the symbol that is declared as a procedure in the local statement is assumed to contain a pointer to a procedure It can be called exactly like a procedure is called It cannot be save d but it can be passed on to another procedure If it is to be passed on to another procedure use the ampersand in the same way 12 5 Indexing Procedures This e
31. h double r double c return hypo x y h Cint r int c The following Makefiles contain the compile and link commands you would use to build the dynamic library on various platforms For explanations of the various flags used see the documentation for your compiler and linker Windows Solaris hyp dll hyp obj link dll out hyp dll hyp obj hyp obj hyp c cl c MD GX hyp c CCOPTS indicates any optional compilation flags you might add 22 5 MA GAUSS User Guide CCOPTIONS g xsb xarch v9 KPIC CC cc libhyp so hyp c CC G CCCOPTIONS o hyp c lm Linux CCOPTS indicates any optional compilation flags you might add CCOPTIONS CC g 02 lm lc shared gcc libhyp so hyp cpp CCC CCCOPTIONS o 4 hyp c For details on linking your dynamic library see dlibrary in the GAUSS LANGUAGE REFERENCE 22 6 Data Transformations 2 3 GAUSS allows expressions that directly reference variables columns of a data set This is done within the context of a data loop dataloop infile outfile drop wagefac wqlec shordelt foobly csed 1n sqrt csed select csed gt 0 35 and married 1 y make chfac hcfac wcfac keep csed chfac stid recsum voom endata GAUSS translates the data loop into a procedure that performs the required operations and then calls the procedure automatically at the location in your program of the data loop It does this by
32. lambda phi lambda psi logl lnpdfmvn datal dataMatrix sigma retp logl endp proc ineq struct PV parl struct DS datal 16 32 Structures local lambda phi psi sigma e lambda pvUnpack par1 lambda phi pvUnpack parl phi psi pvUnpack parl psi sigma lambda phi lambda psi e eigh sigma 001 eigenvalues of sigma e e eigh phi 001 eigenvalues of phi retp e endp 16 33 sa1ni9nns Run Time Library Structures Two structures are used by several GAUSS Run Time Library functions for handling parameter vectors and data the PV parameter structure and the DS data structure 17 1 The PV Parameter Structure The members of an instance of structure of type PV are all private that is not accessible directly to the user It is designed to handle parameter vectors for threadsafe optimization functions Entering and receiving parameter vectors and accessing properties of this vector are accomplished using special functions Suppose you are optimizing a function containing a KxL matrix of coefficients The optimization function requires a parameter vector but your function uses a KxL matrix Your needs and the needs of the optimization function can be both satisfied by an instance of the structure of type PV For example struct PV pl p1 pvCreate 17 1 sa 1ni9nns Tid GAUSS User Guide x zeros 4 3 on input contains start v
33. omega rows garch rows arch p q u d0 dataMatrix b0 vc moment u 0 rows u w omega zeros q q shiftr u ones 1 q sega q 1 1 q arch h recserar w vc ones p 1 garch logl 0 5 u w h 1n 2 pi Indh retp 1ogl 16 17 so1njong1s GAUSS User Guide endp Masked Matrices The pvUnpack function unpacks parameters into matrices or arrays for use in computations The first argument is a PV structure containing the parameter vector Sometimes the matrix or vector is partly parameters to be estimated that is a parameter to be entered in the parameter vector and partly fixed parameters To distinguish between estimated and fixed parameters an additional argument is used in the packing function called a mask which is strictly conformable to the input matrix Its elements are set to 1 for an estimated parameter and O for a fixed parameter For example p0 pvPackm p0 1 eye 3 theta eye 3 Here just the diagonal of a 3x3 matrix is added to the parameter vector When this matrix is unpacked the entire matrix is returned with current values of the parameters on the diagonal print pvUnpack p0 theta 0 1000 0 0000 0 0000 0 0000 0 1000 0 0000 0 0000 0 0000 0 1000 Symmetric Matrices Symmetric matrices are a special case because even if the entire matrix is to be estimated only the nonredundant portion is to be put into the parameter vector
34. operates Action on Enter Performance Cmd Prompt Output DOS Compatibility Specifies whether pressing ENTER executes the current whole line always or only when the cursor is at the end of a line Also specifies whether placing a semi colon at the end of a line causes GAUSS to enter multi line mode Specifies whether or not output is buffered and sets the buffer size in kilobytes Specifies whether new GAUSS prompts are inserted at the current cursor location appended to the text in the Command window or relocated on the line following the cursor Specifies whether output from a GAUSS program is inserted at the current cursor location appended to the text in the Command window or written over the text following the cursor The DOS Compatibility tab lets you control the appearance of the DOS Compatibility window Change Font Tab size Specifies what font the DOS Compatibility window will use Specifies the tab size in a DOS Compatibility window 5 12 Using the Windows Interface Stay on top of GAUSS File Specifies whether the DOS Compatibility window will stay on top of GAUSS The File tab contains options that let you control how GAUSS auto saves your work Save file on Execute Autosave Edit Window Properties Misc Specifies whether open files will automatically be saved when a file is run If the file you are running is loaded it will be saved prior to execution regardless o
35. the autoload autodelete state will determine how it is handled 19 1 2 The Autoloader Search Path If the autoloader is OFF no forward references are allowed Every procedure matrix and string referenced by your program must be defined before it is referenced An external statement can be used above the first reference to a symbol but the definition of the symbol must be in the main file or in one of the files that are include d No global symbols are deleted automatically If the autoloader is ON GAUSS searches for unresolved symbol references during compilation using a specific search path as outlined below If the autoloader is OFF an Undefined symbol error message will result for right hand side references to unknown symbols When autoload is ON the autodelete state controls the handling of references to unknown symbols The following search path will be followed to locate any symbols not previously defined Autodelete ON 1 user library 2 user specified libraries 3 gauss library 4 current directory then src path for files with a g extension Forward references are allowed and g files need not be in a library If there are symbols that cannot be found in any of the places listed above an Undefined symbol error message will be 19 3 S9118 1Q17 GAUSS User Guide generated and all uninitialized variables and all procedures with global references will be deleted from the global symbol table This autode
36. you get the picture So you can do things like this q chol b ThreadBegin x q m ThreadBegin y xxi z q m ThreadEnd ThreadBegin a b x c a cm ThreadEnd ThreadJoin q mc ThreadEnd 18 4 Multi Threaded Programming in GAUSS ThreadBegin ThreadStat r ThreadStat s ThreadJoin tol r ss ThreadEnd ThreadJoin X r s q z t m m m inv b More importantly you can do things like this proc bef x local y t ThreadStat y ThreadStat t ThreadJoin t tty retp t endp proc abr m nof x dof x x local x y z a b a m m ThreadStat x ThreadStat y ThreadStat z ThreadJoin b chut x y z retp inv b endp s rndn 500 500 inv m bef m dne a 32 18 5 speolyL GAUSS User Guide ThreadStat t abr s ThreadStat q abr s 2 ThreadStat r che s ThreadJoin w del t q r print w 1 10 1 10 This means you can multi thread anything you want and call it from anywhere You can multi thread all the proc s and keyword s in your libraries and call them freely anywhere in your multi threaded programs 18 4 Coding Restrictions A few points on coding restrictions First you can t interlace thread definition statements and regular statements You can t do this ThreadStat a b b n q ThreadStat c d d ThreadJoin Or this if k 1 ThreadStat a b b elseif k 2 ThreadStat a c c endif if
37. 0 0062 0 0013 0 0002 In the second approach which applies generally to GAUSS matrix functions the function operates on the matrix defined by the last two trailing dimensions of the array Thus given a 5x10x3 array moment returns a 5x3x3 array of five moment matrices computed from the five 10x3 matrices in the input array Only the last two trailing dimensions matter i e given a 2X3x4x5x10x6 array moment returns a 2x3x4x5x6x6 array of moment matrices For example in the following the result is a 2x3 array of 3x1 vectors of singular values of a 2x3 array of 6x3 matrices a areshape seqa 1 1 108 2 3 6 3 b svds a print b 15 29 s eJIy uw BUM IOM GAUSS User Guide Plane 1 1 45 894532 1 6407053 1 2063156e 015 Plane 1 2 118 72909 0 63421188 5 8652600e 015 Plane 1 3 194 29063 0 38756064 1 7162751e 014 Plane 2 1 270 30524 0 27857175 1 9012118e 014 Plane 2 2 346 47504 0 21732995 1 4501098e 014 Plane 2 3 422 71618 0 17813229 1 6612287e 014 It might be tempting to conclude from this example that in general a GAUSS function s behavior 15 30 Working with Arrays on the last two trailing dimensions of an array is strictly analogous to the GAUSS function s behavior on a matrix This may be true with some of the functions but not all For example the GAUSS meanc function returns a column result for matrix input However the behavior for
38. 0 100 if _ pboxct1 3 3 25 18 Publication Quality Graphics _pboxlim _pcolor _pcrop _pcross 5xM output matrix containing computed percentile results from procedure box M corresponds to each column of input y data 1 M minimum whisker limit according to pboxct1 3 2 M 25th percentile bottom of box 3 M 50th percentile median 4 M 75th percentile top of box 5 M maximum whisker limit according to pboxct1 3 scalar or Kx1 vector colors for main curves in xy xyz and log graphs To use a single color set for all curves set this to a scalar color value If 0 use default colors Default is 0 The default colors come from a global vector called _pcsel This vector can be changed by editing pgraph dec to change the default colors see Coors Section 25 5 _pcsel is not documented elsewhere scalar or 1x5 vector allows plot cropping for different graphic elements to be individually controlled Valid values are O disabled or 1 enabled If cropping is enabled any graphical data sent outside the axes area will not be drawn If this is a scalar it is expanded to a 1x5 vector using the given value for all elements All cropping is enabled by default 1 crop main curves symbols 2 crop lines generated using _pline 3 crop arrows generated using _parrow 4 crop circles arcs generated using _pline 5 crop symbols generated using _psym This example will crop main curves a
39. 15 2 33 31 arguments 10 40 12 3 12 7 array indexing 14 3 arrayalloc 15 7 33 32 arrayindex 33 33 arrayinit 15 6 33 34 arrays 14 1 15 1 32 28 arrays of structures 16 4 arraytomat 15 28 33 35 arrows 25 14 25 16 ASCII files 28 1 ASCII files packed 28 8 ASCII files reading 21 3 ASCII files writing 21 4 asciiload 33 36 asclabel 33 37 assigning to arrays 15 8 assignment operator 10 2 10 39 11 15 astd 33 38 astds 33 40 asum 33 42 atan 33 44 atan2 33 45 atog 21 3 Index 2 Index ATOG 28 1 atranspose 15 21 33 46 autoloader 10 4 10 5 19 1 33 490 auxiliary output 21 4 33 584 auxiliary output width 33 587 axes 25 17 25 19 axes numbering 25 26 axes reversed 33 951 33 954 axmargin 33 48 B backslash 10 22 balance 33 50 band 33 51 bandchol 33 52 bandcholsol 33 53 bandltsol 33 55 bandrv 33 56 bandsolpd 33 58 bar shading 25 17 bar width 25 18 bar 33 58 base18 33 60 batch mode 3 1 begwind 33 61 besselj 33 61 bessely 33 62 beta function 33 68 beta 33 63 binary file loading 33 362 binary files 21 15 bivariate Normal 33 70 blank lines 10 38 bookmarks 5 2 Boolean operators 11 13 box 25 18 box 33 64 boxcox 33 65 branching 32 43 break 33 66 Breakpoints 5 8 browse 3 5 C call 33 67 calling a procedure 12 6 caret 11 6 11 19 Cartesian coordinates 33 952 case 10 38 33 522 33 913 cdfbeta
40. 182 00 197 00 212 00 211 00 230 00 249 00 268 00 255 00 278 00 301 00 324 00 15 24 Working with Arrays Suppose we have a matrix of data sets a 2x2 matrix of 100x5 data sets that we ve stored in a 2x2x100x5 array called x The moment matrices of these data sets can easily and quickly be computed using atranspose and amult vc amult atranspose x 1 2 4 3 2 15 4 3 amean amin amax These functions compute the means minimums and maximums respectively across a dimension of an array The size of the selected dimension of the resulting array is shrunk to one and contains the means minimums or maximums depending on the function called For example a areshape seqa 1 1 12 2 3 2 print a Plane 1 1 0000 2 0000 3 0000 4 0000 5 0000 6 0000 Plane 2 7 0000 8 0000 9 0000 10 000 11 000 12 000 compute means along third dimension print amean a 3 Plane 1 15 25 s eJIy uw BUM IOM GAUSS User Guide 4 0000 5 0000 6 0000 7 0000 8 0000 9 0000 print means along the second dimension i e down the columns TP print amean a 2 Plane 1 3 0000 4 0000 Plane 2 9 0000 10 000 print the minimums down the columns a print amin a 2 Plane 1 1 0000 2 0000 Plane 2 7 0000 8 0000 print the maximums along the third dimension 15 26 Working with Arrays print amax a 3 Plane 1 7 0000 8 0000
41. 2 Conditional Branching e 10 8 8 Unconditional Branching c n FUNCIONS s cies we oe Bb bs Ae le ee Bk Bk TUEMT TOMO Rules of Syntax s s e Aa en hee eae hae GA E o 9e ROUES ee e TOXIOA Statements ic o mde n Eoxek ee we RADAR ERR SSS 10 10 2 Case ees 1010 3 COMMONS x s 6 2 22000524 doa 6 moto x gon a He aos 10 10 4 Extraneous Spaces llle 10 10 5 Symbol Names 2 222 266 4b eo Rd Rew eee BS 10 10 6 Labels es 10 10 7 Assignment Statements eee ee ee 10 10 8 Function Arguments uos lt 4 oy av sede a soba Aa e d 10 10 9 Indexing Matrices 2 10 10 10 Arrays of Matrices and Strings o 10 10 11 Arrays of Procedures 22 39 R39 Rx da BRS 3 11 Operators 11 1 Vile 13 11 4 Element by Element Operators e Matix Operators os eee aed aa e A ee 11 2 1 Numeri Operators so sues mo memo ae HE Re RE RED E 1122 Other Matrix Operators o o Relational OpSratolS s x esc ewe ae Sur wo ee ee IA RA Logical Operators s aosa regea se ias Pee ad bbb daha eee ee 1x GAUSS User Guide 11 5 Other Operators i coz em ua or Rm a AE aE xem Re 11 15 11 6 Using Dot Operators with Constants 0 llle 11 20 lize Operator Procedente 2 A as dl ee RR a Beds 11 22 12 Procedures and Keywords 12 1 Defining a
42. 239 eof 33 240 eq 11 10 eq 11 12 eqSolve 33 241 eqSolvemt 33 245 eqSolvemtControlCreate 33 249 eqSolvemtOutCreate 33 249 eqSolveSet 33 250 eqv 11 14 11 15 eqv 11 15 erf 33 250 erfc 33 250 erfccplx 33 251 erfcplx 33 251 error bar 25 20 error code 33 252 33 758 error function 33 250 error handling 32 49 error messages 29 1 33 253 33 254 33 492 Error Output Window 5 7 error trapping 33 897 error 33 252 errorlog 33 253 errorlogat 33 254 escape character 10 22 etdays 33 254 ethsec 33 255 etstr 27 5 33 256 EuropeanBinonCall 33 257 EuropeanBinomCall_Greeks 33 258 EuropeanBinomCall ImpVol 33 259 EuropeanBinomPut 33 261 EuropeanBinomPut_Greeks 33 262 EuropeanBinomPut_ImpVol 33 263 EuropeanBSCall 33 264 EuropeanBSCall_Greeks 33 265 EuropeanBSCall_ImpVol 33 267 EuropeanBSPut 33 268 EuropeanBSPut_Greeks 33 269 EuropeanBSPut_ImpVol 33 270 exctsmpl 33 271 exec 33 272 Index 7 xapul Index execbg 33 273 executable code 10 4 executable statement 10 3 execution phase 23 4 execution time 10 1 exp 33 274 exponential function 33 274 exponentiation 11 6 export files graphics editor 26 16 expression 10 1 expression evaluation order 10 30 expression scalar 10 32 extern dataloop 33 275 external 33 276 extraneous spaces 10 38 eye 33 277 F F distribution 33 79 33 81 factorial 11 6 FALSE 10 3
43. 33 198 dos 33 201 doswin 33 203 DOSWinCloseall 33 203 DOSWinOpen 33 204 dot relational operator 11 11 11 21 dotmt feq 33 206 dotmtfeqmt 33 207 dotfge 33 206 dotfgemt 33 207 dotfgt 33 206 dotfgtmt 33 207 dotfle 33 206 dotflemt 33 207 dotflt 33 206 dotfltmt 33 207 dotfne 33 206 dotfnemt 33 207 draw 33 209 drop dataloop 33 210 DS structure 16 15 17 7 dsCreate 33 211 dstat 33 211 dstatmt 33 213 dstatmtControlCreate 33 215 dtdate 33 216 dtday 33 217 dttime 33 217 dttodtv 33 218 dttostr 33 219 dttoutc 33 221 dtv vector 27 3 dtvnormal 27 3 33 222 dtvtodt 33 223 dtvtoutc 33 224 dummy variables 33 225 dummy 33 225 dummybr 33 226 dummydn 33 228 Durbin Watson statistic 33 563 33 568 dynamic libraries 22 3 Index 6 Index E ExE conformable 11 1 ed 33 229 edit windows 5 1 edit 33 230 editing matrices 6 1 editor 33 230 editor properties 5 2 editor alternate 33 230 Editor Matrix 6 1 eig 33 231 eigenvalues 32 9 33 231 eigenvalues and eigenvectors 33 234 eigh 33 232 eighv 33 233 eigv 33 234 elapsedTradingDays 33 236 element by element conformability 11 1 14 5 element by element operators 11 1 else 33 412 elseif 33 412 empty matrix 10 15 33 122 33 485 33 506 33 746 33 759 end of file 33 240 end 33 236 endp 12 2 12 5 33 237 endwind 33 238 envget 33 239 environment search 33
44. 33 946 xlsWriteM 33 947 xlsWriteSA 33 948 xor 11 14 Index 22 Index Xor 11 15 xpnd 33 950 xtics 33 051 xy 33 052 xyz 33 952 Y ylabel 33 953 ytics 33 953 Z zeros 33 954 zeta 33 955 zlabel 33 955 zooming graphs 25 29 ztics 33 956 Index 23 xapul
45. 8 Language Fundamentals 10 6 Data Types There are four basic data types in GAUSS matrices N dimensional arrays strings and string arrays It is not necessary to declare the type of a variable but it is good programming practice to respect the types of variables whenever possible The data type and size can change in the course of a program The declare statement used for compile time initialization enforces type checking Short strings of up to 8 bytes can be entered into elements of matrices to form character matrices For details see CHARACTER Matrices Section 10 6 7 10 6 1 Constants The following constant types are supported Decimal Decimal constants can be either integer or floating point values 1 34e 10 1 34e123 1 34e 10 1 34d 10 1 34d10 10 9 sj ejuawepuny ebenbue7 GAUSS User Guide 1 34d 10 123 456789345 Up to 18 consecutive digits before and after the decimal point depending on the platform are significant but the final result will be rounded to double precision if necessary The range is the same as for matrices For details see Matrices Section 10 6 2 String String constants are enclosed in quotation marks This is a string Hexadecimal Integer Hexadecimal integer constants are prefixed with Ox OxOab53def2 Hexadecimal Floating Point Hexadecimal floating point constants are prefixed with Ov This allows you to input a double precision value
46. 8 0000 9 0000 10 000 11 000 12 000 yA swap 2nd and 3rd dimension print atranspose a 1 3 2 Plane 1 1 0000 3 0000 5 0000 2 0000 4 0000 6 0000 Plane 2 7 0000 9 0000 11 000 8 0000 10 000 12 000 swap 1st and 3rd dimension print atranspose a 3 2 1 Plane 1 1 0000 7 0000 3 0000 9 0000 5 0000 11 000 15 22 Working with Arrays Plane 2 2 0000 8 0000 4 0000 10 000 6 0000 12 000 move 3rd into the front print atranspose a 3 1 2 Plane 1 1 0000 3 0000 5 0000 7 0000 9 0000 11 000 Plane 2 2 0000 4 0000 6 0000 8 0000 10 000 12 000 15 4 2 amult This function performs a matrix multiplication on the last two trailing dimensions of an array The leading dimensions must be strictly conformable and the last two trailing dimensions must be conformable in the matrix product sense For example a areshape seqa 1 1 12 2 3 2 b areshape seqa 1 1 16 2 2 4 c amult a b print a Plane 1 15 23 s eJIy uw BUM IOM GAUSS User Guide 1 0000 2 0000 3 0000 4 0000 5 0000 6 0000 Plane 2 7 0000 8 0000 9 0000 10 000 11 000 12 000 print b Plane 1 1 0000 2 0000 3 0000 4 0000 5 0000 6 0000 7 0000 8 0000 Plane 2 9 0000 10 000 11 000 12 000 13 000 14 000 15 000 16 000 print c Plane 1 11 000 14 000 17 000 20 000 23 000 30 000 37 000 44 000 35 000 46 000 57 000 68 000 Plane 2 167 00
47. Command s matrix array gdaRead string gdaReadB yIndex string array sparse matrix gdaReadSparse structure gdaReadStruct gdaRead gdaReadSparse and gdaReadStruct take a variable name and return the variable data gdaReadByIndex returns the variable data for a specified variable index For example to get the variable x1 out of myfile gda you could call gdaRead myfile gda x1 lt ll or y gdaReadByIndex myfile gda 1 21 12 File I O If you want to read only a part of a matrix array string or string array from a GDA call gdaReadSome Sparse matrices and structures may not be read in parts 21 3 3 Updating Variables in GDA s To overwrite an entire variable in a GDA you may call gdaUpdate or gdaUpdateAndPack If the new variable is not the same size as the variable that it is replacing gdaUpdate will leave empty bytes in the file while gdaUpdateAndPack will pack the file from the location of the variable that is being replaced to the end of the file to remove those empty bytes gdaUpdate is usually faster since it does not move data in the file unnecessarily However calling gdaUpdate several times for one file may result in a file with a large number of empty bytes On the other hand gdaUpdateAndPack uses disk space efficiently but it may be slow for large files especially if the variable to be updated is one of the first variables in the file If speed and disk space are both concerns an
48. Following is a partial listing of the time and date functions available in GAUSS datestr Formats a Date vector to a string mo dy yr datestrymd Formats a Date vector to an eight character string of the type yyyymmdd dayinyr Returns day number in the year of a given date _daypryr Returns the number of days in the years given as input dtvnormal Normalizes a 1x8 dtv vector etdays Computes the difference in days between two dates ethsec Computes the difference between two times in hundredths of a second etstr Formats a time difference measured in hundreths of a second to a string 27 4 Time and Date _isleap Returns a vector of ones and zeros 1 if leap year O if not timestr Formats a Time vector to a string hr mn sc timeutc Universal time coordinate number of seconds since January 1 1970 Greenwich Mean Time utctodtv Converts a scalar number of seconds since or before Jan 1 1970 Greenwich mean time to a dtv vector Below is an example of two ways to calculate a time difference d1 1996 12 19 82 d2 1997 4 28 4248879 3 dif ethsec d1 d2 ds etstr dif dif 1 1274488e 09 ds 130days llhours 48minutes 7 97seconds If only the number of days is needed use etdays d1 1996 12 19 82 y d2 1997 4 28 4248879 3 dif etdays d1 d2 dif 130 00000 The last element of d1 is optional when used as an input for etdays _isleap returns a matrix of ones and z
49. K independent variables Then 17 7 SdINJONAIS 118 GAUSS User Guide struct DS dQ d dsCreate y rndn 20 1 x rndn 20 5 d6 reshape d0 2 1 d0 1 dataMatrix y d0 2 dataMatrix X The d0 instance would be passed to the optimization program which then passes it to your procedure computing the objective function For example proc lpr struct PV pl struct DS d1 local u u d0 1 dataMatrix d0 2 dataMatrix pvUnpack pl beta retp u u endp A particular application may require setting other members of the DS instance for particular purposes but in general you may use them for your own purposes For example dO dname could be set to a GAUSS dataset name from which you read the data in the objective function procedure or d0 vnames could be set to the variable names of the columns of the data stored in d0 dataMatrix or dQ type could be an indicator variable for the elements of a vector of DS instances The following are complete examples of the use of the PV and DS structures The first example fits a set of data to the Micherlitz model It illustrates packing and unpacking by index include sqpsolvemt sdf struct DS Y Y dsCreate Y dataMatrix 3 183 17 8 Run Time Library Structures 059 871 622 541 184 110 875 018 983 770 762 556 PrRFRPRPFNNNNNN WN y struct DS X X dsCreate X dataMatrix seqa 1 1 13 struc
50. Lx7 matrix of control information for printing the strings contained in _pmsgstr L 1 horizontal location of lower left corner of string L 2 vertical location of lower left corner of string L 3 character height in inches L 4 angle in degrees to print string This may be 180 to 180 relative to the positive X axis L 5 location coordinate system 1 location of string in plot coordinates 2 location of string in inches L 6 color L 7 font thickness may be 0 or greater If 0 use normal line width string contains a set of messages to be printed on the plot Each message is separated from the next by a null byte 000 The number of messages must correspond to the number of rows in the _pmsgctl control matrix This can be created as follows _pmsgstr Message one 1000Message two scalar controls window output during the creation of the graph Default is 1 0 no activity to the window while writing tkf file 1 display progress as fonts are loaded and tkf file is being generated scalar 2x1 or 3x1 vector for independent control for axes numbering The first element controls the X axis numbers the second controls the Y axis numbers and the third if set controls the Z axis numbers Default is 1 If this value is scalar it will be expanded to a vector 0 no axes numbers displayed 1 axes numbers displayed vertically oriented on axis 25 26 Publication Quality Graphics _pnumht _pro
51. Numeric Data 21 9 21 3 GAUSS Data Archives gt s e c sa sata saa e eo 21 11 21 3 1 Creating and Writing Variables to GDA S 21 11 21 3 2 Reading Variables from GDA S 0 21 12 21 8 8 Updating Variables in GDA S o 21 13 21 4 IMatibC IBS nu sue modo ana ba ce e dr 6 d 21 13 xiii GAUSS User Guide 21 5 PlEFORMA S ur uu e a Ge Sak sa E REOR Ee 21 14 21 5 1 Small Matrix v89 Obsolete llle 21 15 21 5 2 Extended Matrix v89 Obsolete 21 16 21 5 3 Small String v89 Obsolete 0 21 16 21 5 4 Extended String v89 Obsolete 21 17 21 5 5 Small Data Set v89 Obsolete Ln 21 17 21 5 6 Extended Data Set v89 Obsolete 21 19 21 5 7 Matrix v92 Obsolete lt lt e a a eau a o e 21 20 21 5 8 String V92 Obsolete s s scere caosam aia em o m ae a 21 20 21 5 9 Data Set v92 Obsolete 0 21 21 21 5 10 Matrix v96 e 21 22 215 11 Data Sebv96 2 s eei ee ds a A REGES eee A r8 21 23 21 5 12 GAUSS Data Archive aaa a 21 24 22 Foreign Language Interface 22 1 Writing FLI FUNCOMS uu ok momo meom 4544644 Eo 3 Row bows 22 2 22 2 Creating Dynamic Libraries e nasara 22 3 23 Data Transformations 23 1 Data Loop Statements 2222 23 2 23 2 Usi
52. Procedure o 0002 a 12 2 12 1 4 Procedure Declaration o e 12 3 12 1 2 Local Variable Declarations o 12 3 121 3 BodyofProcedure 2 020002 2 eee 12 4 12 1 4 Returning from the Procedure o 12 5 12 1 5 End of Procedure Definition 12 5 12 2 Calling a Procedure 2 2484 605 ox Re EE Rhea Ree Ee UE 12 6 12 3 IKEYWOTOS s eee eee oe 9 Eur ee eee SEG Be ee A 12 7 123 1 DefiningaKeyword ee eee 12 7 123 2 Callinga Keyword lt a lt a sace a dica pr a bas ade 12 8 124 Passing Procedures to Procedures o e 12 9 12 5 Indexing Procedures 22cm mE Rz 12 10 12 6 Multiple Returns from Procedures o e 12 11 12 7 Saving Compiled Procedures e ene 12 13 13 Sparse Matrices 13 1 Defining Sparse Matrices llle 13 1 13 2 Creating and Using Sparse Matrices o 13 2 13 3 Sparse Support in Matrix Functions and Operators 13 3 13 3 1 Return Types for Dyadic Operators 13 4 14 N Dimensional Arrays 1441 Bracketed Indexing uas xor RUE eS a ee a Ye Rx 14 3 142 ExE Conformability 2 ee eee 14 5 1439 Glossary of Terms s zuo beta ek Peas eb d Bee eee ee 14 5 Contents 15 Working with Arrays 15 1 Init
53. Retrieves previous line in history that matches text to left of cursor PAGE DOWN or CTRL S Retrieves next line in history that matches text to left of cursor ALT H or Prints prompt history to screen OPTION H MAC only Runs last line in history Inum Runs the num line in history num Runs the line num before current line in history is equivalent to text Runs last line in history beginning with text ALT or ALT or OPTION MAC only Prints help screen Note that some of these keystrokes are mapped differently on different computers For example on some computers SHIFT RIGHT ARROW behaves the same as RIGHT ARROW while ALT RIGHT ARROW moves the cursor right one word Therefore multiple keystroke mappings have been supported to maximize the availability of these commands on any given machine 3 4 Using the Command Line Interface 3 3 Interactive Commands 3 3 1 quit The quit command will exit TGAUSS The format for quit is quit You can also use the system command to exit TGAUSS from either the command line or a program see system in the GAUSS LANGUAGE REFERENCE The format for systemis system 3 3 2 ed The ed command will open an input file in an external text editor see ed in the GAUSS LANGUAGE REFERENCE The format for ed is ed filename 3 3 3 browse The browse command allows you to search for specific symbols in a file and open the file in the default editor You can u
54. Setting the Pen Color Left click in one of the color boxes in the dialog bar to set the current color The dialog bar is located to the left of the drawing area The color is immediately displayed in the sample box at the top of the color box area Double clicking in the color box will allow you you to customize that particular color Setting the Pen Width Left click in one of the width boxes in the dialog bar shown below the color boxes Setting the Fill brush Color Right click in one of the color boxes in the dialog bar to set the current fill color The dialog bar is located to the left of the drawing area The fill color is immediately displayed in the sample box at the top of the color box area Transparent Fill To set a transparent fill color right click in the sample box at the top of the color boxes This will cause the drawing object to have no fill associated with it and allow objects beneath it to show through Customizing Dquble clicking in the color box will allow you to customize that particular 26 10 Graphics Editor 26 2 13 Graphical Objects The graphics editor allows the user to interactively create any number of the following graphical objects for composing your document Creating a TKF Graphics window A TKF Graphics Window is a window object containing a GAUSS generated graphics file To create a TKF graphics window select the Graphics Window menu item from the Draw menu or press the Create TKF
55. VARIABLES Section 5 5 5 4 1 7 Tools Menu The Tools menu lets you open GAUSS tools windows The following commands can be used Matrix Editor Graphics Editor Source Browser Lib Tool DOS Compatibility Window Lets you create or edit data in a matrix or grid A cell can be edited by typing in a new value and pressing ENTER For more information see Matrix Eprron Chapter 6 Opens the Graphics Editor which is an interactive TKF file editor This menu item will be inactive if you have not purchased the Graphics Editor Searches source files for string patterns For more information see GAUSS Source Browser Chapter 8 Lets you manage the contents of libraries For more information see LIBRARY Toot Chapter 7 Opens a DOS Compatibility window 4 8 Introduction to the Windows Interface 4 1 8 Window Menu The Window menu commands let you manage your workspace You can toggle the focus between all open windows using CTRL TAB or clicking in the window you want active All open windows are listed at the end of the Window menu The following commands can be used Cmd Window Output Window Debug Window Re use Window Command Log Close All Graphics Dual Horizontal Dual Vertical Cascade Tile Horizontal Tile Vertical Arrange Icons Split Horizontally Makes the Command Input Output window the active window Splits the output from the Command Input Output window Starts the debugger on th
56. a string array of names A set of special packing functions are provided that avoid the search altogether These functions use a table of indices that you specify to find the matrix in the PV instance For example struct PV pl pl pvCreate 2 y rndn 4 1 x rndn 4 4 pl pvPacki pl y Y 1 pl pvPacki p1 x X 2 print pvUnpack p1 1 3422 0407 5611 0953 print pvUnpack p1 Y 17 6 Run Time Library Structures 3422 0407 5611 0953 The call to pvPacki puts an entry in the table associating the matrix in its second argument with the index 1 As indicated above the matrix can be unpacked either by index or by name Unpacking by index however is much faster than by name Note that the matrix can be unpacked using either the index or the matrix name There are index versions of all four of the packing functions pvPacki pvPackmi pvPacksi and pvPacksmi 17 3 The DS Data Structure An instance of the DS data structure contains the following members struct DS dQ d0 dataMatrix MxK matrix data d0 dataArray N dimensional array data d0 type scalar d0 dname string d0 vnames string array The definition and use of the elements of d8 are determined by the particular application and are mostly up to the user A typical use might use a vector of structures For example suppose the objective function requires a vector of observations on a dependent variable as well as on
57. and then call the functions that actually do the work This is demonstrated in the source file hyp c include lt stdio h gt include lt stdlib h gt include lt math h gt This code is not meant to be efficient It is meant to demonstrate the use of the FLI this does all the work not exported static int hypo double x double y double h int r int c 1 double wx double wy double dp double spl double sp2 int i elems elems r c malloc work arrays if wx double malloc elems sizeof double NULL return 30 out of memory if wy double malloc elems sizeof double NULL 22 3 MA GAUSS User Guide free wx return 30 out of memory dp wx spl x square x into work area wx for i 0 i lt elems i dp spl spl spl dp dp wy sp2 y square y into work area wy for i 0 i lt elems i dp sp2 sp2 Sp2 dp dp h spl wx sp2 wy compute hypotenuse into h which was allocated by GAUSS for i 0 i lt elems i dp sqrt spl sp2 sp1 Sp2 dp 22 4 Foreign Language Interface free whatever you malloc free wx free wy return 6 exported wrapper all double arguments calls the real function with whatever data types it expects int hypotenuse double x double y double
58. arrays are distinct types even if in fact they contain identical information Functions for conversion from one to the other are described below There are five basic ways of creating an array depending on how the contents are specified areshape Create array from specified matrix aconcat Create array from matrices and arrays aeye Create array of identity matrices 15 1 s eJIV uw BUM IOM GAUSS User Guide arrayinit Allocate array filled with specified scalar value arrayalloc Allocate array with no specified contents 15 1 1 areshape areshape is a method for creating an array with specified contents arrayinit creates an array filled with a selected scalar value areshape will do the same but with a matrix For example given a matrix areshape will create an array containing multiple copies of that matrix reshape seqa 1 1 4 2 2 ord 3 2 2 a areshape x ord print a x I Q I Plane 1 1 0000 2 0000 3 0000 4 0000 Plane 2 1 0000 2 0000 3 0000 4 0000 Plane 3 1 0000 2 0000 3 0000 4 0000 Reading Data from the Disk into an Array areshape is a fast way to re dimension a matrix or array already in memory For example suppose we have a GAUSS data set containing panel data and that it s small enough to be read in all at once 15 2 Working with Arrays panel areshape loaddC panel 5 100 10 mn amean panel 2 5x1x10 array of means of ea
59. both ends Invalid character for imaginary part of complex number Illegal redefinition of user keyword Internal ERROR Notify Aptech Systems Argument cannot be zero The argument to 1n or log cannot be zero Subroutine calls too deep Too many levels of gosub Restructure your program return without gosub You have encountered a subroutine without executing a gosub Argument must be positive Bad expression or missing arguments Check the expression in question or you forgot an argument Factorial overflow Nesting too deep Break the expression into smaller statements Missing left bracket 29 10 Error Messages G0109 G0110 G0111 G0112 G0113 G0114 G0115 G0116 G0117 G0118 G0120 G0121 G0122 Not enough data items You omitted data in a let statement Found expected Found expected Matrix multiplication overflow Unclosed Unclosed Illegal redefinition of function You are attempting to turn a function into a matrix or string If this is a name conflict delete the function sysstate invalid case Invalid argument Argument must be integer File handles must be integral Illegal type for save Matrix not positive definite The matrix is either not positive definite or singular using the current tolerance Bad file handle The file handle does not refer to an open file or is not in the valid range for file handles 29 11
60. dat and dat2 dat are opened for reading The variable names from each data set are read using getname and combined in a single vector called varnames A variable called otyp is created which will be equal to the larger of the two data types of the input files This will insure that the output is not rounded to less precision than the input files A new data set daty dat is created using the create with command Then on every iteration of the loop 400 rows are read in from each of the two input data sets horizontally concatenated and written out to daty dat When the end of one of the input files is reached reading and writing will stop The closeall command is used to close all files 21 2 4 Distinguishing Character and Numeric Data Although GAUSS itself does not distinguish between numeric and character columns in a matrix or data set some of the GAUSS Application programs do When creating a data set it is important to indicate the type of data in the various columns The following discusses two ways of doing this 2 9 O I 9I 4 GAUSS User Guide Using Type Vectors The v89 data set format distinguished between character and numeric data in data sets by the case of the variable names associated with the columns The v96 data set format however stores this type information separately resulting in a much cleaner and more robust method of tracking variable types and greater freedom in the naming of data set variables
61. el e2 1 resolves to a 3x1 array of example2 structures 16 1 6 Saving an Instance to the Disk Instances and vectors or matrices of instances of structures can be saved in a file on the disk and later loaded from the file onto the disk The syntax for saving an instance to the disk is ret savestruct instance filename The file on the disk will have an fsr extension For example include ds sdf struct DS pd p0 reshape dsCreate 2 1 retc saveStruct p2 p2 This saves the vector of instances in a file called p2 fsr retc will be zero if the save was successful otherwise nonzero 16 8 Structures 16 1 7 Loading an Instance from the Disk The syntax for loading a file containing an instance or matrix of instances is instance retc loadstruct file_name structure name For example include trade sdf struct DS p3 p3 retc loadstruct p2 ds 16 1 8 Passing Structures to Procedures Structures or members of structures can be passed to procedures When a structure is passed as an argument to a procedure it is passed by value The structure becomes a local copy of the structure that was passed The data in the structure is not duplicated unless the local copy of the structure has a new value assigned to one of its members Structure arguments must be declared in the procedure definition struct rectangle matrix ulx matrix uly matrix lrx matrix lry proc area struct
62. equivalent representations Either can be used for example lt or 1t depending only upon preference The alphabetic form should be surrounded by spaces A third form of these operators has a and is used for comparisons between character data and for comparisons between strings or string arrays The comparisons are done byte by byte starting with the lowest addressed byte of the elements being compared The equality comparison operators lt gt and their dot equivalents can be used to test for missing values and the NaN that is created by floating point exceptions Less than and greater than comparisons are not meaningful with missings or NaN s but equal and not equal are valid These operators are sign insensitive for missings NaN s and zeros The string versions of these operators can also be used to test missings NaN s and zeros Because they do a strict byte to byte comparison they are sensitive to the sign bit Missings NaN s and zeros can all have the sign bit set to 0 or 1 depending on how they were generated and have been used in a program s10Je19adO GAUSS User Guide If the relational operator is NOT preceded by a dot then the result is always a scalar 1 or 0 based upon a comparison of all elements of x and y All comparisons must be true for the relational operator to return TRUE By this definition then if x y is interpreted as if every element of x is n
63. exactly as you want using 16 hexadecimal digits The highest order byte is to the left Ovfff8000000000000 10 10 Language Fundamentals 10 6 2 Matrices Matrices are 2 dimensional arrays of double precision numbers All matrices are implicitly complex although 1f it consists only of zeros the imaginary part may take up no space Matrices are stored in row major order A 2x3 real matrix will be stored in the following way from the lowest addressed element to the highest addressed element 1 1 1 2 1 3 2 1 2 2 2 3 A 2x3 complex matrix will be stored in the following way from the lowest addressed element to the highest addressed element real part 1 1 1 2 1 3 2 1 2 2 2 3 imaginary part 1 1 1 2 1 3 2 1 2 2 2 3 Conversion between complex and real matrices occurs automatically and is transparent to the user in most cases Functions are provided to provide explicit control when necessary All elements of a GAUSS matrix are stored in double precision floating point format and each takes up 8 bytes of memory This is the IEEE 754 format Bytes Data Type Significant Range Digits 8 floating point 15 16 419x107 lt X lt 1 67x10 3 Matrices with only one element 1x1 matrices are referred to as scalars and matrices with only one row or column 1xN or Nx1 matrices are referred to as vectors Any matrix or vector can be indexed with two indices Vectors can be indexed with one index
64. expression is any expression that returns a scalar result The expression will be evaluated as TRUE if its real part is nonzero and FALSE if it is zero There is no counter variable that is automatically incremented in a do loop If one is used it must be set to its initial value before the loop is entered and explicitly incremented or decremented inside the loop The following example illustrates nested do loops that use counter variables format rdn 1 0 space comma EE ID do while i lt 4 j 1 10 32 Language Fundamentals do while j lt 3 print space i comma j j j 1 endo qu 1 print endo This will print 1 1 1 2 1 3 2 1 2 2 2 3 3 1 3 2 3 3 4 1 4 2 4 3 Use the relational and logical operators without the dot in the expression that controls a do loop These operators always return a scalar result break and continue are used within do loops to control execution flow When break is encountered the program will jump to the statement following the endo This terminates the loop When continue is encountered the program will jump up to the top of the loop and reevaluate the while or until expression This allows you to reiterate the loop without executing any more of the statements inside the loop do until eof fp continue jumps here x packr readr fp 100 if scalmiss x continue iterate again endif S S sumc x count count rows x if count gt 100
65. file containing profiling information each time it is run 24 1 19 1J01d GAUSS User Guide tcollect b myfile e The output displayed by tcollect includes the name of the output file containing the profiling information tcollect output files have a gaussprof prefix and a gco extension Note that running tcollect on long programs may generate a very large gco output file Thus you may want to delete the gco files on your machine regularly 24 1 2 Analysis To analyze the information stored in the tcollect output file you must run the gaussprof executable which is also shipped with GAUSS on that file gaussprof produces an organized report displaying the time usage by procedure and by line Assuming that running myfile e in tcollect produced an output file called gaussprof_001 gco you could analyze the results in that file as follows gaussprof gaussprof_001 gco The syntax for gaussprof is gaussprof flags profile_data_file where flags may be any of the following p profile procedure calls 1 profile line numbers h suppress headers Sp order procedure call sort order where order contains one or more of the folllowing 24 2 The GAUSS Profiler exclusive time total time number of times called procedure name ascending order a Y O A rc o descending order default Columns are sorted all ascending or all descending sl order line number sort order where order contains one or
66. files within the libraries 7 1 1 Managing Libraries Using the New Library button you can create a new library for organizing your code You can remove a library by selecting the Delete Library button 7 1 2 Managing the Library Index To add absolute path names to the library index use the Add Paths button To only use file names for searching libraries use the Strip Paths button Use Rebuild to recompile all the files used in the library and rebuild the library index file Use the Revert to Original button to revert to the configuration the library was in when the Library Tool was opened 7 1 joo Aeq GAUSS User Guide GAUSS Library Tool LIB Path e aaussi ONlib Close Extra LIB Path c gauss10 gaussplot lib SRC Path c gauss1 ai UNE O gaussplot examples c gauss1 O stc c gauss1 O examples gausslca dataxchn dec eig dec f New Library Add Paths eqsolve dec Add fcompare dec finprocs dec Update Delete Library Strip Paths flibuff dec gauss dec Remove Rebuild integral dec Incd n dec loess dec Revert to Original Select All v Clear selection 173 file s Figure 7 1 Library Tool 7 2 Library Tool 7 1 3 Managing Library Files You can add files to a library with the Add button You can remove files from a library with the Remove button After changing source files referred to in a library select the files in the file list and update the library index w
67. fonts 25 11 90d GAUSS User Guide fonts simplex complex microb simgrma The fonts command must be called before any of the fonts can be used in text strings A font can then be selected by embedding an escape code of the form 207 in the string that is to be written in the new font The n will be 1 2 3 or 4 depending on the order in which the fonts were loaded in fonts If the fonts were loaded as in the previous example the escape characters for each would be 201 Simplex 202 Complex 203 Microb 204 Simgrma The following example demonstrates how to select a font for use in a string title M201This is the title using Simplex font xlabel 202This is the label for X using Complex font ylabel 203This is the label for Y using Microb font Once a font is selected all succeeding text will use that font until another font is selected If no fonts are selected by the user a default font Simplex is loaded and selected automatically for all text work 25 4 2 Greek and Mathematical Symbols The following examples illustrate the use of the Simgrma font they assume that Simgrma was the fourth font loaded For the available Simgrma characters and their numbers see Appendix A The Simgrma characters are specified by either 1 The character number preceeded by a NX 2 The regular text character with the same number 25 12 Publication Quality Graphics e 99 For example to get an
68. frequently used programs This will completely eliminate compile time when the programs are rerun 30 2 Loops The use of the built in matrix operators and functions rather than do loops will ensure that you are utilizing the potential of GAUSS Here is an example Given the vector x with 8000 normal random numbers x rndn 8000 1 you could get a count of the elements with an absolute value greater than 1 with a do loop like this c 9 Lecis do while i lt rows x if abs x i gt 1 c ctl endif i i l endo print c Or you could use 30 2 Maximizing Performance c sumc abs x gt 1 print c The do loop takes over 40 times longer 30 3 Memory Usage Computers today can have large amounts of RAM This doesn t mean that large data sets should be read entirely into memory Many GAUSS procedures and applications are written to allow for data sets to be read in sections rather than all at once Even if you have enough RAM to store the data set completely you should consider taking advantage of this feature The speed ups using this feature can be significant For example ols is called using a data set stored in a matrix versus stored on the disk in a GAUSS data set The computer is a 2 8 Megahertz computer with Windows XP y rndn 250000 1 x rndn 250000 100 xlbl 0 X ftocv sega 1 1 100 1 0 lbl Y xlbl call saved y x test 1b1 output 6 t0 da
69. functions should be written to the following specifications 1 Take 0 or more pointers to doubles as arguments This does not mean you cannot pass strings to an FLI function Just recast the double pointer to a char pointer inside the function 2 Take those arguments either in a list or a vector 3 Return an integer In C syntax then your functions would take one of the following forms 1 int func void 2 int func double arg double arg2 3 int func double arg Functions can be written to take a list of up to 100 arguments or a vector in C terms a 1 dimensional array of up to 1000 arguments This does not affect how the function is called from GAUSS the d11call statement will always appear to pass the arguments in a list That is the dllcall statement will always look as follows dllcall func a b c d e D For details on calling your function passing arguments to it getting data back and what the return value means see d1lcall in the GAUSS LANGUAGE REFERENCE 22 2 Foreign Language Interface 22 2 Creating Dynamic Libraries The following describes how to build a dynamic library called hyp d11 on Windows or libhyp so on UNIX Linux from the source file hyp c As mentioned in the previous section your FLI functions may take only pointers to doubles as arguments Therefore you should define your FLI functions to be merely wrapper functions that cast their arguments as necessary
70. hatch diagonal lines with positive slope diagonal lines with negative slope diagonal cross hatch solid Du RR WwW NY The second column controls the bar color see Corons Section 25 5 scalar width of bars in bar graphs and histograms The valid range is 0 1 If 0 the bars will be a single pixel wide If 1 the bars will touch each other Default is 0 5 so the bars take up about half the space open to them scalar draws a box border around the entire graph Set to desired color of box to be drawn Use 0 if no box is desired Default is 0 5x1 vector controls box plot style width and color Used by procedure box only 1 box width between 0 and 1 If O the box plot is drawn as two vertical lines representing the quartile ranges with a filled circle representing the 50 percentile 2 box color see Corons Section 25 5 If 0 the colors may be individually controlled using global variable _pcolor 3 min max style for the box symbol One of the following 1 minimum and maximum taken from the actual limits of the data Elements 4 and 5 are ignored 2 statistical standard with the minimum and maximum calculated according to interquartile range as follows intqrange 75 25 min 25 1 5 intgrange max 75 1 5 intqrange Elements 4 and 5 are ignored 3 minimum and maximum percentiles taken from elements 4 and 5 4 minimum percentile value 0 100 if _ pboxct1 3 3 5 maximum percentile value
71. in a procedure They will affect only the code in the procedure that follows Therefore for example it is possible to refer to a global x in a procedure and follow that with a local statement that declares a local x All subsequent references to x would be to the local x This is not good programming practice but it demonstrates the principle that the local statement affects only the code that is physically below it in the procedure definition Another example is a symbol that is declared as a local and then declared as a local procedure or function later in the same procedure definition This allows doing arithmetic on local function pointers before calling them For more information see INDEXING PROCEDURES Section 12 5 12 1 3 Body of Procedure The body of the procedure can have any GAUSS statements necessary to perform the task the procedure is being written for Other user defined functions and other procedures can be referenced as well as any global matrices and strings 12 4 Procedures and Keywords GAUSS procedures are recursive so the procedure can call itself as long as there is logic in the procedure to prevent an infinite recursion The process would otherwise terminate with either an Insufficient workspace memory message or a Procedure calls too deep message depending on the space necessary to store the locals for each separate invocation of the procedure 12 1 4 Returning from the Procedure The return from the proc
72. inner product 11 5 input ATOG command 28 4 input console 33 129 input keyboard 33 129 installation 2 1 installation UNIX Linux 2 1 installation Windows 2 2 instruction pointer 10 3 integration 32 3 32 4 33 428 33 431 33 433 33 436 33 439 33 447 interactive commands 3 5 interpreter 10 1 intersection 33 446 intgrat2 33 424 intgrat3 33 426 inthp1 33 428 inthp2 33 430 inthp3 33 433 inthp4 33 436 inthpControlCreate 33 439 intquad1 33 439 intquad2 33 441 intquad3 33 442 intrinsic function 10 8 intrleav 33 444 intrleavsa 33 445 intrsect 33 446 intrsectsa 33 447 intsimp 33 447 inv 33 448 invar ATOG command 28 5 inverse cosine 33 29 inverse sine 33 30 inverse generalized 33 450 33 595 33 596 inverse matrix 33 448 inverse sweep 33 450 invpd 33 448 invswp 33 450 iscplx 33 451 iscplxf 33 452 isden 33 452 isinfnamiss 33 453 ismiss 33 453 J Jacobian 33 385 K keep dataloop 33 454 key 33 455 keyav 33 457 keyboard input 33 133 keyboard reading 33 455 keys command 5 17 keys edit 5 16 keys function 5 18 keys menu 5 19 Index 11 xapul Index keys movement 5 15 keys text selection 5 17 keystroke macros 5 2 keyw 33 457 keyword 12 1 12 7 keyword procedure 33 458 keyword 33 458 keywords 32 45 Kronecker 11 6 L label 10 35 10 39 12 1 33 376 33 379 lag dataloop 33 459 lag1 33
73. integral sign f in Simgrma embed either a 844 ora in a string that has been set to use the Simgrma font To produce the title f x sin xx the following title string should be used titlec 201f Cx sin 2 204p 201x TEE The p character 112 corresponds to z in Simgrma To number the major X axis tick marks with multiples of 7 4 the following could be passed to asclabel lab 2010 204p 201 4 204p 201 2 3 204p 201 4 204p asclabel 1lab 0 xtics 8 pi pi 4 1 xtics is used to make sure that major tick marks are placed in the appropriate places This example will number the X axis tick marks with the labels 1 72 u 1 yu and 42 lab 204m 201 2 204m 201 1 1 204m m 201 2 asclabel lab 9 This example illustrates the use of several of the special Simgrma symbols _pmsgstr 2041 2011 2 204p 201e 204m 2012 201 2 d 204m This produces vias eds 25 13 90d GAUSS User Guide 25 5 Colors O Black 8 Dark Grey 1 Blue 9 Light Blue 2 Green 10 Light Green 3 Cyan 11 Light Cyan 4 Red 12 Light Red 5 Magenta 13 Light Magenta 6 Brown 14 Yellow 7 Grey 15 White 25 6 Global Control Variables The following global variables are used to control various graphics elements Default values are provided Any or all of these variables can be set before calling one of the main graphing routines The default values can be modified by changing the decl
74. is block diagonal with N TxT moment matrices with the following form 2x52 2 2 Tq ECs 4 Ty Ti DA o i 2 2 2 2 Ti e gustu The log likelihood for this model is InL 0 S NTIn 27 In Q Y XBy X Y XB where 2 is the block diagonal moment matrix of the residuals Computing the Log likelihood Using GAUSS arrays we can compute the log likelihood of this model without resorting to do loops Let Y be a 100x3x1 array of observations on the dependent variable and X a 100x3x5 array of observations on the independent variables Further let B be a 5x1 vector of coefficients and sigu and sige be the residual variances of u and e respectively Then in explicit steps we compute N 100 T 3 K 5 15 33 s eJIy uw BUM IOM GAUSS User Guide sigma sigu ones T T sige eye T TxT sigma sigmai invpd sigma sigma inverse lndet N ln detl E Y amult X areshape B N K 1 residuals Omegai areshape sigmai N T T diagonal blocks stacked in a vector array R1 amult atranspose E 1 3 2 Omegai E Omegai R2 amult R1 E R1 E lnL 0 5 N T 1n 2 pi lndet asum R2 3 log likelhood All of this can be made more efficient by nesting statements which eliminates copying of temporary intervening arrays to local arrays It is also useful to add a check for the positive definiteness of sigma N 100 T 35 K 5 const 0 5 N T 1n 2
75. j 1 ThreadStat d e e elseif j 2 ThreadStat d endif ThreadJoin T m Fh 18 6 Multi Threaded Programming in GAUSS Each set of threads is defined as a group and always completed by a ThreadJoin like this And this n q ThreadStat a b b ThreadStat c d d ThreadJoin ThreadBegin if k 1 a b b elseif k 2 ae Ce endif ThreadEnd ThreadBegin if j 1 d e e elseif j 2 d f f endif ThreadEnd ThreadJoin Second as stated above you can reference read only symbols in as many threads within a set as you like but any symbols that are assigned to must be wholly owned by a single thread A symbol that is assigned to by a thread cannot be written or read by any other thread in that set This is the writer must isolate rule So you can do this ThreadStat x y y ThreadStat z y y 18 7 speolyL GAUSS User Guide ThreadStat a b y ThreadJoin You cannot do this ThreadStat x y y Threadstat z x x ThreadStat a b y ThreadJoin This is because the threads within a set run simultaneously Thus there is no way of knowing when an assignment to a symbol has taken place no way of knowing in one thread the state of a symbol in another Let s revisit the nested thread example for a minute and see how the writer must isolate rule applies to it q chol b ThreadBegin x q m ThreadBegin y xxi z qm ThreadEnd
76. line The include statement mentioned earlier is actually a compiler directive It tells GAUSS to compile code from a separate file as though it were actually part of the file being compiled This code is compiled in at the position of the include statement Here are the compiler directives available in GAUSS define Define a case insensitive text replacement or flag variable 10 5 s e uswepuny ebenbue7 GAUSS User Guide definecs Define a case sensitive text replacement or flag variable undef Undefine a text replacement or flag variable ifdef Compile code block if a variable has been define d ifndef Compile code block if a variable has not been define d iflight Compile code block if running GAUSS Light ifdos Compile code block if running DOS ifos2win Compile code block if running OS 2 or Windows ifunix Compile code block if running UNIX else Else clause for if else endif code block endif End of if else endif code block include Include code from another file in program flineson Compile program with line number and file name records linesoff Compile program without line number and file name records srcfile Insert source file name record at this point currently used when doing data loop translation srcline Insert source file line number record at this point currently used when doing data loop translation The define statement can be used to define abstract constants
77. matrix to a sparse matrix denseToSpRE Converts a dense matrix to a sparse matrix using a relative epsilon packedToSp Creates a sparse matrix from a packed matrix of non zero values and row and column indices spBiconjGradSol Solves the system of linear equations Ax b using the biconjugate gradient method spConjGradSol Solves the system of linear equations Ax b for symmetric matrices using the conjugate gradient method 13 2 Sparse Matrices spCreate spDenseSubmat spDiagRvMat spEye spGetNZE spLDL spLU spNumNZE spOnes spSubmat spToDense spTrTDense spTScalar spZeros Creates a sparse matrix from vectors of non zero values row indices and column indices Returns a dense submatrix of sparse matrix Inserts submatrices along the diagonal of a sparse matrix Creates a sparse identity matrix Returns the non zero values in a sparse matrix as well as their corresponding row and column indices Computes the LDL decomposition of a symmetric sparse matrix A Computes the LU decomposition of a sparse matrix A with partial pivoting Returns the number of non zero elements in a sparse matrix Generates a sparse matrix containing only ones and zeros Returns a sparse submatrix of sparse matrix Converts a sparse matrix to a dense matrix Multiplies a sparse matrix transposed by a dense matrix Multiplies a sparse matrix by a scalar Creates a sparse matrix containing no non zero values See CoMMAND REFE
78. memory for program The main program area is full To increase the main program space see new in the GAUSS LANGUAGE REFERENCE Program too large The main program area is full To increase the main program space see new in the GAUSS LANGUAGE REFERENCE 29 5 soDesso y 10413 GAUSS User Guide G0052 G0053 G0054 G0055 G0056 G0057 G0058 G0059 G0060 G0061 G0062 No square root negative element Illegal index An illegal value has been passed in as a matrix index Index overflow An illegal value has been passed in as a matrix index retp outside of procedure A retp statement has been encountered outside a procedure definition Too many active locals The execution stack is full There are too many local variables active Restructure your program Notify Aptech Systems Procedure stack overflow expression too complex The execution stack is full There are too many nested levels of procedure calls Restructure your program Notify Aptech Systems Index out of range You have referenced a matrix element that is out of bounds for the matrix being referenced exec command string too long Nonscalar index Cholesky downdate failed Zero pivot encountered crout The Crout algorithm has encountered a diagonal element equal to 0 Use croutp instead 29 6 Error Messages G0063 G0064 G0065 G0066 G0068 G0069 G0070 G0071 G0072 G0073 Operator
79. more of the folllowing time spent on line number of times line was executed file name line number ascending order aoe mA ae descending order default Columns are sorted all ascending or all descending The default with no flags is p1 sp dep sl dtf 24 3 19 1J01d Publication Quality Graphics GAUSS Publication Quality Graphics PQG is a set of routines built on the graphics functions in GraphiC by Scientific Endeavors Corporation The main graphics routines include xy xyz surface polar and log plots as well as histograms bar and box graphs Users can enhance their graphs by adding legends changing fonts and adding extra lines arrows symbols and messages The user can create a single full size graph inset a smaller graph into a larger one tile a window with several equally sized graphs or place several overlapping graphs in the window Graphic panel size and location are all completely under the user s control 25 1 General Design GAUSS PQG consists of a set of main graphing procedures and several additional procedures and global variables for customizing the output All of the actual output to the window happens during the call to these main routines 25 1 90d GAUSS User Guide bar box contour draw hist histp histf loglog logx logy polar surface xy XYZ Bar graphs Box plots Contour plots Draw graphs using only global variables Histogram Percentag
80. no characters following the name of the keyword this will be a null string The rest of the keyword definition is the same as a procedure definition For more information see DEFINING A PROCEDURE Section 12 1 Keywords always return nothing Any retp statements if used should be empty For example 12 7 so1npaooJd GAUSS User Guide keyword add s local tok sum si Tg print The argument is a null string retp endif print The argument is s sum 6 do until s tok s token s sum sum stof tok endo format rd 1 2 print The sum is sum endp The keyword defined above will print the string argument passed to it The argument will be printed enclosed in single quotes 12 3 2 Calling a Keyword When a keyword is called every character up to the end of the statement excluding the leading spaces is passed to the keyword as one string argument For example if you type add 1234 5 the keyword will respond The sum is 15 00 12 8 Procedures and Keywords Here is another example add the keyword will respond The argument is a null string 12 4 Passing Procedures to Procedures Procedures and functions can be passed to procedures in the following way proc max x y procedure to return maximum if xy retp x else retp y endif endp proc min x y procedure to return minimum if x lt y retp x else retp y endif
81. of orders An Nx1 vector of indices locates the 14 2 N Dimensional Arrays scalar whose position is indicated by the indices For a 4x3x2 array x the 3x1 vector of indices o indexes the 3 2 1 element of x A 2x1 vector of indices for this 3 dimensional example references the 1 dimensional array whose starting location is given by the indices Because the elements of the vector of indices are always in the same order the first element of the vector of indices corresponds to the slowest moving dimension of the array the second element to the second slowest moving dimension and so on each unique vector of indices locates a unique subarray In general an N K x1 vector of indices locates a K dimensional subarray that begins at the position indicated by the indices The sizes of the dimensions of the K dimensional subarray correspond to the last K elements of the vector of orders of the N dimensional array For a 6x5x4x3x2 array y the 2x1 vector of indices locates the 4x3x2 subarray in y that begins at 2 5 1 1 1 and ends at 2 5 4 3 2 14 1 Bracketed Indexing Brackets can be used to index N dimensional arrays in virtually the same way that they are used to index matrices Bracketed indexing is slower than the convenience array functions such as getarray and setarray however it can be used to index non contiguous elements In order to index an N dimensional array with brackets there must be N indices located wi
82. print x 10 21 aj c c m 3 53 Q eQ a 3d 500 e 2 o GAUSS User Guide A string can be saved to disk with the save command in a file with a fst extension and then loaded with the load command save X loads x or loads x x fst The backslash is used as the escape character inside double quotes to enter special characters Nb backspace ASCII 8 Ne escape ASCII 27 AU formfeed ASCII 12 Ng beep ASCII 7 IU line feed ASCII 10 Nr carriage return ASCII 13 NE tab ASCII 9 INN a backslash the ASCII character whose decimal value is HH When entering DOS pathnames in double quotes two backslashes must be used to insert one backslash st c gauss myprog prg An important use of strings and character elements of matrices is with the substitution operator In the command create f1 olsdat with x 4 2 10 22 Language Fundamentals by default GAUSS will interpret the olsdat as a literal that is the literal name of the GAUSS data file you want to create It will also interpret the x as the literal prefix string for the variable names x1 x2 x3 x4 If you want to get the data set name from a string variable the substitution operator could be used as dataset olsdat create f1 dataset with x 4 2 If you want to get the data set name from a string variable and the variable names from a character vector use dataset olsdat let v
83. print readr fp 200 21 5 O I 9I 4 GAUSS User Guide endo fp close fp end The output reset command will create an auxiliary output file called mydata asc to receive the output The window is turned off to speed up the process The GAUSS data file mydata dat is opened for reading and 200 rows are read per iteration until the end of the file is reached The data read are printed to the auxiliary output mydata asc only because the window is off 21 1 2 General File I O getf will read a file and return it in a string variable Any kind of file can be read in this way as long as it will fit into a single string variable To read files sequentially use fopen to open the file and use fgets fputs and associated functions to read and write the file The current position in a file can be determined with ftell The following example uses these functions to copy an ASCII text file proc copy src dest local fin fout str fin fopen src rb if not fin retp 1 endif fout fopen dest wb if not fin call close fin retp 2 endif do until eof fin 21 6 File I O str fgets fin 1024 if fputs fout str 1 call close fin call close fout retp 3 endif endo call close fin call close fout retp 0 endp 21 2 Data Sets GAUSS data sets are the preferred method of storing data contained in a single matrix for use within GAUSS Use of these data sets allo
84. rectangle rect retp rect lrx rect ulx rect uly rect lry endp Local structures are defined using a struct statement inside the procedure definition 16 9 s IN N IS GAUSS User Guide proc center struct rectangle rect struct rectangle cent cent lrx rect lrx rect ulx 2 cent ulx cent lrx cent uly rect uly rect lry 2 cent lry cent uly retp cent endp 16 2 Structure Pointers A structure pointer is a separate data type that contains the address of a structure and is used to reference that structure 16 2 1 Creating and Assigning Structure Pointers Given the following structure type definition struct example struct matrix x matrix y E a pointer to an example struct structure can be created with the following syntax struct example struct esp However at this point esp is not yet pointing at anything It has only been defined to be the kind of pointer that points at example struct structures To set it to point at a particular structure instance we must first create the structure instance 16 10 Structures struct example_struct es and then we can set esp to point at es by setting esp to the address of es esp amp es The following code struct example_struct es2 es2 esp copies the contents of the structure that esp is pointing at i e the contents of es to es2 It is the same as struct example_struct es2 es2 es
85. referred to between the label and the return statement can be accessed from other places in your program Since a subroutine is only an address marked by a label there can be subroutines inside of procedures The variables used in these subroutines are the same variables that are known inside the procedure They will not be unique to the subroutine but they may be locals that are unique to 10 36 Language Fundamentals the procedure that the subroutine is in For details see gosub in the GAUSS LANGUAGE REFERENCE 10 9 Functions Single line functions that return one item can be defined with the fn statement Je fn area r pi r r These functions can be called in the same way as intrinsic functions The above function could be used in the following program sequence diameter 3 radius 3 2 a area radius 10 10 Rules of Syntax This section lists the general rules of syntax for GAUSS programs 10 10 1 Statements A GAUSS program consists of a series of statements A statement is a complete expression or command Statements in GAUSS end with a semicolon with one exception from the GAUSS command line the final semicolon in an interactive program is implicit if it is not explicitly given gauss x 5 z rndn 3 3 y x z 10 37 s e uswepuny ebenbue7 GAUSS User Guide Column position is not significant Blank lines are allowed Inside a statement and outside of double quotes the carriage
86. return line feed at the end of a physical line will be converted to a space character as the program is compiled A statement containing a quoted string can be continued across several lines with a backslash as follows s This is one really long string that would be difficult to assign in just a single line 10 10 2 Case GAUSS does not distinguish between uppercase and lowercase except inside double quotes 10 10 3 Comments This comments out all text between the and the end of the line This kind of comment can be nested We consider this kind of comment to be obsolete but it is supported for backwards compatibility 10 10 4 Extraneous Spaces Extraneous spaces are significant in print and 1print statements where the space is a delimiter between expressions print x y Z 10 38 Language Fundamentals In print and 1print statements spaces can be used in expressions that are in parentheses print x y x y 10 10 5 Symbol Names The names of matrices strings procedures and functions can be up to 32 characters long The characters must be alphanumeric or an underscore The first character must be alphabetic or an underscore 10 10 6 Labels A label is used as the target of a goto or a gosub The rules for naming labels are the same as for matrices strings procedures and functions A label is followed immediately by a colon here The reference to a label does no
87. rows rowsf rref run Reserved Words Appendix satocv satostrC save saveall saved savestruct savewind scale scale3d scalerr scalinfnanmiss scalmiss schtoc schur screen scroll searchsourcepath seekr selif seqa seqm setarray setcnvrt setdif setdifsa setvars setvmode setvwrmode setwind shell shiftr show showpqg sin singleindex sinh sleep solpd sortc sortcc sortd sorthc sorthcc sortind sortindc sortindmc sortmc sortr sortrc sparseCols sparseEye sparseFD sparseFP sparseHConcat sparseNZE sparseOnes sparseRows sparseScale sparseSet sparseSolve sparseSubmat sparseTD sparseTranspose sparseTrTD sparseTscalar sparseVConcat spline spline1D spline2D sqpmt_feasible B 13 SPIOM P9A9SDH GAUSS User Guide sqpmt_meritFunct sqpSolve SQPsolveMT sqpSolveMTcontrolCreate sqpSolveMTlagrangeCreate sqpSolveMToutCreate sqpSolveset sqrt stdc stocv stof stop strcombine strindx string strlen strput strrindx strsect strsplit strsplitpad strtodt strtodtd strtof tab tan tanh tempname ThreadBegin ThreadEnd ThreadJoin ThreadStat time strtofcplx strtriml strtrimr strtrunc strtruncl strtruncpad strtruncr struct submat subscat substute subvec sumc sumr surface svd svdl svd2 svdcusv svds svdusv sysstate system timedt timestr timeutc title tkf2eps tkf2ps tkf2ps_margin tocart todaydt Reserved Words Appendix
88. s 35 and then created an instance of an sa structure a0 setting a0 s to a 3x2 matrix of sb structures The following would be legal struct sa sap sap amp aQ sap gt s 3 1 y rndn 3 3 16 2 3 Using Structure Pointers in Procedures Structure pointers are especially useful in cases where structures are passed into and out of procedures If a procedure takes a structure as an argument and modifies any members of that structure then it makes a local copy of the entire structure before modifying it Thus if you want to have the modified copy of the structure after running the procedure you need to pass the structure out of the procedure as one of its return arguments For example struct example_struct matrix x matrix y matrix Z Hr proc product struct example struct es es z es x es y retp es endp struct example_struct esl 16 13 sa1ni9nns GAUSS User Guide es1 x rndn 1000 109 esl y rndn 1000 1 esl product es1 In this example the structure es1 is passed into the procedure copied and modified The modified structure is then passed out of the procedure and assigned back to es1 Structure pointers allow you to avoid such excessive data copying and eliminate the need to pass a structure back out of a procedure in cases like this When you pass a structure pointer into a procedure and then modify a member of the structure that it references the actual structure is modi
89. screen When printing a large amount of data to the auxiliary output the window can be turned off using the command screen off This will make the process much faster especially if the auxiliary output is a disk file It is easy to forget to turn the window on again Use the end statement to terminate your programs end will automatically perform screen on and output off The following commands can be used to control printing to the auxiliary output 21 4 File I O format output outwidth printfm print screen Specify format for printing a matrix Open close rename auxiliary output file or device Set auxiliary output width Formatted matrix print Print matrix or string Turn printing to the window on and off This example illustrates printing a matrix to a file format rd 8 2 outwidth 132 output file myfile asc reset screen off print x output off screen on The numbers in the matrix x will be printed with a field width of 8 spaces per number and with 2 places beyond the decimal point The resulting file will be an ASCII data file It will have 132 column lines maximum A more extended example follows This program will write the contents of the GAUSS file mydata dat into an ASCH file called mydata asc If there is an existing file by the name of mydata asc it will be overwritten output file mydata asc reset screen off format rd 1 8 open fp mydata do until eof fp
90. sigma i 15 18 Working with Arrays amult W atranspose W 2 1 endfor for j 1 P 1 setarray sigma i getArray sigma i areshape amult amult getArray phi j getArray sigma i j getArray phi j 3 3 endfor endfor sigmai invpd sigma Indet In det sigma lnl 0 5 L N R asum 1n det sigmai 1 asum amult Camult E sigmai atranspose E 1 3 2 3 Putting the two code fragments above into loops that called them a hundred times and measuring the time produced the following results index operator 2 604 seconds getArray setArray 1 092 seconds Thus the getArray and setArray methods are more than twice as fast 15 3 1 loopnextindex Several keyword functions are available in GAUSS for looping with arrays The problem in the previous section for example can be written using these functions rather than with for loops Sigind r 1 Sigloop 15 19 s eJIy uw BUM IOM GAUSS User Guide sig8ind sigind 1 thetaind 1 thetaloop sig ind sigUind 1 W amult getArray theta thetaind atranspose getArray E sig0ind 2 1 setarray sigma sigind getArray sigma sigind amult W atranspose W 2 1 loopnextindex thetaloop thetaind aord sig ind sigind phiind 1 philoop sig0ind 1 sigGind 1 1 setarray sigma sigind getArray sigma sigind areshape amult amult getArray phi phiind getArray sigma sigUind getArray phi phiind 3 3 loopne
91. soDesso y 10413 GAUSS User Guide G0123 File handle not open The file handle does not refer to an open file G0124 readr call too large You are attempting to read too much in one call G0125 Read past end of file You have already reached the end of the file G0126 Error closing file G0127 File not open for write G0128 File already open G0129 File not open for read G0130 No output variables specified G0131 Can t create file too many variables G0132 Can t write disk probably full G0133 Function too long G0134 Can t seekr in this type of file G0135 Can t seek to negative row G0136 Too many arguments or misplaced assignment operator You have an assignment operator where you want a comparison operator or you have too many arguments 29 12 Error Messages G0137 G0138 G0139 G0140 G0141 G0142 G0143 G0144 G0145 G0146 G0147 G0148 G0149 G0150 G0151 Negative argument erf or erfc User keyword must have one argument Negative parameter Incomplete Beta Invalid second parameter Incomplete Beta Invalid third parameter Incomplete Beta Nonpositive parameter gamma NaN or missing value cdfchic Negative parameter cdfchic Second parameter lt 1 0 cdfchic Parameter too large Incomplete Beta Bad argument to trig function Angle too large to trig function Matrices not conformable For a description of the function or operator being used and c
92. text in the active window and replaces it with the text you entered in the Replace with field in the Search dialog box The search starts at the cursor position and continues to the end of the text in the active window The search can be case sensitive or case insensitive and the replacement can be unique or global Inserts the current time and date at the cursor position GAUSS uses the time and date that appears in the Microsoft Windows Date Time Properties window Introduction to the Windows Interface Go To Line Go To Next Bookmark Toggle Bookmark Edit Bookmarks Record Macro Clear Macros Moves the cursor to the specified line number Moves to the next bookmark in the program Sets or clears existing bookmarks from the program Opens the Edit Bookmarks window From the Edit Bookmarks window you can add remove or go to any set bookmark in a program Places a series of keystrokes into memory so that they can be called at a later date For more information about recording macros see UsiNG KEYSTROKE Macros Section 5 1 4 Clears macros from memory 4 1 3 View Menu The View menu lets you toggle the Main Toolbar the Status Bar the Working Directory Toolbar and the Debug Toolbar on or off Main Toolbar Status Bar Working Directory Debug Toolbar Window Toolbar Error Output Source View Toggles the Main toolbar on or off For more information about the Main toolbar see Marin TooLBA
93. the GAUSS amean function is not analogous This function takes a second argument that specifies on which dimension the mean is to be taken That dimension is then collapsed to a size of 1 Thus a areshape sega 1 1 24 21314 print a Plane 1 1 000 2 000 3 000 4 000 5 000 6 000 7 000 8 000 9 000 10 000 11 000 12 000 Plane 2 13 000 14 000 15 000 16 000 17 000 18 000 19 000 20 000 21 000 22 000 23 000 24 000 means computed across rows b amean a 1 print b Plane 1 2 500 6 500 10 500 Plane 2 14 500 15 31 s eJIy uw BUM IOM GAUSS User Guide 18 500 22 500 means computed down columns c amean a 2 print c Plane 1 5 000 6 000 7 000 8 000 Plane 2 17 000 18 000 19 000 20 000 J means computed along 3rd dimension d amean a 3 print d Plane 1 7 000 8 000 9 000 10 000 11 000 12 000 13 000 14 000 15 000 16 000 17 000 18 000 15 6 A Panel Data Model Suppose we have N cases observed at T times Let y be an observation on a dependent variable for the i case at time t X an observation of k independent variables for the i case at time t B a 15 32 Working with Arrays Kx1 vector of coefficients Then Yu Xi B ui En is a variance components model where u is a random error term uncorrelated with e but which is correlated within cases This implies an NTXNT residual moment matrix that
94. the desired object on the transparent graphic panel Use the draw procedure to draw it This graphic panel will act as a transparent overlay on top of the other graphic panels Transparent graphic panels can be used to add text or to superimpose one graphic panel on top of another 25 3 5 Using Graphic Panel Functions The following is a summary of the graphic panel functions begwind Graphic panel initialization procedure endwind End graphic panel manipulations display graphs window Partition window into tiled graphic panels makewind Create graphic panel with specified size and position setwind Set to specified graphic panel number 25 8 Publication Quality Graphics nextwind Set to next available graphic panel number getwind Get current graphic panel number savewind Save graphic panel configuration to a file loadwind Load graphic panel configuration from a file This example creates four tiled graphic panels and one graphic panel that overlaps the other four library pgraph graphset begwind window 2 2 0 Create four tiled graphic panels 2 rows 2 columns xsize 9 2 Create graphic panel that overlaps the tiled graphic panels ysize 6 855 2 makewind xsize ysize xsize 2 ysize 2 0 x sega 1 1 1000 Create X data y sin x 1 10 Create Y data setwind 1 Graph 1 upper left corner xy x y nextwind Graph 2 upper right corner logx x y n
95. the line of code currently highlighted by the debugger without entering the functions that are called 5 5 5 Viewing and Editing Variables GAUSS allows you to view and edit the values of variables during debugging Viewing Variable Values During Debugging Once the debugger is started the editor window uses floatover variable windows for viewing variable data Floatover variable windows give a quick view of the value a variable currently holds by simply moving your mouse over the variable name in the edit window The floatover variable window is only intended to give a quick view of the data so 1t may not show all data held by the variable If the variable data is incomplete the floatover variable window will display an arrow to show that there is more data If you need to view more data open the Matrix Editor by highlighting the variable name and pressing CTRL E Editing Variable Values During Debugging The debugger integrates the Matrix Editor to edit values of loaded variables or to use as a watch window to view the changing values of variables as you step through a program 5 9 IND SMOPUIM GAUSS User Guide To edit a variable value highlight the variable in the edit window or the Command Input Output window and then open the Matrix Editor You can use the menu or toolbar to start the Matrix Editor or simply type CTRL E Making a Watch Window You can make the Matrix Editor a Watch window allowing you to watch
96. the order they appear src_path can be defined in the GAUSS configuration file 19 1 S9118 1Q17 GAUSS User Guide 19 1 1 Forward References When the compiler encounters a symbol that has not previously been defined that is called a forward reference GAUSS handles forward references in two ways depending on whether they are left hand side or right hand side references Left Hand Side A left hand side reference is usually a reference to a symbol on the left hand side of the equal sign in an expression x 5 Left hand side references since they are assignments are assumed to be matrices In the statement above X is assumed to be a matrix and the code is compiled accordingly If at execution time the expression actually returns a string the assignment is made and the type of the symbol x is forced to string Some commands are implicit left hand side assignments There is an implicit left hand side reference to X in each statement below clear x load x open x myfile Right Hand Side A right hand side reference is usually a reference to a symbol on the right hand side of the equal sign in an expression such as 19 2 Libraries Z 6 y z dog print y In the program above since dog is not previously known to the compiler the autoloader will search for it in the active libraries If it is found the file containing it will be compiled If it is not found in a library
97. translating your main program file into a temporary file and then executing the temporary file A data loop may be placed only in the main program file Data loops in files that are include d or autoloaded are not recognized 23 1 doo gea GAUSS User Guide 23 1 Data Loop Statements A data loop begins with a dataloop statement and ends with an endata statement Inside a data loop the following statements are supported code delete drop extern keep lag listwise make outtyp recode select vector Create variable based on a set of logical expressions Delete rows observations based on a logical expression Specify variables NOT to be written to data set Allow access to matrices and strings in memory Specify variables to be written to output data set Lag variables a number of periods Control deletion of missing values Create new variable Specify output file precision Change variable based on a set of logical expressions Select rows observations based on a logical expression Create new variable from a scalar returning expression In any expression inside a data loop all text symbols not immediately followed by a left parenthesis C are assumed to be data set variable column names Text symbols followed by a left parenthesis are assumed to be procedure names Any symbol listed in an extern statement is assumed to be a matrix or string already in memory 23 2 Data Transformations
98. vec vecr Define output format for matrices string arrays and strings Write strings to a file Write strings to a file appending newlines Initialize matrices strings and string arrays Load a string or string array file fst file Print expressions to the printer Print global symbol table to the printer Print expressions on window and or auxiliary output Reshape a matrix or string array to new dimensions Save matrix string array string procedure function or keyword to disk and gives the disk file either a fmt fst or cg extension Display global symbol table Quick sort rows of matrix or string array based on character column Indicate whether variable passed as argument is matrix string or string array Indicate whether variables named in argument are strings string arrays matrices procedures functions or keywords Access the global variable named by a string array Assign the global variable named by a string array Stack columns of a matrix or string array to form a column vector Stack rows of a matrix or string array to form a column vector String arrays are created through the use of the string array concatenation operators Below is a contrast of the horizontal string and horizontal string array concatenation operators 10 25 s ejuawepuny ebenbue7 GAUSS User Guide age pay sex x y n sa x y n U BSX x 5 agepaysex sa age pay sex
99. will result in The statement let x 3 3 10 13 s ejuawepuny ebenbue7 GAUSS User Guide will result in gt Il ooo ooo ooo The statement letx 1234567809 will result in s OMmAANDNDNHPWN KE Complex constants can be entered in a let statement In the following example the or is not a mathematical operator but connects the two parts of a complex number There should be no spaces between the or and the parts of the number If a number has both real and imaginary parts the trailing i is not necessary If a number has no real part you can indicate that it is imaginary by appending the i The statement let x 2 2 1 2i 3 4 5 61 will result in 1 2 3 4 5 O 6i x 10 14 Language Fundamentals Complex constants can also be used with the declare con and stof statements An empty matrix is a matrix that contains no data Empty matrices are created with the let statement and braces x Empty matrices are supported by several functions including rows and cols and the concatenation operators x hsecQ hsec do until hsec hsec8 gt 6000 x x data in hsec hsec0 endo You can test whether a matrix is empty by entering rows x cols x and scalerr x If the matrix is empty rows and cols will return a 0 and scalerr will return 65535 The is the horizontal concatenation operator and the is the vertical concatenation op
100. window GAUSS maintains a list of all the windows you have opened at the end of the Window menu If the window you want to view is on this list click it and it becomes the active window The Help menu lets you access information in the GAUSS Help system The GAUSS Help menu contains the following Commands User s Guide Keyboard Reference Tip of the Day About GAUSS Accesses the online GAUSS Uszn s GUIDE Accesses the list of keystrokes you can use for cursor movement editing and text selection Accesses the online GAUSS LANGUAGE REFERENCE Which contains the syntax for each GAUSS command Displays a tip to help you make better use of the features available in the GAUSS Windows Interface Provides information about your version of GAUSS your license type and ID as well as copyright information 4 1 10 GAUSS Toolbars The toolbar buttons let you have fast access to the most commonly used commands Place the mouse pointer over the button to display a description of the command 4 10 Introduction to the Windows Interface New Run Main File Open Print Graphics Editor Stop Program Save Eus un Active File NDebug Main File SE NM m EI EI a 2 Cut I Source Main File List Test Compile Main FIIN Copy Browser Edit Main File Paste Run Selected Text Figure 4 2 Main Toolbar 4 1 11 Main Toolbar New Open Save Cut Copy Paste Print Help Source Browser Graphic
101. 0 15 2 4 getMatrix4D This is a specialized version of getMatrix for 4 dimensional arrays It behaves just like getMatrix but is dramatically faster for that type of array The following illustrates the difference in timing a arrayinit 100 100 10 10 1 t8 date for 1 1 100 1 for j 1 100 1 b ali j endfor endfor tl date el ethsec t6 t1 print el print t2 date for 1 1 100 1 15 13 s eJIy uw BUM IOM GAUSS User Guide for j 1 100 1 b getMatrix4d a i j endfor endfor t3 date e2 ethsec t2 t3 print e2 print print ftostrC 100 el e2 e1 percent difference 6 21 13 000008 5 0000000 percent difference 61 54 15 2 5 getScalar3D getScalar4D These are specialized versions of getMatrix for retrieving scalar elements of 3 dimensional and 4 dimensional arrays respectively They behave just like getMatrix with scalar results but are much faster For example a arrayinit 100 10 10 1 t8 date for 1 1 100 1 for j 1 10 1 for k 1 10 1 b alij kl endfor endfor endfor 15 14 Working with Arrays tl date el ethsec t6 t1 print el print t2 date for 1 1 100 1 for j 1 10 1 for k 1 10 1 b getscalar3d a i j k endfor endfor endfor t3 date e2 ethsec t2 t3 print e2 print print ftostrC 100 el e2 e1 percent difference 6 21 7 0000000 2 000000
102. 0 percent difference 71 43 15 2 6 putArray putArray enters a subarray matrix or scalar into an N dimensional array and returns the result in an array This function is much faster than the index operator but it requires the part of the array being assigned to be contiguous a arrayinit 3 2 2 3 putarray a 2 eye 2 o ll 15 15 s eJIy uw BUM IOM GAUSS User Guide print b Plane 1 3 0000 3 0000 3 0000 3 0000 Plane 2 1 0000 0 00000 0 00000 1 0000 Plane 3 3 0000 3 0000 3 0000 3 0000 15 2 7 setArray setArray enters a subarray matrix or scalar into an N dimensional array in place a arrayinit 3 2 2 3 setarray a 2 eye 2 print b Plane 1 3 0000 3 0000 3 0000 3 0000 Plane 2 1 0000 0 0000 0 0000 1 0000 15 16 Working with Arrays Plane 3 3 0000 3 0000 3 0000 3 0000 15 3 Looping with Arrays When working with arrays for loops and do loops may be used in the usual way In the following let Y be an Nx1XL array of L time series X an Nx1xK array of K independent variables Ba KXL matrix of regression coefficients phi a PXLxL array of garch coefficients theta a QxLxL array of arch coefficients and omega a LxL symmetric matrix of constants The log likelihood for a multivariate garch BEKK model can be computed using the index operator yord getOrders Y xord getOrders X gord getOrders phi aord getOrders t
103. 00 break break out of loop endif endo mean s count break jumps here 10 33 s eyueurepunJj oDenbue GAUSS User Guide for loop The fastest looping construct in GAUSS is the for loop for counter start stop step Statements endfor counter is the literal name of the counter variable start stop and step are scalar expressions start is the initial value stop is the final value and step is the increment break and continue are also supported by for loops For more information see for in the GAUSS LANGUAGE REFERENCE 10 8 2 Conditional Branching The if statement controls conditional branching if scalar expression statements elseif scalar expression Statements 10 34 Language Fundamentals else statements endif The scalar_expression is any expression that returns a scalar result The expression will be evaluated as TRUE if its real part is nonzero and FALSE if it is zero GAUSS will test the expression after the if statement If it is TRUE then the first list of statements is executed If it is FALSE then GAUSS will move to the expression after the first elseif statement if there is one and test it It will keep testing expressions and will execute the first list of statements that corresponds to a TRUE expression If no expression is TRUE then the list of statements following the else statement is executed After the appropriate list of statements is executed
104. 04 105 106 107 108 109 mNoaRWN O 000 Tp YTN XK ga 3 00 00 dH Uu 17 18 19 20 22 23 24 23 26 E ME E NE a 2 A 5 s uoy Reserved Words Appendix The following words are used for GAUSS functions You cannot use these names for variables or procedures in your programs abs acf aconcat acos aeye amax amean AmericanBinomCall AmericanBinomCall_Greeks AmericanBinomCall ImpVol AmericanBinomPut AmericanBinomPut Greeks AmericanBinomPut ImpVol AmericanBSCall AmericanBSCall Greeks AmericanBSCall ImpVol AmericanBSPut AmericanBSPut Greeks AmericanBSPut ImpVol amin amult and annualTradingDays arccos arcsin arctan B 1 SPIOM P9AJ9SDH GAUSS User Guide arctan2 areshape arrayalloc arrayindex arrayinit arraytomat asclabel balance band bandchol bandcholsol bandltsol bandrv bandsolpd bar calcbox call callexe cdfbeta cdfbvn cdfbvn2 cdfbvn2e cdfchic cdfchii cdfchinc cdffc cdffnc cdfgam cdfmvn asin asum atan atan2 atranspose axmargin base10 begwind besselj bessely box boxcox break cdfn cdfn2 cdfnc cdfni cdftc cdftci cdftnc cdftvn cdir ceil cfft cffti changedir chdir B 2 Reserved Words Appendix checkinterrupt chol choldn cholsol cholup chrs cint clear clearg close closeall cls cmsplit cmsplit2 code color cols colsf combinate combinated comlog commandeerm commande
105. 0644 6458 8444855 se eee ae 18 Multi Threaded Programming in GAUSS 18 1 The Funct ns lt i scs coe eee ee aa ee mcm Re 18 2 GAUSS Threading Concepts o a eee eee 17 1 17 6 17 7 18 1 18 3 Contents 18 3 Coding With Threads e e o 18 4 18 4 Coding Restrictions llle 18 6 19 Libraries 191 Autoloader as un 4 02 reia ra rss 19 1 19 1 1 Forward References o o o eee 19 2 19 1 2 The Autoloader Search Path o 19 3 19 2 Global Declaration Files o e 19 9 19 9 Iroubleshootllig e sd x ecd ou ada a Reg hU ne 19 12 19 2 1 RISING USES FICE 24 2 3 casacas de ER awe Ge BHA Re 19 13 20 Compiler 20 1 Compiling Programs x uox noe monem RR ewe ee Re ew ae Bad p ws 20 2 20 11 Gompilling aElle cerrara WAG dee RUE E 20 2 20 2 Saving the Current Workspace 000 eee eee 20 2 20 9 Debugging x em crm ee ree eR gt e e g Re none t 20 3 21 File I O 214 ASGIIENES 22x45 bee oe ede ee 3 m A 3 21 3 21 1 Mank Datas 4244444 e634 ds AAA EES 21 3 21 4 2 General File NO s o 4 ta 2404 4d RR dae Read ee MEER EES 21 6 21 2 DataSetS e sa sos Lem ew de ee paw pee ee RR e aw yp ee 21 7 221 Layout ire Ae eae ee ee Bee ek ee aR un 21 7 21 22 Creating DataSets cs on RAY REGE x RR 21 8 21 23 Heading amd WII us voor ne ERE YR xx ERE 21 8 21 2 4 Distinguishing Character and
106. 11 12 gt 11 11 gt 11 12 lt 11 10 lt 11 11 lt 11 10 lt 11 12 __altnam 33 241 __output 33 241 33 516 33 820 __title 33 241 __Tol 33 241 _eqs_IterInfo 33 241 _eqs_JacobianProc 33 241 _eqs_MaxIters 33 241 _eqs_StepTol 33 241 _eqs_TypicalF 33 241 _eqs_TypicalX 33 241 _loess_Degree 33 516 Index 1 xapul Index _loess_NumEval 33 516 _loess_Span 33 516 _loess_WgtType 33 516 _sqp_A 33 817 _sqp_B 33 817 _sqp_Bounds 33 818 _sqp_C 33 818 _sqp_D 33 818 _sqp_DirTol 33 819 _sqp_EqProc 33 817 _sqp_FeasibleTest 33 819 _sqp_GradProc 33 818 _sqp_HessProc 33 819 _sqp_IneqProc 33 818 _sqp_MaxIters 33 819 _sqp_ParNames 33 819 _sqp_PrintIters 33 819 _sqp_RandRadius 33 820 A abs 33 1 absolute value 33 1 acf 33 2 aconcat 15 4 33 3 additive sequence 33 768 aeye 15 6 33 5 algebra linear 32 5 amax 15 25 33 6 amean 15 25 33 8 AmericanBinomCall 33 10 AmericanBinomCall_Greeks 33 11 AmericanBinomCall_ImpVol 33 13 AmericanBinomPut 33 14 AmericanBinomPut_Greeks 33 15 AmericanBinomPut_ImpVol 33 17 AmericanBSCall 33 18 AmericanBSCall_Greeks 33 19 AmericanBSCall ImpVol 33 20 AmericanBSPut 33 21 AmericanBSPut Greeks 33 22 AmericanBSPut_ImpVol 33 23 amin 15 25 33 24 ampersand 11 17 amult 15 23 33 26 and 11 13 11 14 and 11 15 annualTradingDays 33 28 append ATOG command 28 3 arccos 33 29 arcsin 33 30 areshape
107. 15 loessmt 33 516 loessmtControlCreate 33 517 log coordinates 33 519 log factorial 33 500 log gamma 33 500 log 33 518 log base 10 33 518 log natural 33 494 logging commands 33 125 logical operators 11 13 loglog 33 519 logx 33 519 logy 33 520 looping 10 32 32 43 33 198 looping with arrays 15 17 loopnextindex 15 19 33 521 lower triangular matrix 33 523 lower 33 522 lowmat 33 523 lowmat1 33 523 1t 11 10 lt 11 11 ltrisol 33 524 LU decomposition 11 5 33 525 lu 33 525 lusol 33 526 M machEpsilon 33 526 machine epsilon 33 94 33 875 33 880 machine requirements 2 2 macros 5 2 magnification 25 29 make dataloop 33 527 makevars 33 527 makewind 33 529 margin 33 530 matalloc 33 531 matinit 33 532 matrices indexing 10 40 matrix conformability 11 1 Matrix Editor 6 1 matrix files 21 13 matrix manipulation 32 23 matrix creation 33 483 matrix empty 10 15 33 122 33 485 33 506 33 746 33 759 matrix ones 33 575 matrix zeros 33 954 mattoarray 15 28 33 532 maxbytes 33 537 maxc 33 533 maximizing performance 30 1 maximum element 33 533 maximum element index 33 534 maxindc 33 534 maxv 33 535 mbesseli 33 538 mean 33 541 meanc 33 541 median 33 541 memory 33 182 Index 13 xapul Index memory clear all 33 555 menus 4 1 menus graphics editor 26 4 mergeby 33 542 mergevar 33 543 mergin
108. 19 rndKMnb 33 721 rndKMp 33 722 rndKMu 33 723 rndKMvm 33 725 rndLCbeta 33 726 rndLCgam 33 727 rndLCi 33 729 rndLCn 33 731 rndLCnb 33 733 rndLCp 33 735 rndLCu 33 736 rndLCvm 33 738 rndmult 33 711 rndn 33 740 rndnb 33 741 rndp 33 742 rndseed 33 711 rndu 33 742 rndvm 33 744 rotater 33 744 round down 33 297 round up 33 104 round 33 745 rows 33 746 rowsf 33 747 rref 33 747 rules of syntax 10 37 run options 5 11 run 33 748 Run Time Library structures 17 1 running commands 5 4 running programs 5 5 S satostrC 33 750 save 33 751 saveall 33 753 saved 33 754 savestruct 33 755 savewind 33 756 saving the workspace 20 2 scalar error code 33 252 33 758 scalar expression 10 32 scale 33 756 scale3d 33 757 scalerr 33 758 scalinfnanmiss 33 760 scaling 33 756 33 757 scalmiss 33 761 schtoc 33 762 schur 33 763 scientific functions 32 1 screen 33 764 searchsourcepath 33 765 secondary section 10 5 seekr 33 766 select dataloop 33 767 selif 33 767 semicolon 10 2 seqa 33 768 seqm 33 768 sequence function 33 768 sequence functions 32 20 series functions 32 20 set difference function 33 771 setArray 15 16 setarray 33 770 setdif 33 771 setdifsa 33 772 Index 18 Index setvars 33 773 setvwrmode 33 774 setwind 33 774 shell 33 775 shi ftr 33 776 show 33 777 Simpson s method 33 447 sin 33 780 sine inverse
109. 2 and 3 are procedures that take a single argument The following code defines a procedure i that will return the value of the i procedure evaluated at x 10 42 Language Fundamentals nms amp f1 amp f2 amp f3 proc fi x i local f f nms i local f proc retp f x endp fi x 2 will return 2 x The ampersand is used to return the pointers to the procedures nms is a numeric vector that contains a set of pointers The local statement is used twice The first tells the compiler that f is a local matrix The i pointer which is just a number is assigned to f Then the second local statement tells the compiler to treat as a procedure from this point on thus the subsequent statement x is interpreted as a procedure call 10 43 a c c m 3 53 Q eQ a 3d 500 e E o Operators 11 1 Element by Element Operators Element by element operators share common rules of conformability Some functions that have two arguments also operate according to the same rules Element by element operators handle those situations in which matrices are not conformable according to standard rules of matrix algebra When a matrix is said to be EXE conformable it refers to this element by element conformability The following cases are supported matrix Op matrix matrix op scalar scalar op matrix matrix Op vector vector op matrix vector Op vector s10Je19ado GAUSS User Guide In a typi
110. 2 fcheckerr 33 278 fclearerr 33 279 feq 33 279 feqmt 33 281 fflush 33 283 fft 33 283 fft 33 283 ffti 33 284 fftm 33 285 fftmi 33 288 fftn 33 290 fge 33 279 fgemt 33 281 fgets 33 292 fgetsa 33 293 fgetsat 33 293 fgetst 33 294 fgt 33 279 fgtmt 33 281 file formats 21 14 file handle 33 150 33 578 file management graphics editor 26 16 fileinfo 33 295 files 21 3 files binary 21 15 files matrix 21 13 files string 21 16 filesa 33 296 finance functions 32 21 fle 33 279 flemt 33 281 floor 33 297 flow control 10 31 flt 33 279 fltmt 33 281 fmod 33 298 fn 33 299 fne 33 279 fnemt 33 281 fonts 0 1 33 300 fonts 33 299 fopen 33 300 for 33 302 Foreign Language Interface 22 1 format 33 304 formatcv 33 311 formatnv 33 312 forward reference 19 2 Fourier transform 33 283 Fourier transform discrete 33 191 33 192 fourier transforms 32 10 fputs 33 313 fputst 33 314 Index 8 Index fseek 33 314 fstrerror 33 316 ftell 33 317 ftocv 33 317 ftos 33 318 ftostrC 33 322 function 10 37 33 458 33 620 functions 32 45 fuzzy conditional functions 32 12 G gamma function 33 323 gamma 33 323 gamma incomplete 33 82 gamma log 33 500 gammacplx 33 324 gammaii 33 325 GAUSS Data Archives 21 11 21 24 32 33 GAUSS Source Browser 8 1 Gauss Legendre quadrature 33 439 gausset 31 6 33 325 gdaAppend 33 326 gd
111. 23 2 Using Other Statements All program statements in the main file and not inside a data loop are passed through to the temporary file without modification Program statements within a data loop that are preceded by a are passed through to the temporary file without modification The user familiar with the code generated in the temporary file can use this to do out of the ordinary operations inside the data loop 23 3 Debugging Data Loops The translator that processes data loops can be turned on and off When the translator is on there are three distinct phases in running a program Translation Translation of main program file to temporary file Compilation Compilation of temporary file Execution Execution of compiled code 23 3 1 Translation Phase In the translation phase the main program file is translated into a temporary file Each data loop is translated into a procedure and a call to this procedure is placed in the temporary file at the same location as the original data loop The data loop itself is commented out in the temporary file All the data loop procedures are placed at the end of the temporary file Depending upon the status of line number tracking error messages encountered in this phase will be printed with the file name and line numbers corresponding to the main file 23 3 2 Compilation Phase In the compilation phase the temporary file is compiled Depending upon the status of line number tracking error mes
112. 33 904 typef 33 905 U unconditional branching 10 35 underdetermined 33 564 33 569 union 33 906 unionsa 33 907 unigindx 33 908 uniqindxsa 33 909 unique 33 910 Index 21 xapul Index uniquesa 33 911 until 33 198 upmat 33 912 upmat 1 33 912 upper triangular matrix 33 912 upper 33 913 use 33 913 user defined function 33 458 33 620 utctodt 33 915 utctodtv 33 916 utrisol 33 917 V vals 33 918 varget 33 919 vargetl 33 920 variable names 33 365 33 366 variance 33 212 33 214 variance covariance matrix 33 564 33 570 33 926 varindxi 33 577 varmall 33 921 varmares 33 022 varput 33 922 varputl 33 924 vartypef 33 925 vem 33 926 vems 33 926 vcx 33 926 vcxs 33 926 vec vecr 33 927 vech 33 928 vector dataloop 33 929 vectors 10 40 vget 33 930 view 33 930 viewing graphics 3 2 viewing variables 6 3 viewxyz 33 931 vlist 33 932 vnamecv 33 932 volume 33 933 vput 33 933 vread 33 934 vtypecv 33 935 W wait 33 935 waitc 33 935 walkindex 33 936 watch variables 6 3 watch window 5 10 weighted count 33 146 while 33 198 window 21 4 window 33 937 window clear 33 118 workbox 33 931 33 933 workspace 33 182 33 778 writer 33 938 X xlabel 33 939 xlsGetSheetCount 33 940 xlsGetSheetSize 33 941 xlsGetSheetTypes 33 941 xlsMakeRange 33 942 xlsReadM 33 943 xlsReadSA 33 944 xlsWrite
113. 460 lagn 33 460 lambda 33 78 lapeighb 33 461 lapeighi 33 462 lapeigvb 33 463 lapeigvi 33 465 lapgeig 33 466 lapgeigh 33 467 lapgeighv 33 468 lapgeigv 33 469 lapgschur 33 478 lapgsvdcst 33 470 lapgsvds 33 473 lapgsvdst 33 475 lapsvdcusv 33 479 lapsvds 33 481 lapsvdusv 33 482 le 11 10 1le 11 12 least squares 11 5 least squares regression 33 562 33 566 left hand side 19 2 legend 25 22 let 33 483 lib 33 488 libraries 19 1 32 46 libraries active 33 490 Library Tool 7 1 library 33 489 line numbers 33 492 line thickness 25 16 25 20 25 25 line type 25 25 linear algebra 32 5 linear equation 33 784 linear equation solution 11 5 lines 25 21 25 22 25 24 linesoff 33 492 lineson 33 492 linsolve 33 493 listwise dataloop 33 494 listwise deletion 33 212 33 214 33 550 33 591 literal 10 23 11 19 In 33 494 Incdfbvn 33 495 Incdfbvn2 33 496 Incdfmvn 33 498 Incdfn 33 498 Incdfn src 33 84 33 97 Incdfn2 33 499 Incdfnc 33 500 Infact 33 500 Ingammacp1x 33 501 Inpdfmvn 33 502 Inpdfmvt 33 503 Inpdfn 33 503 Inpdft 33 504 load 33 505 loadarray 33 510 loadd 33 512 Index 12 Index loadf 33 505 loadk 33 505 loadm 33 505 loadp 33 505 loads 33 505 loadstruct 33 513 loadwind 33 513 local variable declaration 12 3 local variables 10 8 12 3 33 514 local 12 2 33 514 locate 33 515 loess 33 5
114. 5 1 2 aconcat aconcat creates arrays from conformable sets of matrices or arrays With this function contents are completely specified by the user This example tries three concatenations one along each 15 4 Working with Arrays dimension rndseed 345678 x1 rndn 2 2 x2 arrayinit 2 2 1 along the first dimension or rows a aconcat xl x21 print a 0 4300 0 2878 1 0000 1 0000 0 1327 0 0573 1 0000 1 0000 along the second dimension or columns a aconcat x1 x2 2 print a 0 4300 0 2878 0 1327 0 0573 1 0000 1 0000 1 0000 1 0000 px along the third dimension a aconcat x1 x2 3 print a Plane 1 15 5 s eJIy uw BUM IOM GAUSS User Guide 0 4300 0 2878 0 1327 0 0573 Plane 2 1 0000 1 0000 1 0000 1 0000 15 1 3 aeye aeye creates an array in which the principal diagonal of the two trailing dimensions is set to one For example ord 2 3 3 a aeye ord print a Plane 1 1 00000 0 00000 0 00000 0 00000 1 00000 0 00000 0 00000 0 00000 1 00000 Plane 2 1 00000 0 00000 0 00000 0 00000 1 00000 0 00000 0 00000 0 00000 1 00000 15 1 4 arrayinit arrayinit creates an array with all elements set to a specified value For example ord 3 2 3 15 6 Working with Arrays a arrayinit ord 1 print a Plane 1 1 0000 1 0000 1 0000 1 0000 Plane 2 1 0000 1 0000 1 0000 1 0000
115. 6 Graphics Editor 26 2 7 Export menu commands The Export menu offers the following commands see FILE MANAGEMENT Section 26 3 for more detailed information on each Encapsulated Writes an Encapsulated Postscript file Postscript JPEG Image Writes a JPEG compressed image file Windows Writes a Windows Enhanced Metafile Metafile 26 2 8 Help menu commands The Help menu offers the following commands which provide you assistance with this application Help Topics Displays the opening screen of Help From the opening screen you can jump to step by step instructions for using the graphics editor and various types of reference information Once you open Help you can click the Contents button whenever you want to return to the opening screen About Displays the copyright notice and version number of this application 26 2 9 Object Action Context Menu Once an object has been selected its action context menu may be displayed by right clicking inside the object The following actions may be selected from this menu Refresh Redraws the object 26 7 10 Ip3 soiudeiy GAUSS User Guide Cut Copy Delete Z Order Edit Deselect Properties Removes the currently selected data from the document and put it on the clipboard This command is unavailable if there is no data currently selected Cutting data to the clipboard replaces the contents previously stored there Copies currently selected data onto
116. 6 It consists of the string terminated with a null byte The size of the file is the 16 byte header plus the length of the string and null byte rounded up to the next 8 byte boundary 21 5 5 Small Data Set v89 Obsolete All data sets are created with create v89 data sets consist of two files one dht contains the header information the second dat contains the binary data The data will be one of three types 21 17 O I 9113 GAUSS User Guide 8 byte IEEE floating point 4 byte IEEE floating point 2 byte signed binary integer twos complement Numbers are stored row by row The dht file is used in conjunction with the dat file as a descriptor file and as a place to store names for the columns in the dat file Data sets with up to 8175 columns have a dht file formatted as follows Offset Description 0 1 DADA hex identification flag 2 5 reserved all 0 s 6 7 columns unsigned 2 byte integer 8 9 row size in bytes unsigned 2 byte integer 10 11 header size in bytes unsigned 2 byte integer 12 13 data type in dat file 2 4 8 unsigned 2 byte integer 14 17 reserved all 0 s 18 21 reserved all O s 22 23 control flags unsigned 2 byte integer 24 127 reserved all 0 s Column names begin at offset 128 and are stored 8 bytes each in ASCII format Names with less than 8 characters are padded on the right with bytes of 0 The number of rows in the dat file is calculated in GAUSS using the file size
117. 67420 0 545715 1 273839 0 697932 0 220956 0 810306 2 081371 1 086625 0 367896 0 468893 1 380549 0 587850 0 663834 0 501997 1 161872 0 790847 0 963507 1 433578 1 524267 0 621958 0 922859 0 333411 0 421978 1 621670 0 300518 1 764253 0 938587 0 177002 0 756723 0 193889 0 541515 0 080564 1 906603 0 327855 1 023495 0 085362 0 001252 0 059547 1 075533 0 424191 1 648687 1 893974 1 204153 0 206388 1 271439 0 527388 0 543007 1 307583 1 207785 1 319452 1 172313 1 575035 0 288744 0 485703 1 478021 2 458355 0 663845 1 214584 1 427925 0 159592 1 876784 0 140758 0 773888 0 323972 0 668909 1 281200 0 783832 0 086262 0 764467 0 839743 0 448715 0 908994 0 430262 0 688029 0 661764 0 982795 0 024450 0 805820 0 647185 0 871597 0 607500 0 278373 1 029881 0 603642 0 242880 0 221217 0 639253 0 700970 1 922023 0 148534 0 538206 R1 ct Figure 6 1 Matrix Editor 6 2 Matrix Editor 6 1 2 Viewing Variables All variables are treated as matrices in GAUSS A scalar is simply a 1x1 matrix A vector is a Nx1 or 1xN matrix So you can use the Matrix Editor to view and monitor the value of any variable You can update the value of a variable at any time by using the Reload function When using the Matrix Editor to view edit or monitor smaller matrices you can minimize space it occupies on the screen by selecting Minimal View from the View menu By using the Auto reload function GAUSS will aut
118. 8 5 6 10 12 21 24 28 32 10 16 20 32 12 18 24 36 The input matrices x and y must have the same number of rows The result will have cols x cols y columns 10 e19dQ GAUSS User Guide 11 2 2 Other Matrix Operators Transpose operator Yun The columns of y will contain the same values as the rows of x and the rows of y will contain the same values as the columns of x For complex matrices this computes the complex conjugate transpose If an operand immediately follows the transpose operator the will be interpreted as Thus y x x is equivalent to y x x Bookkeeping transpose operator y x This is provided primarily as a matrix handling tool for complex matrices For all matrices the columns of y will contain the same values as the rows of x and the rows of y will contain the same values as the columns of x The complex conjugate transpose is NOT computed when you use If an operand immediately follows the bookkeeping transpose operator the will be interpreted as Thus y x x is equivalent toy x x Vertical concatenation z xy IS dob m ae y27 89 12 3 z 4 5 7 8 9 Operators Horizontal concatenation Z xy 12 el 4 5 6 57 g 1256 Z 3478 11 3 Relational Operators For details on how matrix conformability is defined for element by element operators see ELEMENT BY ELEMENT OPERATORS Section 11 1 Each of these operators has two
119. 9 0000 10 000 11 000 12 000 15 4 4 getDims This function returns the number of dimensions of an array a arrayinit 4 4 5 2 0 print getdims a 4 00 15 4 5 getOrders This function returns the sizes of each dimension of an array The length of the vector returned by getOrders is the dimension of the array a arrayinit 4 4 5 2 0 print getOrders a 15 27 s eJIy uw BUM IOM GAUSS User Guide 15 4 6 arraytomat This function converts an array with two or fewer dimensions to a matrix a arrayinit 2 2 0 b arraytomat a type a 21 000 type b 6 0000 15 4 7 mattoarray This function converts a matrix to an array b rndn 2 2 a mattoarray b type b 6 0000 type a 21 000 15 5 Using Arrays with GAUSS functions Many of the GAUSS functions have been re designed to work with arrays There are two general approaches to this implementation There are exceptions however and you are urged to refer to the documention if you are not sure how a particular GAUSS function handles array input 15 28 Working with Arrays In the first approach the function returns an element by element result that is strictly conformable to the input For example cdfnc returns an array of identical size and shape to the input array a areshape seqa 2 5 12 2 3 2 b cdfnc a print b Plane 1 0 9772 0 9331 0 8413 0 6914 0 5000 0 3085 Plane 2 0 1586 0 0668 0 0227
120. 92 Obsolete Offset Description 0 3 always 0 4 7 always OXEECFCFCF 21 20 File I O Offset Description 8 11 reserved 12 15 reserved 16 19 reserved 20 23 size of string in units of 8 bytes 24 27 length of string plus null terminator in bytes 28 127 reserved The size of the data area is always divisible by 8 and is padded with nulls if the length of the string is not evenly divisible by 8 If the length of the string is evenly divisible by 8 the data area will be the length of the string plus 8 The data area follows immediately after the 128 byte header 21 5 9 Data Set v92 Obsolete Offset Description 0 3 always 0 4 7 always OXEECACACA 8 11 reserved 12 15 reserved 16 19 reserved 20 23 rows in data set 24 27 columns in data set 28 3 0 real data set 1 complex data set 32 35 type of data in data set 2 4 or 8 36 39 header size in bytes is 128 columns 9 40 127 reserved The variable names begin at offset 128 and are stored 8 bytes each in ASCII format Each name corresponds to one column of data Names less than 8 characters are padded on the right with bytes of zero The variable type flags immediately follow the variable names They are 1 byte binary integers one per column padded to an even 8 byte boundary A 1 indicates a numeric variable and a O indicates a character variable 21 21 O I 9113 GAUSS User Guide The contents of the data set follow the header and st
121. B i ehh teehee RUE Ep ew OS wok ee e hoy y po 3 3 4 tono ECTS 34 Debugging ss xoa omm eme eee A ae See we 3 4 1 General FUNCIONS uu en mne on meon mo om om p ed 3 4 2 Listing FUNCIONS vu eem ai a o Romo sx mom RR n 3 4 3 Execution FUMCHONS s a s m uem Ae Row mom RR emm Re d 3 4 4 View Commands 222r 3 4 5 Breakpoint Commands l lens 1 1 1 2 2 1 2 2 2 2 2 2 2 2 3 2 3 2 3 2 3 3 3 5 3 5 3 5 3 6 3 7 3 7 3 9 3 9 GAUSS User Guide 4 4 1 5 5 1 Due Introduction to the Windows Interface GAUSS Menus aaa ls sers 4 1 1 File MEN zu oh eR a Saw ae ie Ee Res A ag CRUS x 4 1 2 Edit Menu 2 2 2 sr rss 4 1 3 MEA 4 1 4 Configure Menu llle 41 5 RUMMENU P C nm 4 1 6 Debug Menu llle 4 1 7 TOS Memis dusk ise o den cou Sound decur ud 4 1 8 Window Menu ees 4 1 9 Help Menu isa 2 tae Gone dt ee ae nem cx narum ho ue Aue e 4 1 10 GAUSS Toolbars 22e AT cMalmToobaF 236m 246i 82620448 264684 ES 4 1 12 Working Directory Toolbar llle 4113 Debug Toolbar x 4 20004 ncm RR Rem Rm eae oe xU ec Paw E RR 4 1 14 Window Toolbar ccrrrn 44 15 Status Bar s im creo RR a Roo A XS RES 44516 GAUSS Stats 2 icem ego A eae a YO a ges Using the Windows Interface Using the GAUSS Edit Windows lll 5 11 Editing Programs um kia xoci x Rx Rm A RR
122. DA os doo A da 4 11 4 3 Working Directory Toolbar lll 4 12 4 4 Debug Toolbar uox gom Rm RO Ro xo m moe oe ee gs 4 13 4 5 Window Toolbar moo mom mcm om RO RE E mne Om Rm meg es 4 14 46 StatusBatr sre x RR xm ok RE Rm EUR RR m RR 4 15 6 1 Matix Edir a mo 42265 24 08 a6 Dee Rok Ron E RAE RBS le as 6 2 VS MDG NGO P 7 2 8 1 Source BrOWSOf ok e da oe o9 women sm e X oko RB 3 35 Due RE eo 8 3 16 1 Structure tree forel 2 2 22 co RR xr a 16 7 26 1 Graphics Editor Workspace e ee 26 2 26 2 CiraphiesJEditor TODIDA x s s eam A P 26 3 26 3 Graphies Editor Status Bar oa A em RS 26 3 xix Introduction 1 1 Product Overview GAUSS isa complete analysis environment suitable for performing quick calculations complex analysis of millions of data points or anything in between Whether you are new to computerized analysis or a seasoned programmer the GAUSS family of products combine to offer you an easy to learn environment that is powerful and versatile enough for virtually any numerical task Since its introduction in 1984 GAUSS has been the standard for serious number crunching and complex modeling of large scale data Worldwide acceptance and use in government industry and the academic community is a firm testament to its power and versatility The GAUSS System can be described several ways It is an exceptionally efficient number cruncher a comprehensive programming lan
123. E term 2 1 paviels Buna GAUSS User Guide 2 2 Installation Under Windows 2 2 1 Machine Requirements e A Pentium or AMD computer or equivalent e Operating System and Memory RAM requirements Windows NT4 0 SP6 IE4 0 32 MB minimum 256 MB recommended Windows 2000 64 MB minimum 256 MB recommended Windows XP 128 MB minimum 256 MB recommended e Minimum of 100 MB free hard disk space more may be needed depending on the size of matrices and the complexity of the program e Monthly defragmenting is recommended 2 2 2 Installation from Download For download instructions email infoQGaptech com 2 2 3 Installation from CD Insert the GAUSS compact disc into the CD ROM drive and setup should start automatically If setup does not start automatically click Start then click Run Type D setup exe in the dialog box where D is the drive letter of the CD ROM drive You can use this procedure for the initial installation of GAUSS and for additions or modifications to GAUSS components To receive a license and license installation instructions email license aptech com 2 2 Using the Command Line Interface TGAUSS is the command line version of GAUSS The executable file tgauss is located in the GAUSS installation directory The format for using TGAUSS is tgauss flag s program program b 1 logfile e expression Execute file in batch mode and then exit You can exe
124. EuropeanBinomPut EuropeanBinomPut Greeks EuropeanBinomPut ImpVol EuropeanBSCall EuropeanBSCall Greeks EuropeanBSCall ImpVol EuropeanBSPut EuropeanBSPut Greeks EuropeanBSPut ImpVol exctsmpl exec execbg exp expr external eye fftmi fftn fge fgemt fgets fgetsa fgetsat fgetst B 5 SPIOM P9A9SDH GAUSS User Guide fgt fgtmt fileinfo files filesa fix fle flemt floor flt fltmt fmod fn fne fnemt font fontload gamma gammaii gausset gdaappend gdacreate gdadstat gdadstatmat gdagetindex gdagetname gdagetnames gdagetorders gdagettype gdagettypes gdagetvarinfo gdaiscplx gdapack fonts fontunload fontunloadall fopen for format formatcv formatnv fputs fputst fseek fstrerror ftell ftocv ftos ftostrc gdaread gdareadbyindex gdareadsome gdareportvarinfo gdaupdate gdaupdateandpack gdawrite gdawritesome gdtfastcat ge getarray getdims getf getmatrix getmatrix4d getname B 6 Reserved Words Appendix getnamef getNextTradingDay getNextWeekDay getnr getnrmt getorders getpath getPreviousTradingDay getPreviousWeekDay getscalar3d getscalar4d getwind hardcopy hasimag header headermt hess hessMT hessMTg hessMTgw if imag indcv indexcat indices indices2 indicesf indicesfn gosub goto gradMT gradMTm gradp graph graphgpg graphinit graphprt graphset graphsev3 gt hessMTm hessMTmw hessMTw hessp hist histf histp hsec i
125. F gt position 1 The ATOG command file is xlod cmd 10 20 30 31 32 28 13 DOLV GAUSS User Guide input gauss dat xlod asc output xlod2 invar record 32 1 3 client 2 zone 1 reg 20 5 zip The output data set will contain the following information name client client2 zone reg ZIP case 1 AEG DRF CST y 60631 case 2 EDJ TAJ PST n 98064 case 3 GWD NAD MST y 59725 type char char char char numeric The data set is double precision since character data is explicitly specified Example 3 The third example is a hard delimited ASCII file called cplx asc The file contains six columns of ASCII data 456 4 345 2 533 2 345 5 524 5 257 6 624 3 639 5 826 5 331 4 602 3 333 4 342 1 816 7 452 6 The ATOG command file is cp1x cmd input gauss cplx asc output cplx invar delimit cvar 3 complex The output data set will contain the following information 935 3 376 4 690 8 name cvarl cvar2 cvar3 case 1 456 4 345 21 533 2 345 51 case 2 257 6 624 31 639 5 826 51 case 3 602 3 333 4i 342 1 816 7i 524 5 935 31 331 4 376 41 452 6 690 81 type numeric numeric numeric 28 14 ATOG The data set defaults to single precision since no character data is present and no outtyp command is specified 28 4 Error Messages atog atog atog atog atog atog atog atog Can t find input fi
126. For example you could define the default graphics page size as define hpage 9 define vpage 6 10 6 Language Fundamentals and then write your program using hpage and vpage GAUSS will replace them with 9 0 and 6 855 when it compiles the program This makes a program much more readable The ifdef felse fendif directives allow you to conditionally compile sections of a program depending on whether a particular flag variable has been define d For example ifdef log_10 y log x else y ln z endif This allows the same program to calculate answers using different base logarithms depending on whether or not the program has a define log_10 statement at the top undef allows you to undefine text replacement or flag variables so they no longer affect a program or so you can define them again with a different value for a different section of the program If you use definecs to define a case sensitive variable you must use the right case when undef ing it With lineson linesoff srcline and srcfile you can include line number and file name records in your compiled code so that run time errors will be easier to track down srcline and srcfile are currently used by GAUSS when doing data loop translation For more information on line number tracking see DEBUGGING Section 20 3 and see DEBUGGING Data Loops Section 23 3 See also lineson in the GAUSS LANGUAGE REFERENCE The syntax for srcfi
127. GAUSS User Guide Aptech Systems Inc Mathematical and Statistical System Information in this document is subject to change without notice and does not represent a commitment on the part of Aptech Systems Inc The software described in this document is furnished under a license agreement or nondisclosure agreement The software may be used or copied only in accordance with the terms of the agreement The purchaser may make one copy of the software for backup purposes No part of this manual may be reproduced or transmitted in any form or by any means electronic or mechanical including photocopying and recording for any purpose other than the purchaser s personal use without the written permission of Aptech Systems Inc Copyright Aptech Systems Inc Black Diamond WA 1984 2009 All Rights Reserved Worldwide SuperLU Copyright 2003 The Regents of the University of California through Lawrence Berkeley National Laboratory subject to receipt of any required approvals from U S Dept of Energy All Rights Reserved See GAUSS Software Product License for additional terms and conditions TAUCS Version 2 0 November 29 2001 Copyright 2001 2002 2003 by Sivan Toledo Tel Aviv University stoledo tau ac il All Rights Reserved See GAUSS Software License for additional terms and conditions Econotron Software Inc beta polygamma zeta gammacplx Ingammacplx erfcplx erfccplx psi gradcp hesscp Functions Copyright 2009 b
128. GE numeric 3 X001 numeric 4 X003 numeric 5 VARO1 numeric 6 VARO2 numeric 7 VARO3 numeric 8 VARO4 numeric 9 VAROS numeric 10 VARO6 numeric 11 VARO7 numeric N VARO8 numeric outvar is not used with packed ASCII files preservecase Optional preserves the case of variable names The default is nopreservcase which will force variable names for numeric variables to upper case and character variables to lower case 28 3 Examples Example 1 The first example is a soft delimited ASCII file called agex1 asc The file contains seven columns of ASCII data 28 12 ATOG Jan 167 3 822 4 6 34E06 yes 84 3 100 4 Feb 165 8 987 3 5 63E06 no 22 4 65 6 Mar 165 3 842 3 7 34E06 yes 65 4 78 3 The ATOG command file is agex1 cmd input gauss agex1 asc output agexl invar month temp pres vol true var 02 outvar month true temp pres vol The output data set will contain the following information name month true TEMP PRES VOL casel Jan yes 167 3 822 44 6 34e 6 case2 Feb no 165 8 987 3 5 63e 6 case3 Mar yes 165 3 842 3 7 34e 6 type char char numeric numeric numeric The data set is double precision since character data is explicitly specified Example 2 The second example is a packed ASCII file xlod asc The file contains 32 character records AEGDRFCSTy02345678960631567890 lt CR gt lt LF gt EDJTAJPSTn12395863998064839561 lt CR gt lt LF gt GWDNADMSTy19827845659725234451 lt CR gt lt L
129. Indented below the filename are the symbols included in the file There can be multiple symbols listed on a line with spaces between The symbol type follows the symbol name with a colon delimiting it from the symbol name The valid symbol types are fn user defined single line function keyword keyword proc procedure matrix matrix numeric or character array N dimensional array string string sparse matrix sparse matrix struct structure A structure is always denoted by struct followed by the structure type name If the symbol type is missing the colon must not be present and the symbol type is assumed to be proc Both library files below are valid Example 1 19 6 Libraries Example 2 we math wx This library lists files and procedures for mathematical routines norm src onenorm proc infnorm proc Enorm proc complex src cmmult proc cmdiv proc cmadd proc cmsoln proc poly src polychar proc polyroot proc polymult proc wa math wx This library lists files and procedures for mathematical routines c gauss src norm src onenorm proc infnorm proc Enorm proc c gauss src complex src cmmult proc cmdiv proc cmadd proc cmsoln proc c gauss src fcomp src feq proc fne proc flt proc fgt proc fle proc 19 7 S9118 1Q17 GAUSS User Guide fge proc c gauss src fcomp dec _fcmptol matrix Once the autoloader finds via the li
130. Mx7 matrix M extra symbols will be plotted M 1 x location M 2 y location M 3 symbol type see _pstype earlier M 4 symbol height If this is O a default height of 5 0 will be used M 5 symbol color see Corons Section 25 5 M 6 type of coordinates 1 plot coordinates 2 inchcoordinates M 7 line thickness A value of zero is normal line width Mx7 matrix for plotting extra symbols on a 3 D surface or xyz graph M 1 x location in plot coordinates M 2 y location in plot coordinates M 3 z location in plot coordinates M 5 symbol height If this is O a default height of 5 0 will be used M 6 symbol color see Corons Section 25 5 M 4 symbol type see _pstype earlier M 7 line thickness A value of 0 is normal line width Use psym for plotting extra symbols in inch coordinates scalar or Kx1 vector symbol size for the symbols on the main curves This is NOT related to _psym If 0 a default size of 5 0 is used string name of Tektronix format graphics file This must have a tkf extension If this is set to a null string the graphics file will be suppressed The default is graphic tkf scalar If 1 tick marks point outward on graphs Default is 0 scalar the height of the title characters in inches If this is O a default height of approx 0 13 inch will be used 25 28 Publication Quality Graphics _pversno _pxpmax _pxsci
131. R Section 4 1 11 The Status Bar is located along the bottom of the GAUSS window For more information about the status bar see Starus Bar Section 4 1 15 Toggles the Working Directory toolbar on or off For more information about the working directory toolbar see WORKING DIRECTORY TOOLBAR Section 4 1 12 Toggles the Debug toolbar on or off For more information about the Debug toolbar see DEBUG TooLBAR Section 4 1 13 Toggles the Window toolbar on or off For more information about the Window toolbar see Winpow TooLBAR Section 4 1 14 Opens or closes the Error Output window Displays or undisplays the Source Symbols window 4 5 oanuj IND SMODpUIA GAUSS User Guide 4 1 4 Configure Menu The Configure menu lets you customize the GAUSS environment Preferences Editor Properties 4 1 5 Run Menu Opens the General Preferences window From the General Preferences window you can define Run options Compile options DOS window options and Autosave options For more information on configuring GAUSS General Preferences see PREFERENCES D1ALoc Box Section 5 6 1 Opens the Editor Properties window From the Editor Properties window you can define colors and fonts the language syntax tabs or general editor properties For more information on configuring editor properties see EDITOR PROPERTIES Section 5 6 2 The Run menu lets you run the code you have entered a block of code you selected or the active f
132. RENCE Chapter 33 for detailed information on each command 13 3 Sparse Support in Matrix Functions and Operators Support for the sparse matrix data type has also been added to many matrix functions and operators The following is a complete list of the matrix functions and operators that currently support the new sparse matrix type 13 3 S IMPN s eds GAUSS User Guide lt abs cols gt maxc o gt minc gt print gt rows lt scalerr x show lt type Indexing is also supported for sparse matrices using the same syntax as matrix indexing Note that printing a sparse matrix results in a table of the non zero values contained in the sparse matrix followed by their corresponding row and column indices respectively 13 3 1 Return Types for Dyadic Operators The types of the returns for the dyadic operators were decided on a case by case basis using the following general principles 1 The return type for dyadic operations on two dense arguments is always dense 2 The return type for dyadic operations on two sparse arguments is always sparse unless the result is likely to be significantly less sparse than the sparse arguments 3 The return type for dyadic operations on a dense argument and a sparse argument regardless of order is dense unless the return is likely to be at least as sparse as the sparse argument These general principles have led to the following decisions r
133. RO 51 2 Using Bookmarks 2 222644 er de eek be bi wed eda ed 5 1 9 Changing the Editor Properties ls 5 1 4 Using Keystroke Macros llle 51 5 Using Margin Functions o c s s s sacre e eee 5 1 6 Editing with Split Views 0 o o FAF Finding and Replacing Text aoaaa aa a 5 1 8 Running Selected Text o 0 e Using The Command Input Output Window 5 2 1 Running Commands llle 4 1 4 1 4 4 4 5 4 6 4 6 4 7 4 8 4 9 4 10 4 10 4 11 4 12 4 13 4 14 4 15 4 15 5 1 5 2 5 2 5 2 5 3 5 3 5 3 5 4 5 4 vi Contents 5 3 5 4 5 5 5 6 5 7 5 2 2 Running Programs in Files lle Using Source View cus koc a ke ds a bb ed 5 3 1 Source Tab uus Room saaa aaa mom ROS A REA TR 5 9 2 SVMDOIS Tab 42 4 ede Eases e Eum ne ALORS a Ee Re Using the Error Output Window llle Using The Debugger lt si roses ut iu IB ea ii 5 5 1 Starting and Stopping the Debugger 5 5 2 Using BEeakpolhtS co oye Enc nb YR ROS Y ELE eon 5 5 3 Setting and Clearing Breakpoints ls 5 5 4 Stepping Through a Program o 5 5 9 Viewing and Editing Variables 0 2 Customizing GAUSS o 5 6 1 Preferences Dialog Box o eee 5 6 2 Editor Properties o e ee
134. String Constant G0421 Command not supported in Run Time Module G0428 Cannot use debug command inside program G0429 Invalid number of subdiagonals G0431 Error closing dynamic library G0432 Error opening dynamic library G0433 Cannot find DLL function G0434 Error opening default dynamic library G0435 Invalid mode 29 22 Error Messages G0436 G0437 G0438 G0439 G0440 G0441 G0442 G0445 G0446 G0447 G0454 G0456 G0457 G0458 G0459 G0460 Matrix is empty loadexe not supported use dlibrary instead callexe not supported use dllcall instead File has wrong bit order File has wrong byte order Type vector malloc failed No type vector in gfblock Illegal left hand side reference in procedure Argument is the wrong size vfor called with illegal loop level Failure opening printer for output Failure buffering output for printer Cannot take log of a negative number Attempt to index proc fn keyword as a matrix Missing right brace Unexpected end of statement 29 23 soDesso y 10413 GAUSS User Guide G0461 G0462 G0463 G0465 G0466 G0467 G0468 G0469 G0470 G0472 G0473 G0477 G0486 G0487 G0490 G0491 Too many data items Negative trim value Failure generating graph Redefinition of structure number of elements Redefinition of structure type mismatch Redefinition of structure unrecognized member S
135. TRHLEIETSUDDOPL e ect Bee WAR RES Se RG wee EU E 9 2 95 TOOPI E oe Stata Aart oe oe Sa ae ae teat te ae SP 9 3 9 5 Otherklelp mme RR Rm ee Romx Rs 9 3 10 Language Fundamentals TOL JIXDIOSSIOHS sss sue oh Eo m GR Ron 3 RR RAS Rm be AI as 10 1 10 2 Statements n om da 5445 he thee a Wr E ege EE a E 10 2 10 21 Executable Statements 0 e 10 3 10 2 2 Nonexecutable Statements o 10 3 10 9 PONS o a ee ReRuR RUE a et Rue ee ae ee dw 10 4 103 1 Mal sSeclloH x su ee eG ce Suk ne a xs eus x 10 4 10 3 2 Secondary Sections w oe ae na Ye ha Sea eek a AS 10 5 10 4 Compiler Directives o 02 eee eee 10 5 10 5 Procedures 22 244 266k e A a Pee ee A E 10 8 106 ata Types uu moe a ee ee ek ee RO OE ts 10 9 106A GoristantS s se te ass xo ae or dd 10 9 106 2 Matices i s memo Romo ee aa AA aui 10 11 10 6 3 SparseMatrices o cea 22 a ee be o Rm mox 10 18 viii Contents 10 7 10 8 10 9 10 6 4 N dimensional Arrays e eee eee TOSS SSNS d PPP e a a ts ee 10 66 String AMAS 2 oon na ra A ee RR A 10 6 7 Character Matrices o e 2 10 6 8 Date and Time Formats gt o e socos sn roesit srt entres 10 69 Special Data Iypes cos eig Ru ea oea ee Rs Operator Precedence lll Flow Control pas guns d X uoce a Pe oen RI a Pete TOSSA JEOOPING sos s aii 2 0 ea Ge we ae ok Gee ee ee Ae et are 10 8
136. ThreadBegin a b x c a cm ThreadEnd ThreadJoin games ThreadEnd ThreadBegin ThreadStat r m m ThreadStat s m inv b main code no threads yet Thi isolates x y z a c q from Th2 Th1 1 isolates y z from 1 2 Th1 2 isolates a c from 1 1 Joins 1 1 1 2 Th2 isolates r s t from Th1 Th2 1 isolates r from 2 2 Th2 2 isolates s from 2 1 18 8 Multi Threaded Programming in GAUSS ThreadJoin Joins 2 1 2 1 t So7r7 s ThreadEnd ThreadJoin Joins Thi Th2 X r s q z t The main point here is that any symbols a thread or its children assign to must be isolated from all the other threads and their children of the same nesting level in that set On the other hand the children of a thread can freely read write symbols that are read written by their parent because there is no risk of simultaneity they must only isolate written symbols from their siblings and siblings offspring If you break the writer must isolate rule your program and probably GAUSS will crash Worse until it crashes it will be happily producing indeterminate results Finally the ThreadEnd command is what tells a thread to terminate so you mustn t write code that keeps a thread from reaching it For example don t retp from the middle of a thread ThreadStat m imt 9 ThreadBegin x q 1 ifx 1 retp z else r Z 2 endif ThreadEnd ThreadJoin And don t use goto to jump
137. USS graphics editor is a utility for composing pages containing GAUSS graphics files Its primary purpose is to provide the user with a toolbox for creating and annotating graphs created by GAUSS using all of the fonts available on your Windows system It is not meant to be a full featured publishing tool but rather a supplemental utility for dynamically importing and easily arranging multiple graphics files on a single page 26 1 1 Overview The graphics editor allows the user to interactively create any number of graphical objects for composing documents It is launched by selecting Tools from the GAUSS menu bar then Graphics Editor or by clicking on the Graphics Editor icon on the GAUSS toolbar Once the document has been created it may be saved for later modification All of the objects and their respective properties contained in the document are preserved The document may also be exported to other formats 26 1 JOUPS soiudeiy GAUSS User Guide 26 2 Graphics Editor Workspace The graphics editor workspace is a window allowing access to a single page with tools for composing the document The page is defined by user defined properties such as page orientation and margin settings It provides a dialog bar for user selection of the current pen and brush properties Zoom capability is provided for detailed accuracy and accomodating a wide variety of computer display resolutions Menu Bar A Untitled Page Fie Edt V
138. Zi ixy inv xr xi zr inv xr xi ixy real part zi ixy zr imaginary retp zr zi endp proc 2 cmmult xr xi yr yi local zr zi zr xr yr xi yi zi xr yi xi yr retp zr zi endp zr zi cminv cmmult xr xi yr yi of inverse part of inverse The two returned matrices from cmmult are passed directly to cminv in the statement above This is equivalent to the following statements tr ti zr zi cmmult xr xi yr yi cminv tr ti This is completely general so the following program is legal proc 2 cmcplx x local r c r rows x c cols x retp x zeros r c endp 12 12 Procedures and Keywords proc 2 cminv xr xi local ixy zr zi ixy inv xr xi zr inv xr xi ixy real part of inverse zi ixy zr imaginary part of inverse retp zr zi endp proc 2 cmmult xr xi yr yi local zr zi zr zi xr yr xi yi xr yi xi yr retp zr zi endp xr xi yr yi zr zi qr qi wr wi cmcplx rndn 3 3 cmcplx rndn 3 3 cmmult cminv xr xi cminv yr yi cmmult yr yi cminv yr yi cmmult yr yi cminv cmmult cminv xr xi yr yi 12 7 Saving Compiled Procedures When a file containing a procedure definition is run the procedure is compiled and is then resident in memory The procedure can be called as if it were an intrinsic function If t
139. a below can be interpreted in different ways using different invar statements ABCDEFGH1J12345678901234567890 lt CR gt lt LF gt BA 4 position 1 10 20 30 31 32 This example invar record 32 1 3 group dept 11 4 2 x 3 5 y will result in variable value type group ABC character dept DEF character XI 12 34 numeric X2 56 78 numeric X3 90 12 numeric Y 34567 numeric This example invar record 32 dept 2 id 5 wage 2 area 28 9 DOLV GAUSS User Guide will result in variable value type dept ABCDEFGH character id IJ character WAGE 12345 numeric AREA 67 numeric msym Specifies the character in the input file that is to be interpreted as a missing value This example msym amp defines the character amp as the missing value character The default dot will always be interpreted as a missing value unless it is part of a numeric value nocheck Optional suppresses automatic checking of packed ASCII record length and output data type The default is to increase the record length by 2 bytes if the second record in a packed file starts with cr lf and any files that have explicitly defined character data will be output in double precision regardless of the type specified output The name of the GAUSS data set A file will be created with the extension dat For example output gauss dat test creates the file test dat on the gauss dat directory
140. a curve 1 if this begins a new curve if item type is circle _pline M 1 4 or _pline M 1 5 M 3 x center of circle M 4 y center of circle M 5 radius M 6 starting point of arc in radians M 7 ending point of arc in radians if item type is radius _pline M 1 6 or _pline M 1 7 M 3 x center of circle M 4 y center of circle M 5 beginning point of radius O is the center of the circle 25 23 90d GAUSS User Guide _pline3d _plotshf M 6 ending point of radius M 7 angle in radians M 8 color see Corons Section 25 5 M 9 controls line thickness This value may be zero or greater A value of zero is normal line width Mx9 matrix Allows extra lines to be added to an xyz or surface graph in 3 D plot coordinates M 1 x starting point M 2 y starting point M 3 z starting point M 4 x ending point M 5 y ending point M 6 z ending point M 7 color M 8 line type dashed dotted short dashes closely spaced dots dots and dashes solid M 9 line thickness 0 normal width M 10 hidden line flag 1 obscured by surface 0 not obscured Du WN m 2x1 vector distance of plot from lower left corner of output page in inches 1 x distance 2 y distance If scalar 0 there will be no shift Default is 0 Note Used internally For the same functionality see axmargin in the GAUSS LANGUAGE REFERENCE This i
141. a decimal expansion mn For example if 10 then m 1 n 0 m type of arrow head 0 solid 1 empty 2 open 3 closed n location of arrow head 0 none 1 atthe final end 2 atboth ends M 10 color of arrow see Corons Section 25 5 25 16 Publication Quality Graphics _paxes _paxht _pbartyp M 11 line type 1 dashed 2 dotted 3 short dashes 4 closely spaced dots 5 dots and dashes 6 solid M 12 controls thickness of lines used to draw arrow This value may be zero or greater A value of zero is normal line width To create two single headed arrows located using plot coordinates use 1 _parrow3 1 1 3 4 5 2 2 2 3 0 2 2 2 2 3 0 2 11 10 scalar 2x1 or 3x1 vector for independent control for each axis The first element controls the X axis the second controls the Y axis and the third if set controls the Z axis If O the axis will not be drawn Default is 1 Tf this is a scalar 1t will be expanded to that value For example _paxes 1 0 turn X axis on Y axis off _paxes 0 turn all axes off _paxes 1 turn all axes on scalar size of axes labels in inches If 0 a default size will be computed Default is 0 1x2 or Kx2 matrix Controls bar shading and colors in bar graphs and histograms The first column controls the bar shading 0 no shading 1 dots 25 17 90d GAUSS User Guide _pbarwid _pbox _pboxctl vertical cross
142. aCreate 33 327 gdaDStat 33 328 gdaDStatMat 33 330 gdaGetIndex 33 333 gdaGetName 33 334 gdaGetNames 33 335 gdaGetOrders 33 335 gdaGetType 33 336 gdaGetTypes 33 337 gdaGetVarInfo 33 338 gdaIsCplx 33 340 gdaLoad 33 340 gdaPack 33 343 gdaRead 33 344 gdaReadByIndex 33 345 gdaReadSone 33 346 gdaReadSparse 33 347 gdaReadStruct 33 348 gdaReportVarInfo 33 349 gdaSave 33 351 gdaUpdate 33 353 gdaUpdateAndPack 33 354 gdaVars 33 355 gdaWrite 33 356 gdaWrite32 33 357 gdaWriteSome 33 358 ge 11 11 ge 11 12 generalized inverse 33 450 33 595 33 596 getarray 33 361 getArray 15 12 getdims 33 361 getDims 15 27 getf 33 362 getmatrix 33 363 getMatrix 15 13 getmatrix4D 33 364 getMatrix4D 15 13 getname 33 365 getnamef 33 366 getNextTradingDay 33 367 getNextWeekDay 33 368 getnr 33 368 getnrmt 33 369 getOrders 15 27 getorders 33 370 getpath 33 371 getPreviousTradingDay 33 371 getPreviousWeekDay 33 372 getRow 33 372 getScalar3D 15 14 getscalar3D 33 373 Index 9 xapul Index getScalar4D 15 14 getscalar4D 33 374 getTrRow 33 375 getwind 33 375 global control variables 31 5 global variable 12 3 Goertzel algorithm 33 191 gosub 33 376 goto 33 379 gradcplx 33 385 gradient 33 385 gradMT 33 380 gradMTm 33 381 gradMTT 33 382 gradMTTm 33 384 gradp 33 385 graphic panels 25 7 graphic panels nontransparent 25 8 graphic panels overl
143. ace The GAUSS graphical user interface is a multiple document interface The interface consists of the Menu Bar the Toolbar edit windows the Command Input Output window and the Status bar see Figure 4 1 4 1 GAUSS Menus You can view the commands on a menu by either clicking the menu name or pressing ALT n where n is the underlined letter in the menu name For example to display the File menu you can either click File or press ALT F 4 1 1 File Menu The File menu lets you access the file printer setup and exit commands Some of these actions can also be executed from the toolbar The File menu contains the following commands 4 1 onul IND SMOPUIM GAUSS User Guide Menu Bar Command Input Output Window MA GAUSS Command Input Output Toolbar E sii gt 8ga Source E Command Input Output user lcg gauss leg View CAgauss10 Welcome to GAUSS You ve just run the GAUSS startup file It s called startup in your GAUSS home directory You may modify it to contain your own custom commands or simply delete it To run an example program enter the following at the command prompt run ols e Status Bar Ln 13 Col 7 Figure 4 1 GAUSS Graphical User Interface 4 2 Introduction to the Windows Interface New Open Reload Save Save As Close Close All Run Program Insert File Print Print Setup Properties Change W
144. ally Toggles on or off the ability to split editor panes horizontally Specifies the style and starting digit for line numbering Sets the number of actions that you can undo 5 7 Using GAUSS Keyboard Assignments Cursor Movement Keys UP ARROW DOWN ARROW LEFT ARROW Up one line Down one line Left one character 5 15 IND SMOPUIM GAUSS User Guide RIGHT ARROW CTRL LEFT ARROW CTRL RIGHT ARROW HOME END PAGE UP PAGE DOWN CTRL PAGE UP CTRL PAGE DOWN CTRL HOME CTRL END 5 7 2 Edit Keys BACKSPACE DEL CTRL INS or CTRL C SHIFT DEL or CTRL X SHIFT INS or CTRL V CTRL Z Right one character Left one word Right one word Beginning of line End of line Next screen up Next screen down Scroll window right Seroll window left Beginning of document End of document Delete character to left of cursor or delete selected text Delete character to right of cursor or delete selected text Copy selected text to Windows clipboard Delete selected text and place it onto Windows clipboard Paste text from Windows clipboard at the cursor position Undo last editing action 5 16 Using the Windows Interface 5 7 3 Text Selection Keys SHIFT UP ARROW SHIFT DOWN ARROW SHIFT LEFT ARROW SHIFT RIGHT ARROW SHIFT CTRL LEFT ARROW SHIFT CTRL RIGHT ARROW SHIFT HOME SHIFT END SHIFT PAGE UP SHIFT PAGE DOWN SHIFT CTRL HOME SHIFT CTRL END 5 7 4 Command Keys Select one line of text up Selec
145. alues on exit contains estimates pl pvPack pl x coefficients The pvCreate function initializes p1 to default values pvPack enters the 4x3 matrix stored row wise as a 12x1 parameter vector for the optimization function The optimization program will pass the instance of the structure of type PV to your objective function By calling pvUnpack your 4x3 coefficient matrix is retrieved from the parameter vector For example in your procedure you have x pvUnpack pl coefficients and now x is a 4x3 matrix of coefficients for your use in calculating the object function Suppose that your objective function has parameters to be estimated in a covariance matrix The covariance matrix is a symmetric matrix where only the lower left portion contains unique values for estimation To handle this use pvPacks For example struct PV p1 p1 pvCreate cov 1 pl pvPacks pl cov covariance Only the lower left portion of cov will be stored in the parameter vector When the covariance matrix is unpacked the parameters in the parameter vector will be entered into both the lower and upper portions of the matrix There may be cases where only a portion of a matrix being used to compute the objective function are parameters to be estimated In this case use pvPackm with a mask matrix that contains ones where parameters are to be estimated and zeros otherwise For example 17 2 Run Time Library Structures
146. and the main window will be replaced with a print preview window in which one or two pages will be displayed in their printed format The print preview toolbar offers you the option to view either one or two pages at a time move back and forth through the document zoom in and out of pages and initiate a print job 26 4 Graphics Editor Print Setup Exit Allows you to select a printer and printer connection This command presents a Print Setup dialog box where you specify the printer and its connection Ends the graphics editor session The graphics editor prompts you to save documents with unsaved changes ALT F4 26 2 4 Edit menu commands The Edit menu offers the following commands Undo Cut Copy Paste Reverses the last editing action if possible CTRL Z or ALT BACKSPACE The name of the command changes depending on what the last action was The Undo command changes to Can t Undo on the menu if the last action cannot be reversed Removes the currently selected data from the document and put it on the clipboard CTRL X This command is unavailable if there is no data currently selected Cutting data to the clipboard replaces the contents previously stored there Copies currently selected data onto the clipboard CTRL C This command is unavailable if there is no data currently selected Copying data to the clipboard replaces the contents previously stored there Inserts a copy of the clipboard conte
147. ant recorded Once you have completed recording the macro you can stop recording with the stop button Once you have finished recording the macro you can select one of ten macro names for it Use the following guidelines when creating and using your macro e Only keystrokes in the active window are recorded not keystrokes in a dialog box e Only keystrokes are recorded not mouse movements Macros are not saved when you close GAUSS If your macro is lengthy consider creating a separate file and copying the information from the file into the active window rather than using a macro to enter the information 5 1 5 Using Margin Functions The margin of the edit window can be used to show currently set bookmarks currently set breakpoints and line numbers You can also select an entire line of text with a single click in the Selection Margin You can turn on or off the margin in the Misc tab of the Editor Properties dialog box 5 1 6 Editing with Split Views Using split views you can edit two parts of the same program in the same buffer To open split views click Split Horizontally or Split Vertically on the Window menu 5 1 7 Finding and Replacing Text Along with a standard find and replace function you can use the edit window to find and replace regular expressions To find regular expressions open the Find dialog box and select the checkbox for regular expressions 5 3 IND SMOPUIM GAUSS User Guide 5 1 8 Runn
148. apping 25 7 graphic panels tiled 25 7 graphic panels transparent 25 8 graphical objects graphics editor 26 11 graphics editor 26 1 graphics publication quality 25 1 graphprt 33 386 graphset 33 389 grid 25 21 grid subdivisions 25 21 gt 11 11 gt 11 12 H hard delimited 28 6 hasimag 33 389 hat operator 11 6 11 19 header 33 391 headermt 33 391 help 9 1 help facility 33 492 hermitian matrix 33 233 hess 33 392 hesscplx 33 406 Hessian 33 406 hessMT 33 394 hessMTg 33 395 hessMTgw 33 396 hessMTnm 33 397 hessMTmw 33 399 hessMTT 33 400 hessMTTg 33 401 hessMTTgw 33 402 hessMTTm 33 404 hessMTw 33 405 hessp 33 406 hidden lines 25 27 hist 33 408 histf 33 409 histogram 33 408 33 409 histp 33 410 horizontal direct product 11 7 hsec 33 411 hyperbolic cosine 33 143 hyperbolic sine 33 782 hyperbolic tangent 33 883 I if 33 412 imag 33 413 imaginary matrix 33 413 inch coordinates 25 6 include 33 414 incomplete beta function 33 68 incomplete gamma function 33 82 indcv 33 415 Index 10 Index indefinite 10 28 index variables 33 577 indexcat 33 416 indexing matrices 10 40 11 16 indexing procedures 11 17 indexing array 14 3 indexing structure 16 5 indices 33 418 indices2 33 419 indicesf 33 420 indicesfn 33 421 indnv 33 422 indsav 33 423 infinity 10 28 initialize 12 4 initializing arrays 15 1
149. ar and bounds constraints are redundant with respect to the nonlinear constraints but are treated separately for computational convenience The call to sqpSolvemt has four input arguments and one output argument out SQPsolveMT 6fct P D C 16 4 4 Input Arguments The first input argument is a pointer to the objective function to be minimized The procedure computing this objective function has two arguments a PV structure containing the start values and a DS structure containing data if any For example proc fct struct PV p0 struct DS dQ local y x b0 b e s y d8 1 dataMatrix x d0 2 dataMatrix b0 pvUnpack p6 constant b pvUnpack p0 coefficients e y b0O x b s sqrt e e rows e retp pdfn e s endp Note that this procedure returns a vector rather than a scalar When the objective function is a properly defined log likelihood returning a vector of minus log probabilities permits the calculation of a QML covariance matrix of the parameters The remaining input arguments are structures P a PV structure containing starting values of the parameters O a DS structure containing data if any 16 24 Structures C an sqpSolvemtControl structure The DS structure is optional sqpSolvemt passes this argument on to the user provided procedure that amp fct is pointing to without modification If there is no data a default structure can be passed to it sqpSolvemtControl Str
150. arations in pgraph dec and the statements in the procedure graphset in pgraph src graphset can be called whenever the user wants to reset these variables to their default values _pageshf 2x1 vector the graph will be shifted to the right and up if this is not 0 If this is 0 the graph will be centered on the output page Default is 0 Note Used internally For the same functionality see makewind in the GAUSS LANGUAGE REFERENCE This is used by the graphic panel routines The user must not set this when using the graphic panel procedures _pagesiz 2x1 vector size of the graph in inches on the printer output Maximum size is 9 0x6 855 inches unrotated or 6 855x9 0 inches rotated If this is 0 the maximum size will be used Default is 0 Note Used internally For the same functionality see makewind in the GAUSS LANGUAGE REFERENCE This is used by the graphic panel routines The user must not set this when using the graphic panel procedures _parrow Mx11 matrix draws one arrow per row of the input matrix for total of M arrows If scalar zero no arrows will be drawn 25 14 Publication Quality Graphics M 1 x starting point M 2 y starting point M 3 x ending point M 5 ratio of the length of the arrow head to half its width M 6 size of arrow head in inches M 4 y ending point M 7 type and location of arrow heads This integer number will be interpreted as a decimal expansion
151. argN rets Optional constant number of values returned by the procedure Acceptable values here are 0 1023 the default is 1 name Name of the procedure up to 32 alphanumeric characters or an underscore beginning with an alpha or an underscore arg Names that will be used inside the procedure for the arguments that are passed to the procedure when it is called There can be 0 1023 arguments These names will be known only in the procedure being defined Other procedures can use the same names but they will be separate entities 12 1 2 Local Variable Declarations The local statement is used to declare local variables Local variables are variables known only to the procedure being defined The names used in the argument list of the proc statement are always local The format of the local statement is local x y f proc g fn z h keyword Local variables can be matrices or strings If proc fn or keyword follows the variable name in the local statement the compiler will treat the symbol as if it were a procedure function or keyword respectively This allows passing procedures functions and keywords to other procedures For more information see PAssiNG PROCEDURES TO PROCEDURES Section 12 4 Variables that are global to the system that is variables listed in the global symbol table that can be shown with the show command can be accessed by any procedure without any redundant declaration inside the procedure If you want
152. art on an 8 byte boundary Data is either 2 byte signed integer 4 byte single precision floating point or 8 byte double precision floating point 21 5 10 Matrix v96 Offset Description 0 3 always OXFFFFFFFF 4 7 always 0 8 11 always OxFFFFFFFF 12 15 always 0 16 19 always OXFFFFFFFF 20 23 OxFFFFFFFF for forward byte order 0 for backward byte order 24 27 OxFFFFFFFF for forward bit order 0 for backward bit order 28 31 always OXABCDEFOI 32 35 currently 1 36 39 reserved 40 43 floating point type 1 for IEEE 754 44 47 1008 double precision data 48 51 8 the size in bytes of a double matrix 52 55 0 real matrix 1 complex matrix 56 59 1 imaginary part of matrix follows real part standard GAUSS style 2 imaginary part of each element immediately follows real part FORTRAN style 60 63 number of dimensions 0 scalar 1 row vector 2 column vector or matrix 64 67 1 row major ordering of elements 2 column major 68 71 always 0 72 75 header size 128 dimensions 4 padded to 8 byte boundary 76 127 reserved If the data is a scalar the data will directly follow the header If the data is a row vector an unsigned integer equaling the number of columns in the vector will 21 22 File I O precede the data along with 4 padding bytes If the data is a column vector or a matrix there will be two unsigned integers preceding the data The first will represent the number of rows in the matrix and the second will repr
153. as the code is run 5 5 1 Starting and Stopping the Debugger You can start the debugger by clicking Go on the Debug menu or the Debug toolbar When starting the debugger you can choose to debug the active file or to debug the main file of a program If you are debugging a single file and already have the file open you can use the menu or toolbar to start the debugger on the file or simply type debug and the filename in the Command Input Output window When you start the debugger the debugger automatically highlights the first line of code to be run Any breakpoints are shown in the left margin of the window 5 7 IND SMOPUIM GAUSS User Guide You can stop the debugger at any time by clicking Stop on the Debug menu or the Debug toolbar 5 5 2 Using Breakpoints Breakpoints stop code execution where you have inserted them Breakpoints are normally set prior to running the debugger but can also be set or cleared during debugging by clicking the Set Clear Breakpoint command on the Debug menu The debugger supports two types of breakpoints procedure breakpoints and line number breakpoints Procedure breakpoints pause execution when the specified procedure or function is reached Line number breakpoints pause execution when the specified line is reached In either case the break occurs before any of the GAUSS code for the procedure or line is executed The debugger also allows you to specify a certain cycle of execution for a l
154. at is run to execute the command is the main file the file name displayed in the Main File list When you run commands interactively the actual code being processed is called the active block The active block is all code between the GAUSS prompt gt gt and the end of the current line Thus the active block can be one or more lines of code 5 4 Using the Windows Interface Interactive commands can be entered at the gt gt prompt in the Command Input Output window or selected using the mouse and clicking the Run Selected Text button on the Main toolbar A block of code can be executed by selecting the block with the mouse and then running that block using the Run Selected Text function Note The GAUSS prompt gt gt at the beginning of the selected text is ignored You can enter multi line commands into the Command Input Output window by pressing CTRL ENTER at the end of each line At the end of the final line in a multi line command press ENTER The Command Input Output window will automatically place a semicolon at the end of a single line command before it is interpreted For multi line commands you must enter a semicolon at the end of each line You can also run multi line commands by pasting the text of a file at the GAUSS prompt or selecting multiple lines of code from the Command Input Output window and pressing CTRL R You can repeat any of the last 20 lines entered into the command buffer
155. ausset eens 31 6 32 Commands by Category 32 1 Mathematical Functions 0 e e 32 1 32 2 FINANCE FUNCIONS e Dust A A A a 32 21 32939 Matix Manipulation x essa iaa aa Di aa es 32 23 32 4 Sparse Matrix Handling lt lt o 32 27 32 5 N Dimensional Array Handling eee eee 32 28 3210 DIUGIIMES ui ew kr x oos wm heme dokn OR a a a 32 30 32 7 Data Handling WVO gt e ios s 44 see eae ba we ee ee ee de ee pd 32 32 32 8 CompllenmContnol soo 206 a e 2 Bom Romeo REIR eR a ATA Ru 32 40 32 9 Multithreading Secciones ieee Peed be the bbe mox i 32 41 xvil GAUSS User Guide 32 10 Program CONTON sa sos aniti e aose E a aa a UR h a 32 42 32 11 OS Functions and File Management o 32 47 32 12 Workspace Management e eee eee 32 48 32 13 Error Handling and Debugging o e eee eee 32 49 32 14 String Handling 4 xo RR xot RESP CES S 32 49 32 15 Time and Date Functions llle 32 52 a2 6 Console VO uz 25 rs bee Sale A Se CX X P Reg 32 54 32 17 Output FUNCIONS o s sra rc ewe moms mop E ee Rs 32 54 32 19 Graphics asd da dee ye whe e ge e cR Ros bcm Rus d euh EA Reds 32 56 33 Command Reference D Obsolete Commands E Colors Index xvili List of Figures List of Figures 4 1 GAUSS Graphical User Interface 0 o 4 2 4 2 Wali TOO
156. ave fewer than 3 dimensions and they follow the ExE conformability rules that apply to matrices 14 3 Glossary of Terms dimensions The number of dimensions of an object vector of orders Nx1 vector of the sizes of the dimensions of an object where N is the number of dimensions and the first element corresponds to the slowest moving dimension 14 5 shey GAUSS User Guide vector of indices 1 to N x1 vector of indices into an array where the first element corresponds to the first element in a vector of orders dimension number Scalar 1 to N where 1 corresponds to the fastest moving dimension and N to the slowest moving dimension dimension index Scalar 1 to N where 1 corresponds to the first element of the vector of orders or vector of indices locator 1 to N x1 vector of indices into an array used by array functions to locate a contiguous block of the array 14 6 Working with Arrays 15 1 Initializing Arrays The use of N dimensional arrays in GAUSS is an additional tool for reducing development time and increasing execution speed of programs There are multiple ways of handling N dimensional arrays and using them to solve problems and these ways sometimes have implications for a trade off between speed of execution and development time We will try to make this clear in this chapter The term arrays specifically refers to N dimensional arrays and must not be confused with matrices Matrices and
157. bitrary since there are no other graphic panels beneath them window nrows ncols attr window 2 3 0 25 3 2 Overlapping Graphic Panels Overlapping graphic panels are laid on top of one another as they are created much as if you were using the cut and paste method to place several graphs together on one page An overlapping graphic panel is created with the makewind command In this example makewind will create an overlapping graphic panel that is 4 inches wide by 2 5 inches tall positioned 1 inch from the left edge of the page and 1 5 inches from the bottom of the page It will be nontransparent makewind hsize vsize hpos vpos attr 25 7 90d GAUSS User Guide window 2 3 0 makewind 4 2 5 1 1 5 0 25 3 3 Nontransparent Graphic Panels A nontransparent graphic panel is one that is blanked before graphics information is written to it Therefore information in any previously drawn graphic panels that lie under it will not be visible 25 3 4 Transparent Graphic Panels A transparent graphic panel is one that is not blanked allowing the graphic panel beneath it to show through Lines symbols arrows error bars and other graphics objects may extend from one graphic panel to the next by using transparent graphic panels First create the desired graphic panel configuration Then create a full window transparent graphic panel using the makewind or window command Set the appropriate global variables to position
158. brary the file containing your procedure definition everything in that file will be compiled For this reason you should combine related procedures in the same file in order to minimize the compiling of procedures not needed by your program In other words you should not combine unrelated functions in one src file because if one function in a src file is needed the whole file will be compiled user Library This is a library for user created procedures If the autoloader is ON the user library is the first place GAUSS looks when trying to resolve symbol references You can update the user library with the 1ib command as follows lib user myfile src This will update the user library by adding a reference to myfile src No user library is shipped with GAUSS It will be created the first time you use the 1ib command to update it For details on the parameters available with the 1ib command see the GAUSS LANGUAGE REFERENCE g Files If autoload and autodelete are ON and a symbol is not found in a library the autoloader will assume it is a procedure and look for a file that has the same name as the symbol and a g extension For example 1f you have defined a procedure called square you could put the definition in a file called square g in one of the subdirectories listed in your src_path If autodelete is OFF the g file must be listed in an active library for example in the user library 19 8 Libraries 19 2 Gl
159. by pressing CTRL L to cycle through the last command buffer 5 2 2 Running Programs in Files You can execute the active file by clicking Run Active File on the Run menu or by clicking the Run Currently Active File button on the Main toolbar You can execute the file displayed in the Main File list the main file by clicking Run Main file on the Run menu or by clicking the Run Main File button on the Main toolbar 5 3 Using Source View Source View is a dockable dialog bar with two tabs that provide easy access to source files and symbols associated with your current GAUSS workspace 5 5 IND SMOPUIM GAUSS User Guide 5 3 1 Source Tab The Source tab is a tree view that displays a list of active libraries and the source files they contain Under each source file is a list of the symbols and procedures which they define By using the right mouse button you can search for symbols open source files or view source file properties Opening a Source File To open a source file double click the file name or right click the file and click Edit Finding Commands in Source Files To search the source files right click any file name in the source tab and click Find In the Find dialog enter a keyword and click OK 5 3 2 Symbols Tab The Symbols tab contains a tree view of the GAUSS workspace global symbols organized by symbol type Matrices Arrays Strings String Arrays and Structures Editing or Viewing a Symbol To ed
160. cal expression involving an element by element operator Z Xx Y conformability is defined as follows e If x and y are the same size the operations are carried out corresponding element by corresponding element 1 3 2 XS 5 1 374 2 3 y 3 14 6 1 2 375 z 7 6 5 9 8 6 e If x is a matrix and y is a scalar or vice versa then the scalar is operated on with respect to every element in the matrix For example x 2 will add 2 to every element of x 13 2 x 45 1 3 7 4 y 2 3 5 4 z 6 7 3 5 9 6 Operators e If x is an Nx1 column vector and y is an NxK matrix or vice versa the vector is swept across the matrix vector matrix 1 2 4 3 4 gt 3 1 4 3 6 1 2 result 3 5 4 7 5 8 9 4 5 e If xis an 1xK column vector and y is an NXK matrix or vice versa then the vector is swept down the matrix vector 2 4 3 de Y Y 2 4 3 matrix 3 1 4 6 1 2 4 8 6 result 5 5 7 8 5 5 e When one argument is a row vector and the other is a column vector the result of an element by element operation will be the table of the two s10Je19ado GAUSS User Guide row vector 2 4 3 1 315 7 6 4 column vector 2 4 6 5 3 5 7 9 8 6 If x and y are such that none of these conditions apply the matrices are not conformable to these operations and an error message will be generated 11 2 Matrix Operators The following operators work on matrices Some assume numeric data and others will work o
161. ces arrays strings string arrays sparse matrices and structures to a GDA and the GDA will keep track of the type size and location of each of the variables contained in it Since GAUSS now supports reading and writing to GDA s that were created on other platforms GDA s provide a simple solution to the problem of sharing data across platforms See Section 21 5 12 for information on the layout of a GDA 21 3 1 Creating and Writing Variables to GDA s To create a GAUSS Data Archive call gdaCreate which creates a GDA containing only header information It is recommended that file names passed into gdaCreate have a gda extension however gdaCreate will not force an extension To write variables to the GDA you must call gdaWrite A single call to gdaWrite writes only one variable to the GDA Writing multiple variables requires multiple calls to gdaWrite For example the following code ret gdaCreate myfile gda 1 21 11 O I 9113 GAUSS User Guide ret gdaWrite myfile gda rndn 100 50 x1 ret gdaWrite myfile gda This is a string stri1 ret gdaWrite myfile gda 394 x2 produces a GDA containing the following variables Index Name Type Size 1 xl matrix 100 x 50 strl string 16 chars 3 x2 matrix 1x1 21 3 2 Reading Variables from GDA s The following table details the commands that you may use to read various types of variables from a GAUSS Data Archive Variable Type Read
162. ch panel mm moment panel 80 5x10x10 array of moments of each panel xu yc is a 5x10x10 array of covariance matrices vc mm 100 amult atranspose mn 1 3 2 mn panel is a 5x100x10 array and in this context is 5 panels of 100 cases measured on 10 variables Inserting Random Numbers into Arrays A random array of any dimension or size can be quickly created using areshape Thus for a 10x10x5x3 array ord 10 10 5 3 Y y areshape rndu prodc ord 1 ord The quick and dirty method above uses the linear congruential generator which is fast but doesn t have the properties required for serious Monte Carlo work For series simulation you will need to use the KM generator sdo 345678 ord 10 10 5 3 z sd rndKMu prodc ord 1 sd0 y areshape z ord 15 3 s eJIV uw BUM IOM GAUSS User Guide Expanding a Matrix into an Array Vector of Matrices For computing the log likelihood of a variance components model of panel data it is necessary to expand a TXT matrix into an NTXT array of these matrices This is easily accomplished using areshape For example e n e Nue ore Ren a a r areshape m 3 3 3 print r Plane 1 1 0000 0 3000 0 2000 0 3000 1 0000 0 1000 0 2000 0 1000 1 0000 Plane 2 1 0000 0 3000 0 2000 0 3000 1 0000 0 1000 0 2000 0 1000 1 0000 1 0000 0 3000 0 2000 0 3000 1 0000 0 1000 0 2000 0 1000 1 0000 1
163. columns and data type This means that users can modify the dat file by adding or deleting rows with other software without updating the header information Names for the columns should be lowercase for character data to be able to distinguish them from numeric data with vartype GAUSS currently examines only the 4 s bit of the control flags This bit is set to O for real data sets 1 for complex data sets All other bits are 0 Data sets are always stored a row at a time A real data set with 2 rows and 3 columns will be stored on disk in the following way from the lowest addressed element to the highest addressed 21 18 File I O element 1 1 1 2 1 3 2 1 2 2 2 3 The rows of a complex data set are stored with the real and imaginary parts interleaved element by element A 2x3 complex data set then will be stored on disk in the following way from the lowest addressed element to the highest addressed element 1L 1 r L1 1 2 r 1 2 1 3 r 1 3 2 1 r 2 1 2 2 r 2 2 i 2 3 r 2 3 i 21 5 6 Extended Data Set v89 Obsolete Data sets with more than 8175 columns are saved in an extended format that cannot be read by the 16 bit version These files have a dht descriptor file formatted as follows Offset Description 0 1 EEDA hex identification flag 2 3 data type in dat file 2 4 8 unsigned 2 byte integer 4 7 reserved all 0 s 8 11 columns unsigned 4 byte integer 12 15 row size in byte
164. ct extension GAUSS requires a gcg extension Invalid drive specifier Invalid filename File not found Directory full Too many include s include d files are nested too deep 29 2 Error Messages G0017 G0018 G0019 G0020 G0021 G0022 G0023 G0024 G0025 G0026 G0027 G0028 WARNING local outside of procedure A local statement has been found outside a procedure definition The local statement will be ignored Read error in program file Can t edit gcg file Not implemented yet Command not supported in this implementation use must be at the beginning of a program User keyword cannot be used in expression Illegal attempt to redefine symbol to an index variable Invalid use of gt probably should be Undefined symbol A symbol has been referenced that has not been given a definition Too many symbols The global symbol table is full To set the limit see new in the GAUSS LANGUAGE REFERENCE Invalid directory Can t open configuration file GAUSS cannot find the configuration file 29 3 soDesso y 10413 GAUSS User Guide G0029 G0030 G0031 G0032 G0033 G0034 G0035 G0036 G0037 G0038 G0039 G0040 Missing left parenthesis Insufficient workspace memory The space used to store and manipulate matrices and strings is not large enough for the operations attempted To make the main program space smaller and reclaim enoug
165. ction vartypef gets a vector of variable type information from a data set This vector of ones and zeros can be used by printfm when printing your data Since GAUSS does not know whether a matrix has character or 10 26 Language Fundamentals numeric information it is up to you to specify which type of data it contains when printing the contents of the matrix For details see print and printfm in the GAUSS LANGUAGE REFERENCE Most functions that take a string argument will take an element of a character matrix also interpreting it as a string of up to 8 characters 10 6 8 Date and Time Formats DT Scalar Format The DT scalar format is a double precision representation of the date and time In the DT scalar format the number 20010421183207 represents 18 32 07 or 6 32 07 PM on April 21 2001 DTV Vector Format The DTV vector is a 1x8 vector The format for the DTV vector is 1 Year 2 Month 1 12 3 Day of month 1 31 4 Hour of day 0 23 5 Minute of hour 0 59 6 Second of minute 0 59 7 Day of week 0 6 where 0 is Sunday 8 Day since beginning of year 0 365 UTC Scalar Format The UTC scalar format is the number of seconds since January 1 1970 Greenwich Mean Time 10 27 s ejuawepuny ebenbue7 GAUSS User Guide 10 6 9 Special Data Types The IEEE floating point format has many encodings that have special meaning The print command will print them accurately so that you can
166. cumulative distribution function 33 68 cumulative products 33 158 cumulative sums 33 159 cursor 33 157 33 515 curve 33 160 cvtos 33 161 D data coding 32 37 data handling 32 32 data loop 23 1 data sets 21 7 32 35 data transformations 23 1 33 118 33 184 data writing 33 938 datacreate 33 162 datacreatecomplex 33 164 datalist 33 166 dataload 33 167 dataloop translator 3 6 dataloop 33 167 dataopen 33 168 datasave 33 170 date 25 20 33 171 date 27 2 33 171 datestr 33 171 datestring 33 172 datestrymd 33 173 dayinyr 33 173 dayofweek 33 174 debug 33 175 Debugger 5 7 debugging 3 7 20 3 32 49 33 492 declare 33 175 delete dataloop 33 182 delete 33 181 DeleteFile 33 183 Index 5 xapul Index deletion 33 212 33 214 33 550 33 591 delif 33 184 delimited 28 1 delimited files 21 3 delimited hard 28 6 delimited soft 28 5 denseToSp 33 185 denseToSpRE 33 186 denToZero 33 187 derivatives 33 385 derivatives second partial 33 406 descriptive statistics 33 211 33 213 design matrix 33 188 design 33 188 det 33 189 determinant 33 189 detl 33 190 dfft 33 191 dffti 33 192 diag 33 192 diagonal 33 192 diagrv 33 193 differentiation 32 3 digamma 33 194 dimension index 14 2 dimension number 14 2 directory 33 103 division 11 5 dlibrary 22 1 33 195 dlicall 22 1 33 196 do loop 10 32 do until 33 198 do while
167. cute multiple files by separating file names with spaces Set the name of the batch mode log file when using the b argument The default is tmp gauss log where is the process ID Execute a GAUSS expression This command is not logged when GAUSS is in batch mode Suppress the sign on banner output only Turn the dataloop translator on Turn the dataloop translator off 3 1 eur puewwog GAUSS User Guide 3 1 Viewing Graphics GAUSS generates tkf files for graphical output The default output for graphics is graphic tkf On Windows you can use vwr exe to view the graphics file on UNIX Linux Mac you can use vwrmp Two functions are available to convert tkf files to PostScript for printing and viewing with external viewers the tkf2ps function will convert tkf files to PostScript ps files and the tkf2eps function will convert tkf files to encapsulated PostScript eps files For example to convert the file graphic tkf to a postscript file named graphic ps use ret tkf2ps filename tkf filename ps If the function is successful it returns 0 3 2 Command Line History and Command Line Editing When you run a command at the TGAUSS prompt it is added to your command line history which is stored in a file called gauss_prompt_history in your HOME directory on UNIX Linux or in your CHOMEDRIVE HOMEPATH directory on Windows A separate history for commands
168. d If a vector is used in an index expression it is illegal to use the space operator or the colon operator on the same side of the comma as the vector 10 10 10 Arrays of Matrices and Strings It is possible to index sets of matrices or strings using the varget function In this example a set of matrix names is assigned to mvec The name y is indexed from mvec and passed to varget which will return the global matrix y The returned matrix is inverted and assigned to g mvec xyzatH 1 2 g inv varget mvec i 10 41 au c c m 2 2 ae a 236 5 e 2 o GAUSS User Guide The following procedure can be used to index the matrices in mvec more directly proc imvec i retp varget mvec i endp Then imvec i will equal the matrix whose name is in the i element of mvec In the example above the procedure imvec was written so that it always operates on the vector mvec The following procedure makes it possible to pass in the vector of names being used proc get array i retp varget array i endp Then get mvec 3 will return the 3 7 matrix listed in mvec proc put x array i retp varput x array i endp And put x mvec 3 will assign x to the 3 matrix listed in mvec and return a 1 if successful or a O 1f 1t fails 10 10 11 Arrays of Procedures It is also possible to index procedures The ampersand operator amp is used to return a pointer to a procedure Assume that 1
169. d a line of text from a file discarding newline Return names and information of files matching a specification Return a directory listing as a character matrix Return a list of files matching a specification Open a file Write strings to a file Write strings to a file appending newlines Reposition file pointer Get explanation of last file I O error Get position of file pointer Load a file into a string Get variable names from data set Return whether a data set is real or complex Load matrix file or small ASCII file same as loadm Load a small GAUSS data set into a matrix Load matrix file or small ASCII file Load string file Open a GAUSS data set Control printing to an auxiliary output file or device Read a specified number of rows from a file Number of rows in file Save matrices strings procedures 21 2 File I O saved Save a matrix in a GAUSS data set seekr Reset read write pointer in a data set sortd Sort a data set typef Return type of data set bytes per element writer Write data to a data set 21 1 ASCII Files GAUSS has facilities for reading and writing ASCII files Since most software can also read and write ASCII files this provides one method of sharing data between GAUSS and many other kinds of programs 21 1 1 Matrix Data Reading Files containing numeric data that are delimited with spaces or commas and are small enough to fit into a single matrix or string can b
170. d you are going to update several variables it will be most efficient to use gdaUpdate to update the variables and then call gdaPack once at the end to pack the file The syntax is the same for both gdaUpdate and gdaUpdateAndPack ret gdaUpdate myfile gda rndn 10060 100 x1 ret gdaUpdateAndPack myfile gda rndn 10060 109 x1 To overwrite part of a variable in a GDA call gdaWriteSome 21 4 Matrix Files GAUSS matrix files are files created by the save command 21 13 O I 9113 GAUSS User Guide The save command takes a matrix in memory adds a header that contains information on the number of rows and columns in the matrix and stores it on disk Numbers are stored in double precision just as they are in matrices in memory These files have the extension fmt Matrix files can be no larger than a single matrix No variable names are associated with matrix files GAUSS matrix files can be load ed into memory using the load or loadm command or they can be opened with the open command and read with the readr command With the readr command a subset of the rows can be read With the load command the entire matrix is load ed GAUSS matrix files can be opened for read but not for append or for update If a matrix file has been opened and assigned a file handle rowsf and colsf can be used to determine how many rows and columns it has without actually reading it into memory seekr and readr can be used to jump t
171. ds are part of the same program they share the same workspace and see and operate on the same symbols Threads allow you to take full advantage of the hardware processing resources available on hyper threaded multi core and multi processor systems executing independent calculations simultaneously combining and using the results of their work when done 18 1 The Functions GAUSS includes four keywords for multi threading your programs ThreadStat Marks a single statement to be executed as a thread ThreadBegin Marks the beginning of a block of code to be executed as a thread 18 1 speolyL GAUSS User Guide ThreadEnd Marks the end of a block of code to be executed as a thread ThreadJoin Completes the definition of a set of threads waits until they are done ThreadStat defines a single statement to be executed as a thread ThreadStat n m m ThreadBegin and ThreadEnd define a multi line block of code to be executed as a thread ThreadBegin y xxi z y y ThreadEnd Together these define sets of threads to be executed concurrently ThreadStat n m m Thread 1 ThreadBegin Thread 2 y xxi z y y ThreadEnd ThreadBegin Thread 3 q r r r q q ThreadEnd ThreadStat p o o Thread 4 Finally ThreadJoin completes the definition of a set of threads It waits for the threads in a set to finish and rejoin the creating the parent thread which can then continue making use of th
172. e origin is 0 0 at the lower left corner of the page If the picture is rotated the origin is at the upper left For more information see Inch Uwrrs IN GRAPHIC PANELS Section 25 3 5 Plot Coordinates Plot coordinates refer to the coordinate system of the graph in the units of the user s X Y and Z axes Pixel Coordinates Pixel coordinates refer to the 4096x3120 pixel coordinates of the full size output page The origin 1s 0 0 at the lower left corner of the page If the picture is rotated the origin is at the upper left 25 6 Publication Quality Graphics 25 3 Graphic Panels Multiple graphic panels for graphics are supported These graphic panels allow the user to display multiple graphs on one window or page A graphic panel is any rectangular subsection of the window or page Graphc panels may be any size and position on the window and may be tiled or overlapping transparent or nontransparent 25 3 1 Tiled Graphic Panels Tiled graphic panels do not overlap The window can easily be divided into any number of tiled graphic panels with the window command window takes three parameters number of rows number of columns and graphic panel attribute 1 transparent O nontransparent This example will divide the window into six equally sized graphic panels There will be two rows of three graphic panels three graphic panels in the upper half of the window and three in the lower half The attribute value of 0 is ar
173. e Format image file is an older but widely used bitmap format To write a TIFF file select the TIFF Image File menu item from the Export menu Note Because TIFF is a bitmap format the image written to the file is exactly as seen on the display Thus you may be required to zoom out on some lower resolution displays to obtain an image of the entire document Windows Metafile An enhanced metafile is a vector based file and is considered the best method for export import on the Microsoft Windows platform To create a Windows Enhanced Metafile select the Windows Metafile menu item from the Export menu Autoscale Checking this option forces the translated to automatically scale the Enhanced Metafile This is the best setting for most applications for importing However some applications require a more precise format If the importing application has trouble uncheck this option 26 18 Time and Date GAUSS offers a comprehensive set of time and date functions These functions afford the user the ability to return the current time and date to carry out most related calculations and format the results for output GAUSS also allows the user to perform timed iterations In the year 1 AD the calendar in general use was the Julian calendar The Gregorian calendar that we use today was not invented until the late 1500 s This new calendar changed the method of calculating leap years on century marks With the Julian system simply every fo
174. e current file If checked the next file browsed in the Source Browser will be displayed in the same window Loads the command log window into an editor Closes all TKF File Viewer windows Horizontally tiles the program source and execution windows within the main window and minimizes all other windows Vertically tiles the program source and execution windows within the main window and minimizes all other windows Arranges all open windows on the screen overlapping each with the active window on top Arranges all open windows horizontally on the screen without any overlap Arranges all open windows vertically on the screen without any overlap Arranges all minimized windows across the bottom of the main GAUSS window Splits the active window into two horizontal panes This allows you to view two different areas of the same document to facilitate split window editing Note You can move the splitter bar by dragging it with the mouse You can remove the splitter bar from the window by dragging it to the end of the window 4 9 onu IND SMOPUIM GAUSS User Guide Split Vertically Open Window List 4 1 9 Help Menu Splits the active window into two vertical panes This allows you to view two different areas of the same document to facilitate split window editing Note You can move the splitter bar by dragging it with the mouse You can remove the splitter bar from the window by dragging it to the end of the
175. e histogram Histogram from a vector of frequencies Log scaling on both axes Log scaling on X axis Log scaling on Y axis Polar plots 3 D surface with hidden line removal Cartesian graph 3 D Cartesian graph 25 2 Using Publication Quality Graphics 25 2 1 Getting Started There are four basic parts to a graphics program These elements should be in any program that uses graphics routines The four parts are the header data setup graphics format setup and graphics call 25 2 Publication Quality Graphics Header In order to use the graphics procedures the pgraph library must be activated This is done in the library statement at the top of your program or command file The next line in your program will typically be a command to reset the graphics global variables to their default state For example library mylib pgraph graphset Data Setup The data to be graphed must be in matrices For example seqa 1 1 50 y sin x tad l Graphics Format Setup Most of the graphics elements contain defaults that allow the user to generate a plot without modification These defaults however may be overridden by the user through the use of global variables and graphics procedures Some of the elements that may be configured by the user are axes numbering labeling cropping scaling line and symbol sizes and types legends and colors Calling Graphics Routines The graphics routines take as input
176. e located in order to use them in your procedure calculating the objective function Thus lambda pvUnpack par1 lambda 17 4 Run Time Library Structures phi pvUnpack par1 phi theta pvUnpack parl theta sigma lambda phi lambda theta Additional functions are available to retrieve information on the properties of the parameter vector pvGetParVector and pvPutParVector get and put parameter vector from and into the PV instance pvGetParNames retrieves names for the elements of the parameter vector pvList returns the list of matrix names in the PV instance pvLength the length of the parameter vector struct PV pl p1 pvCreate cov pl pvPacksm p1 cov correlation mask print pvGetParVector p1 5000 pl pvPutParVector p1 8 print pvGetParVector p1 8000 print pvUnpack p1 correlation 1 0000 8000 8000 1 0000 print pvGetParNames p1 correlation 2 1 17 5 seunjonus 118 GAUSS User Guide print pvLength p1 1 0000 Also pvTest tests an instance to make sure it is properly constructed pvCreate generates an initialized instance and pvGet Index returns the indices of the parameters of an input matrix in the parameter vector This last function is most useful when constructing linear constraint indices for the optimization programs 17 2 Fast Pack Functions Unpacking matrices using matrix names is slow because it requires a string search through
177. e on 0 frame off 2 1 tick marks on frame 0 notick marks The default is a frame with tick marks 2x1 vector to control grid 1 grid through tick marks 0 nogrid 1 dotted grid 2 fine dotted grid 3 solid grid 2 grid subdivisions between major tick marks 0 nosubdivisions 1 dotted lines at subdivisions 2 tick marks only at subdivisions The default is no grid and tick marks at subdivisions scalar or Kx1 vector to control whether lines and or symbols will be displayed for the main curves This also controls the frequency of symbols on main curves The number of rows K is equal to the number of individual curves to be plotted in the graph Default is O 0 draw line only gt 0 draw line and symbols every _plctr1 points 0 draw symbols only every _p1ctrl points allofthe data points will be plotted with no connecting lines This example draws a line for the first curve draws a line and plots a symbol every 10 data points for the second curve and plots symbols only every 5 data points for the third curve _plctrl 0 10 5 25 21 90d GAUSS User Guide _plegctl _plegstr _plev _pline scalar or 1x4 vector legend control variable If scalar 0 no legend is drawn default If nonzero scalar create legend in the default location in the lower right of the page If 1x4 vector set as follows 1 legend position coordinate units 1 coordinates are in plot coordinates 2 coordina
178. e read with load Larger ASCII data files can be converted to GAUSS data sets with the ATOG utility program see ATOG Chapter 28 ATOG can convert packed ASCII files as well as delimited files For small delimited data files the load statement can be used to load the data directly into a GAUSS matrix The resulting GAUSS matrix must be no larger than the limit for a single matrix For example load x datl asc will load the data in the file dat1 asc into an Nx1 matrix x This method is preferred because rows x can be used to determine how many elements were actually loaded and the matrix can be reshape d to the desired form 21 3 O I 9113 GAUSS User Guide load x datl asc if rows x eq 500 x reshape x 100 5 else errorlog Read Error end endif For quick interactive loading without error checking use load x 100 5 datl asc This will load the data into a 1005 matrix If there are more or fewer than 500 numbers in the data set the matrix will automatically be reshaped to 100x5 Writing To write data to an ASCII file the print or print fm command is used to print to the auxiliary output The resulting files are standard ASCII files and can be edited with GAUSS s editor or another text editor The output and outwidth commands are used to control the auxiliary output The print or printfm command is used to control what is sent to the output file The window can be turned on and off using
179. ec ra e a a a 25 11 25 4 2 Greek and Mathematical Symbols 25 12 GOJOS cres iw de EGER m Ro mum da AAA A 25 14 Global Control Vartables 3 sce xe A a e ee Sek OP es eds 25 14 26 Graphics Editor 26 1 26 2 Introduction to the Graphics Editor 1 244 0 004 a eee Ge REOR E moms 26 1 26 1 1 Overview naaa ess 26 1 Graphics Editor Workspace llle 26 2 260 2 TOMAN essa ur Soe a eom le RISUS ao aa a 26 2 2022 SAUS Bar scm ake e be PCR Gee ON EH wees H 26 3 26 2 3 File menu commands 26 4 26 2 4 Edit Menu commands 0 00 ee eee ee ens 26 5 26 2 5 Viewmenucommands 26 5 26 2 6 Draw menucommands 26 6 26 2 7 Exportmenucommands 26 7 26 2 8 Help menu commands 26 7 XV GAUSS User Guide 26 2 9 Object Action Context Menu leen 26 7 26 2 10 Page Context Men s ss s at XR miop ee Y ui a 26 8 26 2 11 Setting the Page View Properties lll sn 26 9 26 2 12 Setting the Pen Fill Properties 26 10 26 2139 Graphical Objects 2x Bau Shap see BE eee ees 26 11 26 2 14 Modifying the Graphical Objects 26 14 26 3 File Management e 26 16 26 9 1 Exporting Files lt a seo komo e e ng 26 16 27 Time and Date 27 1 Time and Date Formats 4 22 222 222 zo moon vo doy a 27 2 27 2 Time and Date Func
180. ecified in the Main File list Stops the program currently running and returns control to the editor Compiles the main file During compilation any errors are displayed in the Output window Note This command is different than the GAUSS compile command which compiles a program and saves the pseudocode as a file Opens the specified main file in an edit window Runs the main file in the debugger 4 1 12 Working Directory Toolbar You can use the Working Directory toolbar to quickly change your working directory Current Working Change Working Directory C gauss10 via Current Working Directory Figure 4 3 Working Directory Toolbar Displays the name of the current working directory and lets you quickly change the working directory to one of the directories listed 4 12 Introduction to the Windows Interface Directory List Change Working Directory Browses to a new directory 4 1 13 Debug Toolbar You can use the Debug toolbar for quick access to commands while debugging a file Go Stop Toggle Breakpoint Clear All Breakpoints Set Watch Step Into Step Over Step Into Clear All WE Over Breakpoints Step Out a ls bom 4o Ro Q 0 X D Go dl 25 Toggle Set Watch Stop Breakpoint Run to Cursor Figure 4 4 Debug Toolbar Starts the debugger Stops the debugger Enables or disables a breakpoint at the cursor in the active file Removes all line and procedure breakpoints from
181. ed each iteration of the loop Here are some examples of executable statements y 34 25 print y x 13729403 10 2 2 Nonexecutable Statements Nonexecutable statements are statements that have an effect only when the program is compiled compile time They generate no executable code at the current location of the instruction pointer Here are two examples declare matrix x 1234 external matrix ybar Procedure definitions are nonexecutable They do not generate executable code at the current location of the instruction pointer Here is an example 10 3 a c c m 3 53 Q eQ a 3d 500 para 2 o GAUSS User Guide zed rndn 3 3 proc sqrtinv x local y y sqrt x retp yt inv x endp zsi sqrtinv zed There are two executable statements in the example above the first line and the last line In the binary code that is generated the last line will follow immediately after the first line The last line is the call to the procedure This generates executable code The procedure definition generates no code at the current location of the instruction pointer There is code generated in the procedure definition but it is isolated from the rest of the program It is executable only within the scope of the procedure and can be reached only by calling the procedure 10 3 Programs A program is any set of statements that are run together at one time There are two sections within a prog
182. edure is accomplished with the retp statement retp retp expressionl expression2 expressionN The retp statement can have multiple arguments The number of items returned must coincide with the number of rets in the proc statement If the procedure was defined with no items returned the retp statement is optional The endp statement that ends the procedure will generate an implicit retp with no objects returned If the procedure returns one or more objects there must be an explicit retp statement There can be multiple retp statements in a procedure and they can be anywhere inside the body of the procedure 12 1 5 End of Procedure Definition The endp statement marks the end of the procedure definition endp An implicit retp statement that returns nothing is always generated here so it is impossible to run off the end of a procedure without returning If the procedure was defined to return one or more objects executing this implicit return will result in a Wrong number of returns error message and the program will terminate 12 5 so1npoooJd GAUSS User Guide 12 2 Calling a Procedure Procedures are called like this dog i j k no returns y catGi j k one return x y z bat i j lO multiple returns call bat i j k ignore any returns Procedures are called in the same way that intrinsic functions are called The procedure name is followed by a list of arguments in parentheses T
183. eg eb RGA eS Aa ed EE 16 1 GAUSS User Guide 16 1 1 Structure Definition 000 len 16 1 2 Declaring an Instance ee 16 1 3 Initializing an Instance o e 16 1 4 ArraysofStructures 16 1 5 Structure Indexing o 16 1 6 Saving an Instance to the Disk 16 1 7 Loading an Instance from the Disk 16 1 8 Passing Structures to Procedures 16 2 Structure PONIES x uos o xoxo mk SERA MRE Oe x 3 3 BY 16 2 1 Creating and Assigning Structure Pointers 16 2 2 Structure Pointer References 16 2 3 Using Structure Pointers in Procedures 16 3 Special Structures usos eee ee a hee ee cas Ba ha e 163 1 The DS Structure ee 16 3 2 The PV Structure o se cto 2 638 228 4254484 2048 43 16 3 3 Miscellaneous PV Procedures o 16 34 Control Structures s ncs emo a alee dad ada 164 SGPSOVEME a rca AA AAA Rom E we eS 16 4 1 InputArguments o ss 22522244 tc 16 42 Output Argument o llle 16 4 9 Example usce A A Ede Rs RC 164 4 The Command File cc 17 Run Time Library Structures 17 1 The PV Parameter Structure ces 14 2 FastPack Functions os 22 422 s a a GU xem EEG GS RS 17 3 The DS Data Sttucture 2 42 46 5
184. egarding return types note that only the cases that are displayed in these tables have been implemented at this point 13 4 Sparse Matrices Element by Element Numeric Operators Element by Element Addition Result Left Operator Right dense sparse dense dense dense dense sparse sparse sparse dense dense sparse Element by Element Subtraction Result Left Operator Right dense sparse dense dense dense dense sparse sparse sparse dense dense sparse Element by Element Multiplication Result Left Operator Right sparse sparse D dense dense dense i dense sparse sparse S sparse sparse dense a sparse Element by Element Division Result Left Operator Right sparse sparse J dense dense dense Pi dense dense sparse el sparse dense dense sparse 13 5 S IMPN s eds GAUSS User Guide Other Numeric Operators Matrix Multiplication Result Left Operator Right dense sparse Y dense dense dense dense sparse sparse x sparse Linear Solve Result Left Operator Right dense dense dense dense dense sparse Note that at this time the dense dense sparse case is defined only for real data When either of its arguments are sparse the operator uses a tolerance to determine the result which may be read or set using the sysstate function case 39 The default tolerance is le 14 Rela
185. eir individual calculations 18 2 Multi Threaded Programming in GAUSS ThreadBegin Thread 1 y x x z y y ThreadEnd ThreadBegin Thread 2 q r r q q ThreadEnd ThreadStat n m m Thread 3 ThreadStat p 0 o Thread 4 ThreadJoin waits for Threads 1 4 to finish b z r n p Using the results 18 2 GAUSS Threading Concepts This is really the one and only thing you need to know about threads threads are separate sections of the same program executing simultaneously operating on the same data In fact it s so fundamental it s worth saying again threads are separate sections of code in a program running at the same time using the same workspace referencing and operating on the same symbols This raises basic issues of workflow and data integrity How do you manage the creation and execution of threads and make use of the work they do And how do you maintain data integrity You do not want two threads assigning to the same symbol at the same time To handle thread workflow GAUSS employs a split and join approach At various points in your program as many as you like you define a set of threads that will be created and run as a group When created the threads in the set execute simultaneously each doing useful work The parent thread waits for the created threads to complete then continues the results of their work now available for further use To maintain data integrity we in
186. ent 33 560 orthonormal 33 559 33 583 outer product 11 6 output 21 4 output functions 32 54 output 33 584 output ATOG command 28 10 outtyp dataloop 33 587 outtyp ATOG command 28 11 outvar ATOG command 28 11 outwidth 33 587 P pacf 33 588 packed ASCII 28 1 28 8 packedToSp 33 589 packr 33 591 _pageshf 25 14 _pagesiz 25 14 pairwise deletion 11 5 33 212 33 214 33 550 panel data 15 32 _parrow 25 14 _parrow3 25 16 parse 33 592 pause 33 593 _paxes 25 17 _paxht 25 17 _pbartyp 25 17 _pbarwid 25 18 _pbox 25 18 _pboxlim 25 19 _pcolor 25 19 _pcrop 25 19 _pcross 25 19 _pdate 25 20 pdfn 33 593 _perrbar 25 20 _pframe 25 20 _pgrid 25 21 pi 33 594 pinv 33 595 pinvmt 33 596 pixel coordinates 25 6 _plctrl 25 21 _plegctl 25 22 _plegstr 25 22 _plev 25 22 _pline 25 22 _pline3d 25 24 plot coordinates 25 6 _plotshf 25 24 _plotsiz 25 25 _pltype 25 25 _plwidth 25 25 _pmcolor 25 25 _pmsgctl 25 26 _pmsgstr 25 26 _pnotify 25 26 _pnum 25 26 _pnumht 25 27 pointer 11 17 12 10 12 11 33 514 pointer instruction 10 3 pointers structure 16 10 polar 33 597 polychar 33 597 polyeval 33 598 polygamma 33 599 polyint 33 600 polymake 33 601 polymat 33 602 polymroot 33 602 polymult 33 604 polynomial 33 601 Index 15 xapul Index polynomial interpolation 33 600 polynomial operations 32 10 polynomial regression 33 602 polynomial
187. entered in the command line debugger is stored in a file called gauss_debug_prompt_history in the same directory By default the last 500 commands executed at the TGAUSS and debugger command lines are stored in these files You can change this number by changing prompt_hist_num in your gauss cfg file The following keystrokes are supported for movement and editing at the command line and for retrieving the command line history 3 2 1 Movement LEFT ARROW or Moves cursor left one character CTRL B 3 2 Using the Command Line Interface RIGHT ARROW or CTRL F HOME or CTRL A END or CTRL E ALT LEFT ARROW or CTRL LEFT ARROW ALT RIGHT ARROW or CTRL RIGHT ARROW 3 2 2 Editing DELETE OR CTRL D BACKSPACE or CTRL H CTRL U CTRL K CTRL X ESC Win only CTRL V CTRL T Moves cursor right one character Moves cursor to beginning of line Moves cursor to end of line Moves cursor left one word Moves cursor right one word Deletes character at cursor Deletes character left of cursor Cuts all characters left of cursor Cuts all characters right of cursor including cursor Cuts whole line Deletes whole line Pastes text from buffer to left of cursor Transposes character at cursor and character left of cursor 3 3 eur puewwog GAUSS User Guide 3 2 3 History Retrieval UP ARROW or CTRL P Retrieves previous line in history DOWN ARROW or CTRL P Retrieves next line in history PAGE UP or CTRL W
188. er number of variables 64 67 32 bit unsigned integer header size 128 68 95 32 bit unsigned integers reserved 96 103 64 bit unsigned integer offset of variable descriptor table from end of header 104 127 64 bit unsigned integers reserved Variable Data After the header comes the variable data Matrices are laid out in row major order and strings are written with a null terminating byte For string arrays an array of rowsxcolumns struct satable s is written out first followed by the string array data in row major order with each element null terminated A struct satable consists of two members Member Type Description off size t offset of element data from beginning of string array data len size t length of element data including null terminating byte On a 32 bit machine a size_t is 4 bytes On a 64 bit machine it is 8 bytes Arrays are written with the orders sizes of each dimension followed by the array data For example the following 2x3x4 array 21 25 O I 9I 4 GAUSS User Guide 1 1 1 through 1 3 4 12 3 4 5 6 7 8 9 10 11 12 2 1 1 through 2 3 4 13 14 15 16 17 18 19 20 21 22 23 24 would be written out like this 1234567891011 12 13 14 15 16 17 18 19 20 21 22 23 24 Variable Structures The variable data is followed by an array of variable descriptors For each variable in the GDA there is a corresponding variable descriptor in this array A variable descriptor is laid out as
189. erator The statement y 1 2 3 4 will be evaluated as y 1 2 G 4 and will result in a 2x2 matrix because horizontal concatenation has precedence over vertical concatenation U a RN 10 15 s e uswepuny ebenbue7 GAUSS User Guide The statement y 14 1 2 2 3 2 6 2 will be evaluated as y 1 1 2 2 G3 2 6 2 and will result in a 2x2 matrix because the arithmetic operators have precedence over concatenation N o A For more information see OPERATOR PRECEDENCE Section 11 7 The let command is used to initialize matrices with constant values let x 2 2 12 3 4 Unlike the concatenation operators it cannot be used to define matrices in terms of expressions such as y x1 x2 x2 x3 3 x4 The statement y x 1 3 5 8 10 16 Language Fundamentals will put the intersection of the first three rows and the fifth through eighth columns of x into the matrix y The statement y x 1 3 1 5 5 9 will create a 3x3 matrix y with the intersection of the specified rows and columns pulled from x in the indicated order The following code let r 1 3 1 let c 5 5 9 y x r c will have the same effect as the previous example but is more general The statement y 2 4 3 will set the 2 4 element of the existing matrix y to 3 This statement is illegal if y does not have at least 2 rows and 4 columns The statement x con 3 2 will cause the followin
190. eros ones when the corresponding year is a leap year 27 5 ojeq pue aui GAUSS User Guide x sega 1970 1 20 y _isleap x delif x abs y 1 1972 0000 Vector containing all leap years 1976 0000 between 1970 1989 1980 0000 1984 0000 1988 0000 To calculate the days of a number of consecutive years x sega 1983 1 3 y _daypryr x sumc y 1096 0000 To add a portion of the following year g 1986 2 23 0 dy dayinyr g sumc y dy 1150 0000 For more information on any of these functions see their respective pages in the command reference 27 2 1 Timed Iterations Iterations of a program can be timed with the use of the hsec function in the following manner 27 6 Time and Date et hsec Start timer Segment of code to be timed et hsec et 100 Stop timer convert to seconds In the case of a program running from one day into the next you would need to replace the hsec function with the date function The ethsec function should be used to compute the time difference a straight subtraction as in the previous example will not give the desired result dstart date Start timer Segment of code to be timed dend date Stop timer dif ethsec dstart dend 100 Convert time difference to seconds 21 1 ojeq pue eui N ATOG ATOG is a stand alone conversion utility that converts ASCII files into GAUSS da
191. ersa compile complex con cond conformed conj datacreate datacreatecomplex datalist dataload cons continue contour conv convertsatostr convertstrtosa coreleft corrm corrms corrvc corrx corrxs cos cosh counts countwts create crossprd crout croutp csrcol csrlin csrtype cumprodc cumsumc curve cvtos cvtosa dataopen datasave date datestr B 3 SPIOM P9A9SDH GAUSS User Guide datestring datestrymd dayinyr dayOfWeek debug declare delete deletefile delif denseSubmat design det detl dfft dffti dfree diag diagrv digamma disable dlibrary dllcall do dos doswincloseall doswinopen dotfeq dotfeqmt ed edit editm eig eigcg dotfge dotfgemt dotfgt dotfgtmt dotfle dotflemt dotflt dotfltmt dotfne dotfnemt draw dsCreate dstat dstatmt dstatmtControlCreate dtdate dtday dttime dttodtv dttostr dttoutc dtvnormal dtvtodt dtvtoutc dummy dummybr dummydn eigcg2 eigch eigch2 eigh eighv B 4 Reserved Words Appendix eigrg eigrg2 eigrs eigrs2 eigv elapsedTradingDays else elseif enable end endfor endif endo endp endwind envget eof eq eqSolve eqSolvemt eqSolvemtControlCreate eqSolvemtOutCreate eqSolveSet eqv erf fcheckerr fclearerr feq feqmt fflush fft ffti fftm erfc error errorlog etdays ethsec etstr EuropeanBinomCall EuropeanBinomCall Greeks EuropeanBinomCall ImpVol
192. es the gradient of the function with respect to the parameters When such a procedure has been provided 1t has two input arguments instances of PV and DS structures and one output argument the derivatives If the function procedure returns a scalar the gradient procedure returns a 1xK row vector of derivatives If function procedure turns an NX1 vector the gradient procedure returns an NXK matrix of derivatives This procedure may compute a subset of the derivatives sqpSolvemt will compute numerical derivatives for all those elements set to missing values in the return vector or matrix Default i e no gradient procedure has been provided scalar pointer to a procedure that computes the Hessian i e the matrix of second order partial derivatives of the function with respect to the parameters When such a procedure has been provided it has two input arguments instances of PV and DS structures and one output argument a vector of computed inequality constraints Default i e no Hessian procedure has been provided Whether the objective function procedure returns a scalar or vector the Hessian procedure must return a KxK matrix Elements set to missing values will be computed numerically by sqpSolvemt scalar maximum number of iterations Default le 5 scalar maximum number of attemps in random search Default 100 scalar convergence tolerance for gradient of estimated coefficients Default le 5 When this c
193. esent the number of columns The data area always begins on an even 8 byte boundary Numbers are stored in double precision 8 bytes per element 16 if complex For complex matrices all of the real parts are stored first followed by all the imaginary parts 21 5 11 Data Set v96 Offset Description 0 3 always OXFFFFFFFF 4 7 always 0 8 11 always OXFFFFFFFF 12 15 always 0 16 19 always OxFFFFFFFF 20 23 OxFFFFFFFF for forward byte order 0 for backward byte order 24 27 OxFFFFFFFF for forward bit order 0 for backward bit order 28 31 OxABCDEF02 32 35 version currently 1 36 39 reserved 40 43 floating point type 1 for IEEE 754 44 47 12 signed 2 byte integer 1004 single precision floating point 1008 double precision float 48 51 2 4 or 8 the size of an element in bytes 52 55 0 real matrix 1 complex matrix 56 59 1 imaginary part of matrix follows real part standard GAUSS style 2 imaginary part of each element immediately follows real part FORTRAN style 60 63 always 2 64 67 1 for row major ordering of elements 2 for column major 21 23 O I 9113 GAUSS User Guide Offset Description 68 71 always 0 72 75 header size 128 columns 33 padded to 8 byte boundary 76 79 reserved 80 83 rows in data set 84 87 columns in data set 88 127 reserved The variable names begin at offset 128 and are stored 32 bytes each in ASCII format Each name corresponds to one column of data Name
194. extwind Graph 3 lower left corner logy x y nextwind Graph 4 lower right corner loglog x y nextwind Graph 5 center overlayed bar x y endwind End graphic panel processing display graph 25 9 90d GAUSS User Guide 25 3 6 Inch Units in Graphic Panels Some global variables allow coordinates to be input in inches If a coordinate value is in inches and is being used in a graphic panel that value will be scaled to graphic panel inches and positioned relative to the lower left corner of the graphic panel A graphic panel inch is a true inch in size only if the graphic panel is scaled to the full window otherwise X coordinates will be scaled relative to the horizontal graphic panel size and Y coordinates will be scaled relative to the vertical graphic panel size 25 3 7 Saving Graphic Panel Configurations The functions savewind and loadwind allow the user to save graphic panel configurations Once graphic panels are created using makewind and window savewind may be called This will save to disk the global variables containing information about the current graphic panel configuration To load this configuration again call loadwind See loadwind in the GAUSS LANGUAGE REFERENCE 25 4 Graphics Text Elements Graphics text elements such as titles messages axes labels axes numbering and legends can be modified and enhanced by changing fonts and by adding superscripting s
195. eye 3 print Inverse within tolerance else print Inverse not within tolerance endif If the default tolerance of 1e 14 is too tight the tolerance can be relaxed library fcomp x rndn 3 3 xi inv x Xix xi x _fcmptol 1e 12 reset tolerance if feq xix eye 3 print Inverse within tolerance else print Inverse not within tolerance endif 19 3 Troubleshooting Below is a partial list of errors you may encounter in using the library system followed by the most probable cause 4 9 error G0290 gauss lib prt lcg Library not found The autoloader is looking for a library file called prt 1cg because it has been activated in a library statement Check the subdirectory listed in your lib path configuration variable for a file called prt 1cg error G0292 prt dec File listed in library not found 19 12 Libraries The autoloader cannot find a file called prt dec Check for this file It should exist somewhere along your src path if you have it listed in prt 1cg Undefined symbols PRTVEC gauss src tstprt g 2 The symbol prtvec could not be found Check if the file containing prtvec is in the src path You may have not activated the library that contains your symbol definition Do so in a library statement gauss src prt dec 3 Redefinition of vnames proc vnames being declared external matrix You are trying to illegally force a sy
196. f how it is executed Run file command line main file or active file All open editor files including the active file are saved before execution Note New unsaved documents are not automatically backed up until you save them giving them a file name After you save the new file it will be automatically backed up with all other open files Specifies whether you want GAUSS to automatically save your files at a set interval of time Specifies the initial window size of opened files The Misc tab contains several general options to control GAUSS Show Tip of the Day at startup Keep Help Window On Top of GAUSS Set Initial Window Position Graphics Editor License Turns on off the Tip of the Day at startup Specifies whether the Help window always stays on top of GAUSS when opened Specifies initial position of the Help window If you have purchased the Graphics Editor this is where you will enter or change the Graphics Editor license key 5 13 IND SMOPUIM GAUSS User Guide 5 6 2 Editor Properties You can customize the formatting of your code and text by changing font colors fonts adding line indentations and adding line numbering to your programs To access these properties on the Configure menu click Editor Properties Color Font Color Font Language Tabs Auto Indentation Style Tabs Language Fixup Text Case While Typing Language Keywords Misc Smooth Scrolling S
197. fied files or directories 8 2 GAUSS Source Browser J9SMOIG 92JnogS EJ Source Browser Match case Pattern output Ivy Match whole word Look in fe gauss10 sre Browse c gauss1 O stc base1 0 src Output mant scalar number in the range 10 lt x lt 10 c gauss1 O stc cdfchii src Output c MxN matrix abscissae values for chi square c gauss1 O stc cdfchii src Output x MxN matrix abscissae c 4gauss1 O sre cdim sre Output y Nx1 vector cdf s c gauss1 O src cdim sre Output y Nxl vector cdf s c gauss1 O sre cdim src Output y Nx vector cdf s c gauss1 O src cdim sre Output y Nxl vector cdf s c gauss1 O stc cdim sre Output y Nx vector cdf s c gauss1 O src cdim sre Dutput y Nxl vector cdf s c gauss1 O src cdim sre Output ctl instance of a cdfmControl structure with members c gauss1 O sre cdfnone src Output y Nx1 vector integrals from O to x of noncentral c gauss1 O stc cdfnone sre Output y Nx1 vector of integrals from to x of noncentral F c gauss1 O sre cdfnone ste Output y Nx vector integrals from infinity to x of c gauss1 O src cmtools sre Output zr real part of complex pair ic gauss1 O src cmtools src Dutput zi imaginary part of complex pair c gauss1 O src cmtools sre Output zr real part same as x ic gauss1 O stc cmtools src Output zlr real part same as x1 c gauss1O src cmtools sre Output zr real part of re
198. fied rather than a local copy of it Thus there is no need to pass the modifed structure back out of the procedure For example the above example could be accomplished using structure pointers as follows struct example struct matrix x matrix y matrix Z proc 80 product struct example struct esp esp z esp x esp y endp struct example struct esl struct example struct eslp eslp esl es1 x rndn 1000 109 esl y rndn 1000 1 product esi1p In this case the procedure modifies the structure es1 which es1p is pointing at instead of a local copy of the structure 16 14 Structures 16 3 Special Structures There are three common types of structures that will be found in the GAUSS Run Time Library and applications The DS and PYV structures are defined in the GAUSS Run Time Library Their definitions are found in ds sdf and pv sdf respectively in the src source code subdirectory Before structures many procedures in the Run Time Library and all applications had global variables serving a variety of purposes such as setting and altering defaults Currently these variables are being entered as members of control structures 16 3 1 The DS Structure The DS structure or data structure is a very simple structure It contains a member for each GAUSS data type The following is found in ds sdf struct DS scalar type matrix dataMatrix array dataArray str
199. follows Offset Type Description 0 3 32 bit unsigned integer variable type 4 7 32 bit unsigned integer data type 10 for 8 byte floating point 8 11 32 bit unsigned integer dimensions used only for arrays 12 15 32 bit unsigned integer complex flag 1 for real data O for complex 16 19 32 bit unsigned integer size of pointer indicates whether the variable was written on a 32 bit or 64 bit platform 21 26 File I O Offset Type Description 20 23 32 bit unsigned integer huge flag indicates whether the variable is larger than INT MAX 24 3 64 bit unsigned integer rows for matrices and string arrays 32 39 64 bit unsigned integer columns for matrices and string arrays length for strings including null terminating byte 40 47 64 bit unsigned integer index of the variable in the GDA 48 55 64 bit unsigned integer offset of variable data from end of header 56 63 64 bit unsigned integer length of variable data in bytes 64 143 string name of variable null terminated The variable type bytes 0 3 may be any of the following 20 array 30 matrix 40 string 50 string array The size of pointer element bytes 16 19 is the size of a pointer on the machine on which the variable was written to the GDA It will be set to 4 on 32 bit machines and 8 on 64 bit machines This element is used only for string array variables If a GDA containing string arrays is created on a 32 bit machine and then read on a 64 bit machine or vice ve
200. g 32 39 minc 33 544 minimum element 33 544 minimum element index 33 545 minindc 33 545 minv 33 549 miss 33 546 missex 33 548 missing character 33 555 missing values 11 5 33 212 33 213 33 453 33 546 33 548 33 554 33 591 33 761 missrv 33 546 modulo division 11 5 moment matrix 33 550 33 564 33 569 moment 33 550 momentd 33 551 Moore Penrose pseudo inverse 33 595 33 596 movingave 33 553 movingaveExpwgt 33 553 movingaveWgt 33 554 msym 33 554 msym ATOG command 28 10 multi threading 18 1 32 41 multiplication 11 5 multiplicative sequence 33 768 N N dimensional arrays 14 1 15 1 32 28 NaN 10 28 NaN testing for 10 29 11 9 ne 11 11 ne 11 12 new 33 555 nextindex 33 556 nextn 33 557 nextnevn 33 557 nextwind 33 558 nocheck 28 10 Normal distribution 33 84 33 85 33 87 33 88 33 90 33 92 33 94 33 96 33 495 33 498 33 499 33 500 Normal distribution bivariate 33 70 not 11 13 11 14 not 11 15 null space 33 559 null 33 559 nulli 33 560 numCombinations 33 561 O obsolete commands 0 1 ols 33 562 olsmt 33 566 olsmtControlCreate 33 572 olsqr 33 572 olsqr2 33 573 olsqrmt 33 574 ones 33 575 open 33 576 operators 10 1 11 4 operators element by element 11 1 optimization 32 17 optn 33 581 optnevn 33 581 or 11 13 11 14 Or 11 15 orth 33 583 Index 14 Index orthogonal complem
201. g are some procedures for dealing with these values These procedures are not defined in the Run Time Library If you want to use them you will need to define them yourself The procedure isindef will return 1 true if the matrix passed to it contains any NaN s that are the indefinite mentioned earlier The GAUSS missing value code as well as GAUSS scalar error codes are NaN s but this procedure tests only for indefinite proc isindef x retp not x __INDEFn endp Be sure to call gausset before calling isindef gausset will initialize the value of the global __INDEFn to a platform specific encoding The procedure normal will return a matrix with all denormals and unnormals set to zero proc normal x retp x abs x gt 4 19e 307 endp The procedure isinf will return 1 true if the matrix passed to it contains any infinities proc isinf x local plus minus plus __INFp 10 29 s e uswepuny ebenbue7 GAUSS User Guide minus __INFn retp not x plus or not x minus endp Be sure to call gausset before calling isinf gausset will initialize the values of the globals __INFn and __INFp to platform specific encodings 10 7 Operator Precedence The order in which an expression is evaluated is determined by the precedence of the operators involved and the order in which they are used For example the and operators have a higher precedence than the and operators In expressions tha
202. g only ones and zeros Creates a sparse matrix containing no non zero values See Sparse MATRICES Chapter 13 for more information 10 6 4 N dimensional Arrays Many GAUSS commands support arrays of N dimensions The following commands may be used to create and manipulate an N dimensional array aconcat aeye areshape arrayalloc arrayinit mattoarray Concatenate conformable matrices and arrays in a user specified dimension Create an N dimensional array in which the planes described by the two trailing dimensions of the array are equal to the identity Reshape a scalar matrix or array into an array of user specified size Create an N dimensional array with unspecified contents Create an N dimensional array with a specified fill value Convert a matrix to a type array See N DIMENSIONAL Arrays Chapter 14 for a more detailed explanation 10 19 Tr c m 2 2 ae IF 236 5 0 para a o GAUSS User Guide 10 6 5 Strings Strings can be used to store the names of files to be opened messages to be printed entire files or whatever else you might need Any byte value is legal in a string from 0 255 The buffer where a string is stored always contains a terminating byte of ASCII 0 This allows passing strings as arguments to C functions through the Foreign Language Interface Here is a partial list of the functions for manipulating strings Combine two strings into one long string Interpret fo
203. g prompt to be printed in the window 1 1 10 17 s e uswepuny oDenbue GAUSS User Guide indicating that the user should enter the 1 1 element of the matrix Entering a number and then pressing ENTER will cause a prompt for the next element of the matrix to appear Pressing will display a help screen and pressing x will exit The statement load x b mydata asc will load data contained in an ASCII file into an Nx1 vector x Use rows x to find out how many numbers were loaded and use reshape x N K to reshape it to an NxK matrix The statement load x will load the matrix x fmt from disk using the current load path into the matrix x in memory The statement open dl datl x readr d1 100 will read the first 100 rows of the GAUSS data set dat1 dat 10 6 3 Sparse Matrices Many GAUSS operators and commands support the sparse matrix data type You may use any of the following commands to create a sparse matrix denseToSp Converts a dense matrix to a sparse matrix denseToSpRE Converts a dense matrix to a sparse matrix using a relative epsilon 10 18 Language Fundamentals packedToSp spCreate spEye spOnes spZeros Creates a sparse matrix from a packed matrix of non zero values and row and column indices Creates a sparse matrix from vectors of non zero values row indices and column indices Creates a sparse identity matrix Generates a sparse matrix containin
204. ge Orientation and Margins Page Orientation The document page orientation of landscape or portrait is set from the Properties dialog under the View menu Measure Units Allows all coordinates and measurements to be in inches or centimeters Reference A reference margin indicating the document s current orientation and Margin margin settings is also available This is useful for customizing your page to be compatible with the printer currently in use Because printer margins vary from one printer to another it is useful to be able to set your page to the margins that most accurately match your printer The reference margin settings are available in the Properties dialog under the View menu Reset Colors Pushing this button will reset the available colors to the initial IBM 16 color scheme Each color may be set to a custom color see PEN FILL PROPERTIES Section 26 2 12 for more information Using the Zoom Feature To set the zoom click the zoom drop down control on the toolbar or select Zoom in the View menu Setting the Color Options You may reset the colors to the original IBM 16 color scheme by pressing the Reset Colors to Initial button 26 9 10 Ip3 soiudeiy GAUSS User Guide 26 2 12 Setting the Pen Fill Properties All drawing is done with a currently selected pen and brush The current pen has a width attribute and color attribute The current brush for painting object backgrounds has a color attribute
205. guage and an interactive analysis environment GAUSS may be the only numerical tool you will ever need 1 1 uononpoauu GAUSS User Guide 1 2 Documentation Conventions The following table describes how text formatting is used to identify GAUSS programming elements Text Style Use Example regular text narrative text formatting is used bold text emphasis not supported under UNIX italic text variables If vnames is a string or has monospace monospace monospace bold SMALL CAPS code example filename path etc reference to a GAUSS command or other programming element within a narrative paragraph reference to section of the manual fewer elements than x has columns it will be if scalerr cm cm inv x endif is located in the examples subdirectory as explained under create see OPERATOR PRECEDENCE Section 11 7 1 2 Getting Started 2 1 Installation Under UNIX Linux 1 Make a directory to install GAUSS in 2 cd to that directory 3 Gunzip the gz file if there is one 4 Untar the tar file 5 Run the executable script ginstall 6 Put the installation directory in the executable path 7 Put the installation directory in the shared library search path 8 Install the license To receive a license and license installation instructions email license aptech com For last minute information see READM
206. h space to continue see new in the GAUSS LANGUAGE REFERENCE Execution stack too deep expression too complex An expression is too complex Break it into smaller pieces Notify Aptech Systems fn function too large Missing right index bracket Missing arguments Argument too large Matrices are not conformable For a description of the function or operator being used and conformability rules see MATRIX Operators Section 11 2 or the GAUSS LANGUAGE REFERENCE Result too large The size of the result of an expression is greater than the limit for a single matrix Not all the eigenvalues can be computed Matrix must be square to invert Not all the singular values can be computed 29 4 Error Messages G0041 G0042 G0043 G0044 G0045 G0046 G0047 G0048 G0049 G0050 G0051 Argument must be scalar A matrix argument was passed to a function that requires a scalar Matrix must be square to compute determinant Not implemented for complex matrices Matrix must be real Attempt to write complex data to real data set Data sets unlike matrices cannot change from real to complex after they are created Use create complex to create a complex data set Columns don t match The matrices must have the same number of columns Rows don t match The matrices must have the same number of rows Matrix singular The matrix is singular using the current tolerance Target matrix not complex Out of
207. he Cholesky decomposition to get the solution Ab AA If trap 2 is set missing values will be handled with pairwise deletion x Modulo division 11 5 s10Je19ado GAUSS User Guide y x Kz For integers this returns the integer value that is the remainder of the integer division of x by z If x or z is noninteger it will first be rounded to the nearest integer This is an element by element operator Factorial y x Computes the factorial of every element in the matrix x Nonintegers are rounded to the nearest integer before the factorial operator is applied This will not work with complex matrices If x is complex a fatal error will be generated Element by element multiplication Jena z If x is a column vector and z is a row vector or vice versa the outer product or table of the two will be computed For comformability rules see ELEMENT BY ELEMENT OPERATORS Section 11 1 Element by element division y x uum Element by element exponentiation ye xz If x is negative z must be an integer Same as Kronecker tensor product 11 6 Operators This results in a matrix in which every element in x has been multiplied scalar multiplication by the matrix z For example x y E 8 VS Ad 1 2 3 4 45 6 789 X Z 1 2 3 4 6 7 9 4 5 6 8 7 8 9 14 12 15 18 16 21 24 27 28 0 Horizontal direct product Z ZS Ry 1 2 3 4 5 6 7
208. he Edit menu gives you tools to control the data in the Matrix Editor Clear All Clears the grid of all values but keep the row and column order Preferences Sets several matrix options including the number of digits to the right of the decimal point cell height and width and whether pressing the Enter key moves the cursor down or over one cell These options along with screen position and window state are saved between sessions 6 4 Matrix Editor View Menu The View menu lets you control the Matrix Editor window The View menu also lets you control your view of imaginary numbers Dimension Real Parts Imaginary Parts Minimal View Stay on Top Specifies which two dimensional subarray of an N dimensional array to display by indexing the N 2 leading dimensions of the array Specifies that you want the real parts of imaginary numbers to be displayed in the Matrix Editor Specifies that you want the imaginary parts of numbers to be displayed in the Matrix Editor Minimizes the amount of screen space occupied by the Matrix Editor This is especially useful for creating watch windows for single variables Forces the Matrix Editor window to remain visible on the screen even when the interface focus has shifted to another window 6 5 JOUPA XUJEIN Library Tool 7 1 Using the Library Tool The Library Tool lets you quickly manage your libraries You can add and remove libraries and you can add and remove
209. he arguments must be separated by commas If there is to be no return value use proc 8 dog x y z when defining the procedure and use dog ak 4 3 Or call dog ak 4 3 when calling it The arguments passed to procedures can be complicated expressions involving calls to other functions and procedures This calling mechanism is completely general For example 12 6 Procedures and Keywords y dog cat 3 x bird x y 2 2 1 is legal 12 3 Keywords A keyword like a procedure is a subroutine that can be called interactively or from within a GAUSS program A keyword differs from a procedure in that a keyword accepts exactly one string argument and returns nothing Keywords can perform many tasks not as easily accomplished with procedures 12 3 1 Defining a Keyword A keyword definition is much like a procedure definition Keywords always are defined with 0 returns and 1 argument The beginning of a keyword definition is the keyword statement keyword name strarg name Name of the keyword up to 32 alphanumeric characters or an underscore beginning with an alpha or an underscore strarg Name that will be used inside of the keyword for the argument that is passed to the keyword when it is called There is always one argument The name is known only in the keyword being defined Other keywords can use the same name but they will be separate entities This will always be a string If the keyword is called with
210. he new command is executed or you quit GAUSS and exit to the operating system the compiled image of the procedure disappears and the file containing the procedure definition will have to be compiled again If a procedure contains no global references that is if it does not reference any global matrices or strings and it does not call any user defined functions or procedures it can be saved to disk in compiled form in a fcg file with the save command and loaded later with the loadp command 12 13 Sso1npoooJd GAUSS User Guide whenever it is needed This will usually be faster than recompiling For example save path c gauss cp procl proc2 proc3 loadp path c gauss cp procl proc2 proc3 The name of the file will be the same as the name of the procedure with a cg extension For details see loadp and save in the GAUSS LANGUAGE REFERENCE All compiled procedures should be saved in the same subdirectory so there is no question where they are located when it is necessary to reload them The loadp path can be set in your startup file to reflect this Then to load in procedures use loadp proc1 proc2 proc3 Procedures that are saved in cg files will NOT be automatically loaded It is necessary to explicitly load them with loadp This feature should be used only when the time necessary for the autoloader to compile the source is too great Also unless these procedures have been compiled with lineson debuggi
211. he same structure for the ASCII input file and will thus read TWO numbers out for EACH variable specified complex cannot be used with packed ASCII files input Specifies the file name of the ASCII file to be converted The full path name can be used in the file specification For example the command input data raw will expect an ASCII data file in the current working directory The command input research data myfile asc specifies a file to be located in the research data subdirectory 28 4 ATOG invar Soft Delimited ASCII Files Soft delimited files may have spaces commas or cr lf as delimiters between elements Two or more consecutive delimiters with no data between them are treated as one delimiter For example invar age name sex pay var 1 10 x 005 The invar command above specifies the following variables column name data type 1 AGE 2 name 3 sex 4 PAY 5 VAROI 6 VARO2 7 VARO3 8 VARO0A 9 VAROS 10 VARO6 11 VARO7 12 VAROS 13 VARO9 14 VAR10 15 X001 16 X002 17 X003 18 X004 19 X005 numeric character character numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric numeric As the input file is translated the first 19 elements will be interpreted as the first row observation the next 19 will be interpreted as the second row and so on If the number of elements in the file is not eve
212. heta N yord 1 No of observations L yord 3 No of time series K xord 3 No of independent variables in mean equation P gord 1 order of garch parameters Q aord 1 order of arch parameters r maxc P Q E Y amult X areshape B N K L Sigma areshape omega N L L for i r 1 N 1 for 3 1 0 1 W amult theta j atranspose E i j 1 3 2 sigma i sigma i amult W atranspose W 1 3 2 15 17 s eJIy yim BHulysoM GAUSS User Guide endfor for j 1 P 1 sigma i sigma i amult amult phi j sigma i j philj endfor endfor sigmai invpd sigma Indet In det sigma lnl 0 5 L N R asum 1n det sigmai 1 asum amult amult E sigmai atranspose E 1 312 3 Instead of index operators the above computation can be done using getArray and setArray yord getOrders Y xord getOrders X gord getOrders phi aord getOrders theta N yord 1 No of observations L yord 3 No of time series K xord 3 No of independent variables in mean equation P gord 1 order of garch parameters Q aord 1 order of arch parameters r maxc P Q E Y amult X areshape B N K L Sigma areshape omega N L L for i r 1 N 1 for 3 1 0 1 W amult getArray theta j atranspose getArray E i j 2 1 setarray Sigma i getArray
213. heta thetahat struct PV stderr stderr out0 par if not scalmiss out0 moment stderr pvPutParVector stderr sqrt diag out9 moment lambdase pvUnpack stderr lambda phise pvUnpack stderr phi thetase pvUnpack stderr theta print standard errors print print lambda lambdase print print phi phise print print theta thetase endif proc lpr struct PV parl struct DS datal local lambda phi theta sigma logl lambda pvUnpack par1 lambda phi pvUnpack parl phi theta pvUnpack par1 theta Sigma lambda phi lambda theta logl lnpdfmvn datal dataMatrix sigma retp logl endp 17 13 SdINJONAIS 118 GAUSS User Guide proc ineq struct PV parl struct DS datal local lambda phi theta sigma e lambda pvUnpack parl lambda phi pvUnpack par1 phi theta pvUnpack parl theta sigma lambda phi lambda theta e eigh sigma 001 eigenvalues of sigma e e eigh phi 001 eigenvalues of phi retp e endp 17 14 Multi Threaded S Programming in GAUSS The term thread comes from the phrase thread of execution simply it denotes a section of code that you want to execute A single threaded program has only one thread of execution i e the program itself A multi threaded program is one that can have multiple threads sections of code executing simultaneously Since these threa
214. his 28 6 ATOG BILL 222 3 123 2 456 4 345 2 533 2 STEVE 624 3 340 3 624 3 639 5 TOM 244 2 834 3 602 3 333 4 822 5 The difference between specifying N or N 1 delimiters can be seen here 456 4 345 2 533 2 624 3 639 5 602 3 333 4 If the invar statement specified three variables and N 1 delimiters this file would be interpreted as having three rows containing a missing in the 2 1 element and the 3 3 element like this 456 4 345 2 533 2 624 3 639 5 602 3 333 4 If N delimiters had been specified this file would be interpreted as having two rows and a final incomplete row that is dropped 456 4 345 2 533 2 624 3 639 5 The spaces were shown only for clarity and are not significant in delimited files so BILL 222 3 123 2 456 4 345 2 533 2 STEVE 624 3 340 3 624 3 639 5 TOM 244 2 834 3 602 3 333 4 822 5 would work just as well Linefeeds are significant only if n is specified as the delimiter or when using r This example 28 7 SOLV GAUSS User Guide invar delimit r name var 5 will expect a file with no comma after the final element in each row BILL 222 3 123 2 456 4 345 2 533 2 STEVE 624 3 340 3 245 3 624 3 639 5 TOM 244 2 834 3 602 3 333 4 822 5 Packed ASCII Files Packed ASCU files must have fixed length records The record subcommand is used to specify the record length and variables are specified by giving their type starting
215. his structure are 16 27 SsoJN JONAS GAUSS User Guide par instance of a PV structure containing the parameter estimates are placed in the matrix member par fct scalar function evaluated at final parameter estimates lagr an instance of an SQPLagrange structure containing the Lagrangeans for the constraints For an instance named lagr the members are lagr lineq MXx1 vector Lagrangeans of linear equality constraints lagr nlineq Nxl vector Lagrangeans of nonlinear equality constraints lagr linineq Pxl vector Lagrangeans of linear inequality constraints lagr nlinineq Qx1 vector Lagrangeans of nonlinear inequality constraints lagr bounds Kx2 matrix Lagrangeans of bounds Whenever a constraint is active its associated Lagrangean will be nonzero For any constraint that is inactive throughout the iterations as well as at convergence the corresponding Lagrangean matrix will be set to a scalar missing value retcode return code normal convergence forced exit maximum number of iterations exceeded function calculation failed gradient calculation failed 0 1 2 3 4 5 Hessian calculation failed 6 line search failed 7 error with constraints 8 function complex 9 feasible direction couldn t be found 16 28 Structures 16 4 3 Example Define Y An 0 where A is a KXL matrix of loadings y an Lx1 vector of unobserved latent variables and 6 a Kxl vector of unobserved errors
216. how Left Margin Line Tooltips on Scroll Specifies the way syntax coloring works in the editor Specifies what font the edit window will use Specifies how the autoindenter will indent your code Specifies how many spaces a tab has Specifies what syntax the GAUSS editor will recognize for syntax coloring Specifies whether the editor will automatically change the case of GAUSS keywords when they use the wrong case Enables or disables smooth scrolling when the window is scrolled up down by one line or left right by one character Enables or disables the editor s margin The margin is used for showing breakpoints bookmarks or line numbers Shows the first line number on screen as a tooltip as you scroll up and down the file 5 14 Using the Windows Interface Allow Drag and Drop Allow Column Selection Confine Caret to Text Color Syntax Highlighting Show Horizontal Scrollbar Show Vertical Scrollbar Allow Vertical Splitting Allow Horizontal Splitting Line Numbering Max Undoable Actions Enables or disables drag and drop functionality Lets you select and manipulate columns of text Tells the GAUSS editor to interpret carets as text only rather than as substitution symbols or text Toggles on or off color syntax highlighting Toggles on or off the horizontal scrollbar Toggles on or off the vertical scrollbar Toggles on or off the ability to split editor panes vertic
217. hown Specifies the number of columns to be shown Specifies the indices of the upper left corner of the block to be shown Specifies the width of the columns to be shown Specifies the precision shown Specifies the format of the numbers as decimal scientific or auto format Quits the matrix viewer 3 4 5 Breakpoint Commands lb b args Shows all the breakpoints currently defined Sets a breakpoint in the code The syntax for each optional argument is filename line period The debugger will stop every period times it reaches the specified line in the named file filename line The debugger will stop when it reaches the specified ine in the named file filename period The debugger will stop every period times it reaches any line in the named file 3 0 eur puewwog GAUSS User Guide d args line period The debugger will stop every period times it reaches the specified line in the current file filename The debugger will stop at every line in the named file line The debugger will stop when it reaches the specified line in the current file procedure period The debugger will stop every period times it reaches the first line in a called procedure procedure The debugger will stop every time it reaches the first line in a called procedure Removes a previously specified breakpoint The optional arguments are the same arguments as b listed above 3 10 Introduction to the Windows Interf
218. ializing Arrays 22h 15 1 Tele reshape ic emm Yew a m awa ee Re e 15 2 15 02 acollical uu e eke do e A ee A 15 4 19 1 9 AE eraco e ESE EE ae aE E E E EE A a a aa E E 15 6 IAA ANAVIAN DC 15 6 Uoc cC A a ADE e W 15 7 15 2 Assigning to Arrays 2l 15 8 15 2 1 amdexoperator cisnes eb wR BER a dom eedem e 15 9 1522 getAWay lt o xo eR ee ER ues RW 15 12 15 28 GAMAN x22 uude Behe pec Raw eae se Be 15 13 15 2 4 getMatrix4D 2l 15 13 15 2 5 getScalar3D getScalar4D 15 14 1526 PILA scx cc mote Box Se oe e me xoxo RIS Ue aid Rides a 15 15 152 7 SCtAN AY cuo bekomm ra e le Rec PG RE Re a 15 16 15 3 Looping with Arrays llle 15 17 15 9 1 Je opnext ndex x da ere ere m ee RE Hee RUE e 15 19 15 4 Miscellaneous Array Functions o e o e 15 21 SAT AMANSPOSE 2 la A RA de e 15 21 15 42 aM se ekg ek eee ee ee he SE ae ee eee 15 23 15 4 8 amean amin amax A 15 25 T1544 GUDME 2 wo de gle n Yos x eee ee D en 15 27 15 4 5 gelOrders cx BHR ES Re a FUE x 15 27 19 46 amayl0Mal 24 62 2032 ums m ble ae ob eR ER RUE Ae A 15 28 15 47 daloakhdy iuc cm ee ele ae P REO Es 15 28 15 5 Using Arrays with GAUSS functions 00 000 ee eee 15 28 15 6 APanelData Model xm 54 Shee hee a eee eee eae ee 15 32 O7 Append escas eee e ee we A A ok ARA a a 15 35 16 Structures 161 Basie Structures s 4 sc ra
219. ic values On input a nonzero value is considered TRUE and a zero value is considered FALSE The logical operators return a 1 if TRUE and a 0 if FALSE Decisions are based on the following truth tables Complement not X F T a gt Conjunction X Y XandY T T T TF F FT F F F F Disjunction X o lt Tono HX pii iis ii ias udadud 11 13 s10Je19ado GAUSS User Guide Exclusive Or X Y XxorY T T F T F T FIT T FIF F Equivalence X Y XeqvY T T T T F F FIT F FIF T For complex matrices the logical operators consider only the real part of the matrices The following operators require scalar arguments These are the ones to use in if and do statements e Complement z not x e Conjunction z x and y e Disjunction Z x or y e Exclusive or Z X xor y 11 14 Operators e Equivalence Z Xx eqv y If the logical operator is preceded by a dot the result will be a matrix of 1 s and 0 s based upon an element by element logical comparison of x and y e Element by element logical complement z not x Element by element conjunction z x and y Element by element disjunction Z Xx or y e Element by element exclusive or Zz x xor y e Element by element equivalence Z Xx eqv y 11 5 Other Operators Assignment Operator Assignments are done with one equal sign y 3 11 15 s10Je19ado
220. iew Draw Export Help Toolbar OSH SR xmcmXE ENMDOA Pena Pen Fil E i B Properties mm an 7 11 an mi Status Bar Figure 26 1 Graphics Editor Workspace 26 2 14 Toolbar The toolbar is displayed across the top of the application window below the menu bar The toolbar provides quick mouse access to many tools used in the graphics editor 26 2 Graphics Editor To hide or display the toolbar choose Toolbar from the View menu ALT V T Select Print New Graph Ellipse Print Preview oe Text Fi amp 0 xmGNN NE XDOA now Cut Aen Line Open Cop Zoom Arrow Save Paste Rectangle Figure 26 2 Graphics Editor Toolbar 26 2 2 Status Bar The status bar is displayed at the bottom of the graphics editor window To display or hide the status bar use the Status Bar command in the View menu The left area of the status bar describes actions of menu items as you use the arrow keys to navigate through menus This area similarly shows messages that describe the actions of toolbar buttons as you depress them before releasing them If after viewing the description of the toolbar command you wish not to execute the command then release the mouse button while the pointer is off the toolbar button In addition the status bar provides short hints while using the graphical interface such as defining sizing and moving objects Status Bar id X Y Mouse Position NUM l 7 55 0 71 NUM x CAPS sCRL Figure 26 3
221. ile depending on the operating mode Insert GAUSS Prompt Insert Last Cmd Run Selected Text Run Active File Test Compile Active File Run Main File Test Compile Manually adds the GAUSS prompt gt gt at the cursor position The GAUSS prompt is automatically displayed following the execution of GAUSS code Re enters the last command written to the Input buffer Runs any text selected from the editor or the Command Input Output window Runs the active file The file then becomes the main file Compiles the currently selected file During compilation any errors are displayed in the Output window Note This command is different than the GAUSS compile command which compiles a program and saves the pseudocode as a file Runs the file specified in the Main File list Test compiles the main file During compilation any errors are displayed in 4 6 Introduction to the Windows Interface Main File Edit Main File Stop Program Build GCG File from Main Set Main File Clear Main File List Translate Dataloop Cmds the Output window Note This command is different than the GAUSS compile command which compiles a program and saves the pseudocode as a file Opens the specified main file in an edit window Stops the program currently running and returns control to the editor Creates GAUSS pseudocode file that can be run over and over with no compile time Makes the active file the main fi
222. indow and the Output or Command Input Output window horizontally Tiles the active window and the Output or Command Input Output 4 14 Introduction to the Windows Interface vertically window vertically Src Browser If selected the next file browsed in the Source Browser will be displayed replaces window in the same window with new file contents 4 1 15 Status Bar The status bar is located along the bottom of the GAUSS window The status of the windows and processes are shown on the status bar 4 1 16 GAUSS Status The first section of the status bar shows the current GAUSS status From time to time you are alerted to the task GAUSS is performing by new messages appearing in the status bar Dataloo CAR In 13 Col 3 DATALOOP NUM gt mE GAUSS Status Cursor Location OVR NUM Figure 4 6 Status Bar Cursor Location The line number and column number where the cursor is located appear on the status bar for the active window When a block of text is selected the values indicate the first position of the selected text DATALOOP DATALOOP appears on the status bar to indicate the Dataloop Tranlator is turned on OVR OVR appears on the status bar when typing replaces the existing text with text you enter When OVR does not appear on the status bar typing inserts 4 15 onu IND SMOpUIM GAUSS User Guide CAP NUM text without deleting the existing text Press the INSERT key to toggle between
223. ine number or procedure where you want the execution to be paused The cycle count is for the occurrence of the line number or procedure not the number of times a line is to be skipped 5 5 3 Setting and Clearing Breakpoints You can set or clear a line breakpoint in the highlighted line of code by clicking Set Clear Breakpoint on the Debug menu or by pressing the F9 key To set breakpoints in any part of the file not currently being executed just click the line where you want the breakpoint to be then click Toggle Breakpoint To clear breakpoints in the file click a line of code that has a breakpoint set and then click Set Clear Breakpoint You can also clear all breakpoints from the active file by clicking Clear All Breakpoints Using the Breakpoint Editor to Set and Clear Breakpoints The Breakpoint Editor allows you to set or clear both line and procedure breakpoints It also lets you specify cycles of execution for breakpoints With the Breakpoint Editor you can set or clear breakpoints in any program currently in your working directory 5 8 Using the Windows Interface 5 5 4 Stepping Through a Program GAUSS s debugger includes the ability to step into step out of and step over code during debugging Use Step Into to execute the line of code currently highlighted by the debugger Use Step Out to execute to the end of the current function without pause and return to the calling function Use Step Over to execute
224. ing Selected Text There are three ways you can run selected text First highlight the text you want to run then either press CTRL R drag and drop the selected text into the Command Input Output window or click Run Selected Text on the Run menu 5 2 Using The Command Input Output Window The Command Input Output window lets you input interactive commands and view the results The Command Input Output window can be split into two separate windows one for input and one for output by clicking Output Window on the Window menu Output will be written at the insertion point in the Command Input Output window or the Output window when it is a separate window GAUSS commands cannot be executed from this window From the Command Input Output window you can run saved programs You can view or edit the data of any variable in the active workspace with the Matrix Editor You can also open files for editing or to debug The GAUSS Command Input Output window has many of the same features that the GAUSS text editor has You can cut and paste text You can search the buffer of the Command Input Output window You can also save the contents of the Command Input Output window to a text file 5 2 1 Running Commands The GAUSS interface allows you to run programs that consist of single commands or blocks of commands executed interactively as well as large scale programs that may consist of commands in one or more files The file th
225. ing dname string array vnames 5 This structure was designed for use by the various optimization functions in GAUSS in particular sqpSolvemt as well as a set of gradient procedures gradmt hessmt et al These procedures all require that the user provide a procedure computing a function to be optimized or take the derivative of etc which takes the DS structure as an argument The Run Time Library procedures such as sqpSolvemt take the DS structure as an argument and pass it on to the user provided procedure without modification Thus the user can put into that structure whatever might be needed as data in the procedure To initialize an instance of a DS structure the procedure dsCreate is defined in ds src 16 15 SsoJN JONAS GAUSS User Guide include ds sdf struct DS d0 d dsCreate 16 3 2 The PV Structure The PV structure or parameter vector structure is used by various optimization modelling and gradient procedures in particular sqpSolvemt for handling the parameter vector The GAUSS Run Time Library contains special functions that work with this structure They are prefixed by pv and defined in pv src These functions store matrices and arrays with parameters in the structure and retrieve various kinds of information about the parameters and parameter vector from it Packing into a PV Structure The various procedures in the Run Time Library and applications for optimization modelli
226. into or out of the middle of a thread retry ThreadBegin err x fna q if err 18 9 speolyL GAUSS User Guide goto badidea endif x fnb x ThreadEnd ThreadStat y fnb y ThreadJoin z fnc x y save Z end badidea errorlog Error computing fna q q fnd q goto retry Basically don t do anything that will keep a thread from reaching its ThreadEnd command That s the only way it knows its work is done end and stop are okay to call though they will bring the program to an end as usual and terminate all running threads in the process You can use goto and labels to jump around within a thread that is within the confines of a ThreadBegin ThreadEnd pair 18 10 Libraries The GAUSS library system allows for the creation and maintenance of modular programs The user can create libraries of frequently used functions that the GAUSS system will automatically find and compile whenever they are referenced in a program 19 1 Autoloader The autoloader resolves references to procedures keywords matrices and strings that are not defined in the program from which they are referenced The autoloader automatically locates and compiles the files containing the symbol definitions that are not resolved during the compilation of the main file The search path used by the autoloader is first the current directory and then the paths listed in the src_path configuration variable in
227. it or view a symbol double clicking on it or right clicking and selecting Edit from the menu Finding Symbols in Source Files To search the source files right click any file name in the source tab and click Find In the Find dialog enter a keyword and click OK 5 6 Using the Windows Interface 5 4 Using the Error Output Window The Error Output window allows errors messages to be output to a separate window instead of the GAUSS Input Output window When an error occurrs you can open to program of source file directly from the Error Output window To open the program or source file press F4 or double click the error message The file will open at the line the error occurred 5 5 Using The Debugger The debugger greatly simplifies program development With all of the features of a dedicated debugging system the debugger can help you to quickly identify and solve logic errors at run time The debugger is integrated into the multiple document interface of GAUSS it uses the interface tools such as the edit windows the Matrix Editor and the Command Input Output window for debugging So while using the debugger you still have all the features of the edit windows and Matrix Editor along with GAUSS s suite of debugging tools You use the debugger to watch the program code as it runs Prior to running the debugger breakpoints and watch variables can be set to stop the program at points you set and provide additional data
228. ith the Update button To remove multiple files from a library select the files in the file selection window and use the Clear Selection button For more information about libraries see LIBRARIES Chapter 19 7 3 100 Aeq GAUSS Source Browser The GAUSS Source Browser lets users quickly find view and if necessary modify source code Both the TGAUSS and GAUSS Source Browsers can be used to search for external symbols in active libraries The GAUSS Source Browser can also be used to search for symbols in any directory or source file 8 1 Using the Source Browser in TGAUSS To start the Source Browser in TGAUSS type BROWSE followed by a symbol name When the Source Browser is active the prompt displays Browse GAUSS searches through all active libraries for the file in which the symbol is defined If found the file containing the source code is opened in the default editor Wildcard searches can also be used When using wildcard searches each symbol that the string matches will be displayed on screen in a numbered list To select a specific command to view in the default editor select the number from the list The Source Browser will remain active until you type CTRL C to return to the GAUSS prompt 8 1 J19SMOJg 221NOS GAUSS User Guide 8 2 Using the Source Browser in GAUSS To open the Source Browser in GAUSS from the Tools menu select Source Browser Using the Source Browser you can search a file fo
229. l be redrawn in the current background fill and border color 26 13 104p3 soiudeiy GAUSS User Guide At any time after the above process you may modify the rectangle object Creating an Ellipse Note a circle is first created when defining an ellipse After the circle has been defined it may be dynamically reshaped into an ellipse of the desired size using the mouse To create the circle select the Ellipse menu item from the Draw menu or press the Draw ellipse button on the toolbar This puts the editor into the draw ellipse state indicated by a crosshair cursor Next position the mouse where you want the center of the circle then press and hold the left mouse button You may also move the object by pressing and holding the right mouse button while keeping the left button depressed Drag the mouse to the desired radius and release the mouse button The circle will be redrawn in the current background fill and border color At any time after the above process you may modify the circle to any other elliptical size and shape 26 2 14 Modifying the Graphical Objects First ensure you are in selection mode by pressing the Select toolbar button or choosing the Select item in the Draw menu Selection mode is indicated with an arrow cursor Next select the object you want to modify by left clicking anywhere inside or on the object It will then become highlighted Once selected it may be sized moved or modified with one
230. le Removes all entries in the Main File list on the Main toolbar Toggles translate dataloop command on and off For more information see Data TRANSFORMATIONS Chapter 23 4 1 6 Debug Menu The Debug menu lets you access the commands used to debug your active file or main file The Debug menu contains the following Commands Debug Main File Debug Active File Set Clear Breakpoint Edit Breakpoints Clear All Breakpoints Runs the main file in the debugger Runs the active file in the debugger Enables or disables a breakpoint at the cursor in the active file Opens a list of all breakpoints in your program The breakpoints are listed by line number Any procedure breakpoints are also listed Removes all line and procedure breakpoints from the active file 4 7 oanuj IND SMOPUIM GAUSS User Guide Go Stop Run to Cursor Step Into Step Over Step Out Set Watch Starts the debugger Stops the debugger Runs the program until it reaches the cursor position Runs the next executable line of code in the application and steps into procedures Runs the next executable line of code in the application but does not step into procedures Runs the remainder of the current procedure and stops at the next line in the calling procedure Step Out returns 1f a breakpoint is encountered Opens the Matrix Editor for watching changing variable data For more information about viewing variables see VIEWING
231. le The ASCII input file could not be opened Can t open output file The output file could not be opened Can t open temporary file Notify Aptech Systems Can t read temporary file Notify Aptech Systems Character data in output file Setting output file to double precision The output file contains character data The type was set to double precision automatically Character data longer than 8 bytes were truncated The input file contained character elements longer than 8 bytes The conversion continued and the character elements were truncated to 8 bytes Disk Full The output disk is full The output file is incomplete Found character data in numeric field 28 15 DOLV GAUSS User Guide atog atog atog atog atog atog atog atog atog This is a warning that character data was found in a variable that was specified as numeric The conversion will continue Illegal command An unrecognizable command was found in a command file Internal error Notify Aptech Systems Invalid delimiter The delimiter following the backslash is not supported Invalid output type Output type must be I F or D Missing value symbol not found No missing value was specified in an msym statement No Input file No ASCII input file was specified The input command may be missing No input variables No input variable names were specified The invar statement may be missing
232. le the following defines a structure containing the possible contents struct generic_example scalar x matrix y 16 1 sa1ni9nns GAUSS User Guide string sl string array s2 struct other example t 5 A useful convention is to put the structure definition into a file with a sdf extension Then for any command file or source code file that requires this definition put include filename sdf For example Zinclude example sdf These statements create structure definitions that persist until the workspace is cleared They do not create structures only structure type definitions The next section describes how to create an instance of a structure 16 1 2 Declaring an Instance To use a structure it is necessary to declare an instance The syntax for this is struct structure type structure name For example Zinclude example sdf struct generic example p0 16 2 Structures 16 1 3 Initializing an Instance Members of structures are referenced using a dot syntax p0 x rndn 20 3 The same syntax applies when referred to on the right hand side mn meanc p0 x Initialization of Global Structures Global structures are initialized at compile time Each member of the structure is initialized according to the following schedule scalar O a scalar zero matrix an empty matrix with zero rows and zero columns array 0 a 1 dimensional array set to zero string a null s
233. le and srcline is different than for the other directives that take arguments Typically directives do not take arguments in parentheses that is they look like keywords define red 4 srcfile and srcline however do take their arguments in parentheses like procedures 10 7 s ejuawepuny ebenbue7 GAUSS User Guide srcline 12 This allows you to place srcline statements in the middle of GAUSS commands so that line numbers are reported precisely as you want them For example Zsrcline 1 print Here is a multi line srcline 2 sentence if it contains a run time error srcline 3 you will know exactly srcline 4 which part of the sentence has the problem The argument supplied to srcfile does not need quotes srcfile gauss test e 10 5 Procedures A procedure allows you to define a new function which you can then use as if it were an intrinsic function It is called in the same way as an intrinsic function y myproc a b c Procedures are isolated from the rest of your program and cannot be entered except by calling them Some or all of the variables inside a procedure can be local variables local variables exist only when the procedure is actually executing and then disappear Local variables cannot get mixed up with other variables of the same name in your main program or in other procedures For details on defining and calling procedures see PROCEDURES AND KEvwoRDs chapter 12 10
234. lename line procedure period procedure specified line in the named file The debugger will stop when it reaches the specified line in the named file The debugger will stop every period times it reaches any line in the named file The debugger will stop every period times it reaches the specified line in the current file The debugger will stop at every line in the named file The debugger will stop when it reaches the specified line in the current file The debugger will stop every period times it reaches the first line in a called procedure The debugger will stop every time it reaches the first line in a called procedure Executes code to a specified line procedure or period in the file without stopping at breakpoints The optional arguments are the same as g listed above Executes code to the execution count specified number without stopping at breakpoints Executes the remainder of the current procedure or to a breakpoint and stops at the next line in the calling procedure 3 8 Using the Command Line Interface 3 4 4 View Commands v vars v vars Searches for a local variable then a global variable and displays the value of a specified variable Searches for a local variable then a global variable and displays the specified character matrix The display properties of matrices and string arrays can be set using the following commands Specifies the number of rows to be s
235. letion process is transparent to the user since the symbols are automatically located by the autoloader the next time the program is run This process results in more compile time which may or may not be significant depending on the speed of the computer and the size of the program Autodelete OFF 1 user library 2 user specified libraries 3 gauss library All g files must be listed in a library Forward references to symbols that are not listed in an active library are not allowed For example rndn 10 10 sym x Forward reference to sym X y proc sym x retp x x endp Use an external statement for anything referenced above its definition if autodelete is OFF external proc sym x rndn 10 10 y sym x proc sym x retp x x endp 19 4 Libraries When autodelete is OFF symbols not found in an active library will not be added to the symbol table This prevents the creation of uninitialized procedures in the global symbol table No deletion of symbols from the global symbol table will take place Libraries The first place GAUSS looks for a symbol definition is in the active libraries A GAUSS library 1s a text file that serves as a dictionary to the source files that contain the symbol definitions When a library is active GAUSS will look in it whenever it is looking for a symbol it is trying to resolve The library statement is used to make a library active Library files
236. llowing name as a variable not a literal chrs Convert vector of ASCII codes to character string dttostr Convert a matrix containing dates in DT scalar format to a string array ftocv Character representation of numbers in NxK matrix ftos Character representation of numbers in 1x1 matrix ftostrC Convert a matrix to a string array using a C language format specification getf Load ASCII or binary file into string indcv Find index of element in character vector lower Convert to lowercase stof Convert string to floating point strindx Find index of a string within a second string strlen Length of a string strsect Extract substring of string strsplit Split an Nx1 string vector into an NXK string array of the individual tokens 10 20 Language Fundamentals strsplitPad Split a string vector into a string array of the individual tokens Pads on the right with null strings strtodt Convert a string array of dates to a matrix in DT scalar format strtof Convert a string array to a numeric matrix strtofcplx Convert a string array to a complex numeric matrix upper Convert to uppercase vals Convert from string to numeric vector of ASCII codes Strings can be created like this x example string or X cons keyboard input Or x getf myfile 0 read a file into a string They can be printed like this print x A character matrix must have a prefixed to it in a print statement
237. lows the box will be resized as needed To save your text when you have finished typing press the OK icon on the text toolbar indicated by a green check mark or press the SHIFT ENTER key Clicking the mouse button outside the text window will also save the text and complete the operation The box will be redrawn with the proper font background border color and margin settings To cancel out of the text and lose changes press the Cancel icon on the text toolbar indicated by a red X or press the ESCAPE key Note The text object may be rotated at any angle from the Object Properties menu Creating a Line To create a line select the Line menu item from the Draw menu or press the Draw line button on the toolbar This puts the editor into the draw line state indicated by a crosshair cursor Next position the mouse where you want the first end point of the line then press and hold the left mouse button You may also move the line by pressing and holding the right mouse button while keeping the left button depressed Drag the mouse to the location for the second end point and release the mouse button Note Pressing the CTRL key while defining a line or arrow forces the line to be vertical or horizontal The line will be redrawn in the current pen color At any time after the above process you may modify the line object 26 12 Graphics Editor Creating an Arrow To create an arrow select the Arrow menu item from the D
238. major order Therefore a 3x2 matrix 1s stored as follows 1 1 1 2 2 1 2 2 3 1 3 2 The slowest moving dimension in memory is indexed on the right and the fastest moving dimension is indexed on the left This is true of N dimensional arrays as well A 4x3x2 array is stored in the following way 1 1 1 1 1 2 1 2 1 1 2 2 1 3 1 1 3 2 2 1 1 2 1 2 2 2 1 2 2 2 2 3 1 2 3 2 3 1 1 3 1 2 3 2 1 3 2 2 3 3 1 3 3 2 4 1 1 4 1 2 4 2 1 4 2 2 4 3 1 4 3 2 A complex N dimensional array is stored in memory in the same way Like complex matrices complex arrays are stored with the entire real part first followed by the entire imaginary part 14 1 shey GAUSS User Guide Every N dimensional array has a corresponding Nx1 vector of orders that contains the sizes of each dimension of the array This is stored with the array and can be accessed with getorders The first element of the vector of orders corresponds to the slowest moving dimension and the last element corresponds to the fastest moving dimension refer to the sectionnameGlossary of Terms at the end of the chapter for clear definitions of these terms The vector of orders for a 6x5x4x3x2 array which has 5 dimensions is the following 5x1 vector NU Bu 0 Two terms that are important in working with N dimensional arrays are dimension index and dimension number A dimension index specifies a dimension based on indexing the
239. mbol to another type You probably have a name conflict that needs to be resolved by renaming one of the symbols gauss lib prt lcg 5 error G0301 prt dec Syntax error in library Undefined symbols __VNAMES gauss src prt src 6 Check your library to see that all filenames are flush left and that all the symbols defined in that file are indented by at least one space 19 3 1 Using dec Files Below is some advice you are encouraged to follow when constructing your own library system e Whenever possible declare variables in a file that contains only declare statements When your program is run again without clearing the workspace the file containing the variable declarations will not be compiled and declare warnings will be prevented e Provide a function containing regular assignment statements to reinitialize the global variables in your program if they ever need to be reinitialized during or between runs Put this in a separate file from the declarations 19 13 S9118 1Q17 GAUSS User Guide proc 0 globset _vname Jo ue _con _row _title endp I rell e Never declare any global in more than one file e To avoid meaningless redefinition errors and declare warnings never declare a global more than once in any one file Redefinition error messages and declare warnings are meant to help you prevent name conflicts and will be useless to you if your code generates them normally By following
240. missing An expression contains two consecutive operands with no intervening operator Operand missing An expression contains two consecutive operators with no intervening operand Division by zero Must be recompiled under current version You are attempting to use compiled code from a previous version of GAUSS Recompile the source code under the current version Program compiled under GAUSS 386 real version Program compiled under GAUSS 386i complex version Procedure calls too deep You may have a runaway recursive procedure Type mismatch You are using an argument of the wrong data type e g inputting a matrix when a string 1s called for Too many files open The limit on simultaneously open files is 10 Redefinition of declare An attempt has been made to initialize a variable that is already initialized This is an error when declare is used declare or declare may be a better choice for your application 29 7 soDesso y 10413 GAUSS User Guide G0074 G0075 G0076 G0077 G0078 G0079 G0080 G0081 G0082 G0083 G0084 declare An attempt has been made to redefine a string as a matrix or procedure or vice versa delete the symbol and try again If this happens in the context of a single program you have a programming error If this is a conflict between different programs use a new statement before running the second program let A string is being forced to type matri
241. mn for example if 10 then m 1 n 0 m type of arrow head 0 solid 1 empty 2 open 3 closed n location of arrow head 0 none 1 atthe final end 2 atboth ends M 8 color of arrow see Corons Section 25 5 M 9 coordinate units for location 1 x y starting and ending locations in plot coordinates 2 x y starting and ending locations in inches 3 xy starting and ending locations in pixels M 10 line type 1 dashed 2 dotted 3 short dashes 4 closely spaced dots 5 dots and dashes 6 solid 25 15 90d GAUSS User Guide _parrow3 M 11 controls thickness of lines used to draw arrow This value may be zero or greater A value of zero is normal line width To create two single headed arrows located using inches use 2 _parrow 1 1 11 10 2 6 0 3 4 2 6 0 2 3 0 2 2 3 0 2 11 10 2 T5 Mx12 matrix draws one 3 D arrow per row of the input matrix for a total of M arrows If scalar zero no arrows will be drawn M 1 x starting point in 3 D plot coordinates M 2 y starting point in 3 D plot coordinates M 3 z starting point in 3 D plot coordinates M 4 x ending point in 3 D plot coordinates M 6 z ending point in 3 D plot coordinates M 7 ratio of the length of the arrow head to half its width M 8 size of arrow head in inches M 5 y ending point in 3 D plot coordinates M 9 type and location of arrow heads This integer number will be interpreted as
242. n either character or numeric data 11 2 1 Numeric Operators For details on how matrix conformability is defined for element by element operators see ELEMENT BY ELEMENT OPERATORS Section 11 1 Addition Y XxX 2 Performs element by element addition Subtraction or negation y x zZ y k Operators Performs element by element subtraction or the negation of all elements depending on context Matrix multiplication or multiplication y xx 2 When z has the same number of rows as x has columns this will perform matrix multiplication inner product If x or z are scalar this performs standard element by element multiplication Division or linear equation solution x b A If A and b are scalars this performs standard division If one of the operands is a matrix and the other is scalar the result is a matrix the same size with the results of the divisions between the scalar and the corresponding elements of the matrix Use for element by element division of matrices If b and A are conformable this operator solves the linear matrix equation Ax b Linear equation solution is performed in the following cases e If A is a square matrix and has the same number of rows as b this statement will solve the system of linear equations using an LU decomposition e If A is rectangular with the same number of rows as b this statement will produce the least squares solutions by forming the normal equations and using t
243. n phase 23 3 compile 20 1 compile options 5 11 compile time 10 1 compile 33 126 compiled language 10 1 compiler 20 1 compiler directives 32 40 compiling 32 46 compiling files 20 2 compiling programs 20 2 complex constants 10 14 33 177 33 484 33 835 complex modulus 33 1 complex 28 4 33 128 con 33 129 concatenation matrix 11 8 11 9 concatenation string 11 17 cond 33 131 condition number 33 131 conditional branching 10 34 config 3 6 conformability 11 1 conj 33 132 cons 33 133 ConScore 33 133 constants complex 10 14 33 177 33 484 Index 4 Index 33 835 continue 33 137 contour levels 25 22 contour 33 138 control flow 10 31 control structures 16 22 conv 33 139 conversion character to ASCII value 33 918 conversion float to ASCH 33 317 33 318 conversion string to floating point 33 834 convertsatostr 33 140 convertstrtosa 33 140 convolution 33 139 coordinates 25 6 correlation matrix 33 141 33 142 33 564 33 570 corrm 33 141 corrms 33 142 corrvc 33 141 corrx 33 141 corrxs 33 142 cos 33 142 cosh 33 143 cosine inverse 33 29 counts 33 144 countwts 33 146 create 33 147 cropping 25 19 cross product 33 153 33 550 crossprd 33 153 Crout decomposition 33 154 33 155 Crout LU decomposition 0 1 crout 33 154 croutp 33 155 csrcol 33 157 csrlin 33 157 cumprodc 33 158 cumsumc 33 159
244. n x y y y 8 y 6 y 4j 4 curves plotted against x _pdate date is not printed _plctrl 1 1 0 8 3 2 curves w symbols 2 without _pltype 1 2 6 6 dashed dotted solid lines _pstype 1 2 0 8 symbol types circles squares _plegctl 2 3 1 7 4 5 legend size and locations _plegstr Sin wave 1 0 4 lines legend text Sin wave 8 0 Sin wave 6 0 Sin wave 4 ylabel Amplitude Y axis label 25 4 Publication Quality Graphics xlabel X Axis X axis label title Example xy Graph main title xy x y call to main routine Example 3 In this example two graphics panels are drawn The first is a full sized surface representation and the second is a half sized inset containing a contour of the same data located in the lower left corner of the window library pgraph activate pgraph library Generate data for surface and contour plots x sega 10 0 1 71 note x is a row vector y sega 10 0 1 71 note y is a column vector z cos 5 sin x y zis a 71x71 matrix begwind initialize graphics windows makewind 9 6 855 0 0 0 first window full size makewind 9 2 6 855 2 1 1 0 second window inset to first setwind 1 activate first window graphset reset global variables _pzclr 1 2 3 4 Y set Z level colors titleC cos 5 sin x y
245. nalysis model include sqpsolvemt sdf lambda 1 0 0 0 0 5 0 0 0 0 1 0 0 0 0 5 lmask 0 6 1 0 0 0 0 1 phi 1 0 0 3 0 3 1 0 theta 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 tmask 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 3 struct PV par0 par pvCreate par8 pvPackm par0 lambda lambda 1mask par pvPacks par0 phi phi par8 pvPacksm par0 theta theta tmask 17 11 seunjonus 118 GAUSS User Guide struct SQPsolveMTControl c6 c8 sqpSolveMTcontrolCreate lind pvGetIndex par0 lambda get indices of lambda parameters in parameter vector tind pvGetIndex par0 theta get indices of theta parameters in parameter vector c bounds ones pvLength parQ 1 1e250 1e250 c6 bounds lind 1 zeros rows lind 1 c6 bounds lind 2 18 ones rows lind 1 c6 bounds tind 1 001 ones rows tind 1 c6 bounds tind 2 100 ones rows tind 1 cQ ineqProc amp ineq c covType 1 struct DS d6 dQ dsCreate dQ dataMatrix loadd maxfact struct SQPsolveMTOut out0 out SQPsolveMT 1pr par0 d0 c0 lambdahat pvUnpack out6 par lambda phihat pvUnpack out0 par phi thetahat pvUnpack out0 par theta print estimates print print lambda lambdahat print 17 12 Run Time Library Structures print phi phihat print print t
246. names age pay sex create fl dataset with vnames 0 2 The substitution operator works with load and save also lpath gauss procs name mydata load path lpath x name command dir fmt The general syntax is variable name Expressions are not allowed The following commands are supported with the substitution operator 10 23 s ejuawepuny ebenbue7 GAUSS User Guide create fl dataset with vnames 0 2 create fl dataset using cmdfile open f1 dataset output file outfile load x datafile load path lpath x y z t w loadexe buf exefile save name x save path spath dos cmdstr run prog msym mstring 10 6 6 String Arrays String arrays are NXK matrices of strings Here is a partial list of the functions for manipulating string arrays Vertical string array concatenation operator Horizontal string array concatenation operator Extract subarrays or individual strings from their corresponding array or assign their values Transpose operator V Bookkeeping transpose operator declare Initialize variables at compile time delete Delete specified global symbols fgetsa Read multiple lines of text from a file fgetsat Reads multiple lines of text from a file discarding newlines 10 24 Language Fundamentals format fputs fputst let loads lprint lshow print reshape save show sortcc type typecv varget varput
247. nce midnight Hours since midnight Minutes Seconds Hundredths of a second These vectors can be written to a string of the desired form by passing them through the corresponding function d 1997 5 29 56 47 Y datestr d 5 29 97 datestrymd d 21 2 Time and Date 19970529 t 10 17 33 13 81 timestr t 18 17 33 A list and brief description of these and other related functions is provided in the table in section 2 2 Another major matrix vector format is the dtv or date and time vector The dtv vector is a 1x8 vector used with the dtvnormal and utctodtv functions The format for the dtv vector is Year Month Day Hour Min Sec DoW DiY 1955 4 21 4 16 0 4 110 Where Year Year four digit integer Month 1 12 Month in year Day 1 31 Day of month Hour 0 23 Hours since midnight Min 0 59 Minutes Sec 0 59 Seconds DoW 0 6 Day of week O Sunday DiY 0 365 Days since Jan 1 of current year dtvnormal normalizes a date The last two elements are ignored for input as shown in the following example They are set to the correct values on output The input can be 1x8 or Nx8 dtv 1954 3 17 4 160 8 QO Y dtv dtvnormal dtv 27 3 ojeq pue eui GAUSS User Guide 1954 3 17 4 16 0 3 75 dtv 3 dtv 3 400 print dtv 1954 3 417 4 16 0 3 75 dtv dtvnormal dtv print dtv 1955 4 21 4 16 0 4 110 27 2 Time and Date Functions
248. nd lines and circles drawn by _pline _pcrop 1101 0 scalar If 1 the axes will intersect at the 0 0 X Y location if it is visible Default is 0 meaning the axes will be at the lowest end of the X Y coordinates 25 19 90d GAUSS User Guide _pdate _perrbar _pframe date string If this contains characters the date will be appended and printed The default is set as follows the first character is a font selection escape code _pdate 201GAUSS s If this is set to a null string no date will be printed For more information on using fonts within strings see GRAPHICS TExT ELEMENTS Section 25 4 Mx9 matrix draws one error bar per row of the input matrix If scalar 0 no error bars will be drawn Location values are in plot coordinates M 1 x location M 2 left end of error bar M 3 right end of error bar M 5 bottom of error bar M 4 y location M 6 top of error bar M 7 line type dashed dotted short dashes closely spaced dots dots and dashes solid M 8 color see Corons Section 25 5 cO Un RU rtr M 9 line thickness This value may be 0 or greater A value of 0 is normal line width To create one error bar using solid lines use _perrbar 1 0 2 2 1 3 6 2 86 2x1 vector controls frame around axes area On 3 D plots this is a cube surrounding the 3 D workspace 25 20 Publication Quality Graphics _pgrid _plctrl 1 1 fram
249. ndnv indsav int intgrat2 intgrat3 inthp intHP1 intHP2 B 7 SPIOM P9A9SDH GAUSS User Guide intHP3 intHP4 inthpControlCreate intquad1 intquad2 intquad3 intrleav intrleavsa intrsect intrsectsa key keyav keymatchmc lag lag1 lagn lapeighb lapeighi lapeighvb lapeighvi lapgeig lapgeigh lapgeighv lapgeigv lapgschur lapgsvdcst lapgsvds lapgsvdst lapsvdcusv intsimp inv invpd invswp iscplx iscplxf isinfnanmiss ismiss isSparse keyw keyword lapsvds lapsvdusv le let lib library license_id line linsolve In Incdfbvn Incdfbvn2 Incdfmvn Incdfn Incdfn2 Incdfnc B 8 Reserved Words Appendix Infact lngamma lnpdfmvn lnpdfmvt lnpdfn lnpdft load loadarray loadd loadexe loadf loadk loadm loadp loads loadstruct loadwind local locate machEpsilon makevars makewind margin matalloc matinit matrix mattoarray maxbytes maxc maxindc maxvec mbesselei mbesselei0 loess loessmt loessmtControlCreate log loglog logx logy loopnextindex lower lowmat lowmat1 lpos lprint lpwidth lshow lt ltrisol lu lusol mbesseleil mbesseli mbesseli0 mbesselil meanc median mergeby mergebysa mergevar minc minindc miss missex missrv B 9 SPIOM P9A9SDH GAUSS User Guide moment momentd movingave nametype ndpchk ndpclex ndpcntrl ne new nextindex oldfft oldffti ols olsmt olsmtControlCreate olsqr olsqr2 ol
250. ng derivatives etc all require a parameter vector Parameters in complex models however often come in matrices of various types and it has been the responsibility of the programmer to generate the parameter vector from the matrices and vice versa The PV procedures make this problem much more convenient to solve The typical situation involves two parts first packing the parameters into the PV structure which is then passed to the Run Time Library procedure or application and second unpacking the PV structure in the user provided procedure for use in computing the objective function For example to pack parameters into a PV structure include sqpsolvemt sdf starting values b0 1 constant in mean equation garch 1 1 garch parameters arch 1 1 arch parameters omega 1 constant in variance equation 16 16 Structures struct PV pd p0 pvPack pvCreate b0 b0 p0 pvPack p8 garch garch p0 pvPack p0 arch arch p0 pvPack p0 omega omega fe data EJ z loadd tseries struct DS dQ d0 dataMatrix z Next in the user provided procedure for computing the objective function in this case minus the log likelihood the parameter vector is unpacked proc ll struct PV p0 struct DS dQ local b0 garch arch omega p q h u vc w b0 pvUnpack p0 b0 garch pvUnpack p8 garch arch pvUnpack p0 arch omega pvUnpack p0
251. ng Other Statements e e eee ee 23 3 23 3 Debugging Data Loops 3 om da a a Rs 23 3 23 9 1 Translation Phase s un m URS RR PP OE e 23 3 28 9 2 Compilation Phase css ac doe a ese RO PE Rmo 23 3 23 3 3 Execution Phase a sexu mo a Rome mo 9 xm ERE 23 4 23 4 Reserved Variables 222 23 4 24 The GAUSS Profiler 24 1 Using the GAUSS Profiler 0 o 0 24 1 PAA Golleelloll s c act e 939m xn RR REGERE AA RE 24 1 2414 2 JAnalySIS 2533 book nox Dewan bhi Aa ee ewe d 24 2 xiv Contents 25 Publication Quality Graphics 25 1 25 2 25 3 25 4 25 5 25 6 General Design lel 25 1 Using Publication Quality Graphics 25 2 25 2 1 Getting Started sa s ea aoro ia rh RR RE RS 25 2 25 2 2 Graphics Coordinate System llli 25 6 Giaphie Panels uu ea de be et eel Roux um X eR A qe E mel 25 7 25 9 1 Tiled Graphic Panels so e 05 e840 68a e eee RR 25 7 25 3 2 Overlapping Graphic Panels o 25 7 25 8 8 Nontransparent Graphic Panels llle 25 8 25 8 4 Transparent Graphic Panels o o 25 8 25 8 5 Using Graphic Panel Functions o 25 8 25 8 6 Inch Units in Graphic Panels lll 25 10 25 3 7 Saving Graphic Panel Configurations 25 10 Graphics Text Elements o e 25 10 2o 4 1 Selecting FORES oo
252. ng will be more complicated 12 14 Sparse Matrices The sparse matrix data type stores only the non zero values of a 2 dimensional sparse matrix which makes working with sparse matrices faster and more efficient 13 1 Defining Sparse Matrices The sparse matrix data type is strongly typed in GAUSS which means that a variable must be defined as a sparse matrix variable before it may be used as such Once a variable has been defined as a sparse matrix 1t may not be used as another data type Similarly once a variable has been used as a matrix array or other non sparse data type it may not be redefined as a sparse matrix To define a global sparse matrix you may use either the declare or the let command declare sparse matrix sml let sparse matrix sml 13 1 S9DMIPIN esieds GAUSS User Guide or the following implicit let statement sparse matrix sml declare may be used to define multiple sparse matrices in a single statement declare sparse matrix sm1 sm2 sm3 To define a local sparse matrix inside of a procedure use an implicit let statement sparse matrix lsml As neither let nor declare support the initialization of a sparse matrix at this time you must initialize a sparse matrix with an assignment after defining it 13 2 Creating and Using Sparse Matrices Several new functions have been added to allow you to create and manipulate sparse matrices These functions are denseToSp Converts a dense
253. nly divisible by 19 the final incomplete row will be dropped and a warning message will be given 28 5 SOLV GAUSS User Guide Hard Delimited ASCII Files Hard delimited files have a printable character as a delimiter between elements Two delimiters without intervening data between them will be interpreted as a missing If Nn is specified as a delimiter the file should have one element per line and blank lines will be considered missings Otherwise delimiters must be printable characters The dot is illegal and will always be interpreted as a missing value To specify the backslash as a delimiter use NX If Nr is specified as a delimiter the file will be assumed to contain one case or record per line with commas between elements and no comma at the end of the line For hard delimited files the delimit subcommand is used with the invar command The delimit subcommand has two optional parameters The first parameter is the delimiter The default is a comma The second parameter is an N If the second parameter is present ATOG will expect N delimiters If it is not present ATOG will expect N 1 delimiters This example invar delimit N name var 5 will expect a file like this BILL 222 3 123 2 456 4 345 2 533 2 STEVE 624 3 340 3 624 3 639 5 TOM 244 2 834 3 602 3 333 4 822 5 while invar delimit name var 5 or invar delimit name var 5 will expect a file like t
254. nspose an N dimensional array getarray Get a contiguous subarray from an N dimensional array getdims Get the number of dimensions in an array getmatrix Get a contiguous matrix from an N dimensional array getmatrix4D Get a contiguous matrix from a 4 dimensional array getorders Get the vector of orders corresponding to an array 15 35 s eJIy uw BUM IOM GAUSS User Guide getscalar3D getscalar4D loopnextindex mattoarray nextindex previousindex putarray setarray walkindex Get a scalar from a 3 dimensional array Get a scalar form a 4 dimensional array Increment an index vector to the next logical index and jump to the specified label if the index did not wrap to the beginning Change a matrix to a type array Return the index of the next element or subarray in an array Return the index of the previous element or subarray in an array Put a contiguous subarray into an N dimensional array and return the resulting array Set a contiguous subarray of an N dimensional array Walk the index of an array forward or backward through a specified dimension 15 36 Structures 16 1 Basic Structures 16 1 1 Structure Definition The syntax for a structure definition is struct A list of members The list of members can include scalars arrays matrices strings and string arrays as well as other structures As a type scalars are unique to structures and don t otherwise exist For examp
255. nts at the insertion point CTRL V This command is unavailable if the clipboard is empty 26 2 5 View menu commands The View menu offers the following commands Toolbar Displays and hides the Toolbar which includes buttons for some of the most common commands such as File Open A check mark appears next to the 26 5 JOUPS soiudeiy GAUSS User Guide Status Bar Properties Zoom menu item when the Toolbar is displayed See TooLBAR Section for help on using the toolbar Displays and hides the Status Bar which describes the action to be executed by the selected menu or depressed toolbar button and keyboard latch state A check mark appears next to the menu item when the Status Bar is displayed See Status Bar Section for help on using the status bar Allows you to change user defined page view settings See SETTING THE PaGE VIEW PROPERTIES Section 26 2 11 for more information Allows you to change user defined zoom control See USING THE ZooM FEATURE Section 26 2 11 for more information 26 2 6 Draw menu commands The Draw menu offers the following commands see GRAPHICAL Opjsects Section 26 2 13 for more detailed information on each Select TKF Graphics Window Line Arrow Rectangle Ellipse Text Puts the editor into object selection state Opens a GAUSS graphics window Draws a line Draws an arrow Draws a rectangle Draws an ellipse Allows you to enter text 26
256. o particular rows and to read them into memory This is useful when only a subset of rows is needed at any time This procedure will save memory and be much faster than load ing the entire matrix into memory 21 5 File Formats This section discusses the GAUSS binary file formats There are four currently supported matrix file formats Version Extension Support Small Matrix v89 fmt Obsolete use v96 Extended Matrix v89 fmt Obsolete use v96 Matrix v92 fmt Obsolete use v96 Universal Matrix v96 fmt Supported for read write There are four currently supported string file formats 21 14 File I O Version Extension Support Small String v89 fst Obsolete use v96 Extended String v89 fst Obsolete use v96 String v92 fst Obsolete use v96 Universal String v96 fst Supported for read write There are four currently supported data set formats Version Extension Support Small Data Set v89 dat Obsolete use v96 dht Extended Data Set v89 dat Obsolete use v96 dht Data Set v92 dat Obsolete use v96 Universal Data Set v96 dat Supported for read write 21 5 1 Small Matrix v89 Obsolete Matrix files are binary files and cannot be read with a text editor They are created with save Matrix files with up to 8190 elements have a fmt extension and a 16 byte header formatted as follows Offset Description 0 1 DDDD hex identification flag 2 3 rows unsigned 2 byte integer 4 5 c
257. obal Declaration Files If your application makes use of several global variables create a file containing declare statements Use files with the extension dec to assign default values to global matrices and strings with declare statements and to declare global N dimensional arrays sparse matrices and structures which will be initialized as follows Variable Type Initializes To N dimensional array 1 dimensional array of 1 containing O sparse matrix empty sparse matrix structure 1x1 structure containing empty and or zeroed out members In order to declare structures in a dec file you must include the file s containing the definitions of the types of structures that you wish to declare at the top of your dec file For example if you have the following structure type definition in a file called mystruct sdf struct mystruct matrix m array a scalar scal string array sa 3 You could declare an instance of that structure type called ms in a dec file as follows include mystruct sdf declare struct mystruct ms See declare in the Commanp REFERENCE Chapter 33 for more information A file with a ext extension containing the same symbols in external statements can also be created and include d at the top of any file that references these global variables An 19 9 S9118 1Q17 GAUSS User Guide appropriate library file should contain the name of the dec files and the names of the globals they decla
258. of Structures To create a matrix of instances use the reshape command include ds sdf struct DS pd p0 reshape dsCreate 5 1 This creates a 5x1 vector of instances of DS structures with all of the members initialized to default values When the instance members have been set to some other values reshape will produce multiple copies of that instance set to those values Matrices or vectors of instances can also be created by concatenation 16 4 Structures include trade sdf struct option p0 p1 p2 p0 optionCreate pl optionCreate p2 pl pd 16 1 5 Structure Indexing Structure indexing may be used to reference a particular element in a structure array The syntax follows that of matrix indexing For example given the following structure definition struct examplel matrix x matrix y string str 3 you could create an array of examplel structures and index it as follows struct examplel ela struct examplel elb ela ela elb ela 2 1 y rndn 25 10 In this example ela and e1b are concatenated to create a 2x1 array of example structures that is assigned back to ela Then the y member of the 2 1 element of e1a is set to a random matrix Indexing of structure arrays can occur on multiple levels For example let s define the following structures struct example3 16 5 SsoJN JONAS GAUSS User Guide matrix w string array sa J struct example2 matrix Z
259. of the actions listed in the object s action context menu 26 14 Graphics Editor Aspect Ratio You can force an object s aspect ratio to be retained while sizing it by checking this menu item from the Page Context menu When this is checked all the sides of the object are sized by the same amount as the side being moved eliminating the need to resize all sides independently If the object is being sized by a corner point this feature is ignored eliminating the need for the user to check uncheck the aspect ratio menu item needlessly The aspect ratio feature has no effect for lines and arrows Object Properties The properties dialog box allows you to modify various attributes of the object depending on its type See GRAPHICAL OBJECTS Section 26 2 13 for more information about object properties Sizing an Object First select the object Next click and hold the left mouse button in one of the object s highlight points Depending on the type of object the new size is defined by how you move the mouse Lifting the mouse button sets the new size and causes it to be redrawn If the object is a TKF graphics window text object rectangle or ellipse then the aspect ratio may be retained depending on the selection state of the aspect ratio menu item state when grabbing one of the four sides Grabbing the corner of an object allows you to size it in any direction ignoring the state of the aspect ratio menu
260. olumns unsigned 2 byte integer 6 7 size of file minus 16 byte header unsigned 2 byte integer 8 9 type of file 0086 hex for real matrices 8086 hex for complex matrices 10 15 reserved all O s The body of the file starts at offset 16 and consists of IEEE format double precision floating point numbers or character elements of up to 8 characters Character elements take up 8 bytes and are padded on the right with zeros The size of the body of the file is 8 rows cols rounded up to the next 16 byte paragraph boundary Numbers are stored row by row A 2x3 real matrix will be 21 15 O I 9I 4 GAUSS User Guide stored on disk in the following way from the lowest addressed element to the highest addressed element 1 1 1 2 1 31 2 1 2 2 2 3 For complex matrices the size of the body of the file is 16 rows cols The entire real part of the matrix is stored first then the entire imaginary part A 2x3 complex matrix will be stored on disk in the following way from the lowest addressed element to the highest addressed element real part 1 1 1 2 1 3 2 1 2 2 2 3 imaginary part 1 1 1 2 1 3 2 1 2 2 2 3 21 5 2 Extended Matrix v89 Obsolete Matrices with more than 8190 elements are saved in an extended format These files have a 16 byte header formatted as follows Offset Description 0 1 EEDD hex identification flag 2 3 type of file 0086 hex for real matrices 8086 hex for complex matrices
261. omatically update the values of variables in the Matrix Editor Using Auto reload you can create a watch window Setting Watch Variables Watch Variables allow you to see how variables change in value while debugging a program A watch variable can be the name of a matrix a scalar an array a string array or a string The debugger searches for a watch variable in the following order e alocal variable within a currently active procedure e a global variable 6 1 3 Matrix Editor Menu Bar Matrix Menu The Matrix menu lets you control the data of the Matrix in the Matrix Editor as an entire set Load Clears any existing grid and loads any named matrix from the GAUSS workspace to the grid Reload Reloads the existing matrix with the name shown on the Title bar 6 3 JOUPA XUJEIN GAUSS User Guide Auto Reload Automatically updates the data shown in the Matrix Editor creating a watch window Save Saves the grid as a matrix in the GAUSS workspace If a matrix of the same name already exists in the workspace it is overwritten Format Menu The Format menu lets you control the way the data is presented in the Matrix Editor Decimal Display selected elements as decimal numbers Scientific Display selected elements using scientific notation Hexadecimal Display selected elements as hexadecimal numbers Character Display selected elements as character data Precision Specify precision of selected elements Edit Menu T
262. onformability rules see MATRIX Operators Section 11 2 or the GAUSS LANGUAGE REFERENCE Matrix not square Sort failure 29 13 soDesso y 10413 GAUSS User Guide G0152 Variable not initialized You have referenced a variable that has not been initialized to any value G0153 Unsuccessful close on auxiliary output The disk may be full G0154 Illegal redefinition of string G0155 Nested procedure definition A proc statement was encountered inside a procedure definition G0156 Illegal redefinition of procedure You are attempting to turn a procedure into a matrix or string If this is a name conflict delete the procedure G0157 Illegal redefinition of matrix G0158 endp without proc You are attempting to end a procedure that you never started G0159 Wrong number of parameters You called a procedure with the wrong number of arguments G0160 Expected string variable G0161 User keywords return nothing G0162 Can t save proc keyword fn with global references Remove the global references or leave this in source code form for the autoloader to handle See library in the GAUSS LANGUAGE REFERENCE 29 14 Error Messages G0163 G0164 G0165 G0166 G0167 G0168 G0169 G0170 G0171 G0172 G0173 G0174 Wrong size format matrix Bad mask matrix Type mismatch or missing arguments Character element too long The maximum length for character elements is 8 characters Argument m
263. orking Directory Clear Working Directory List Exit Recent Files Opens a new untitled document in an Edit window Note New unsaved documents are not automatically backed up until you save them giving them a file name Opens an existing file for viewing or editing Updates the active file Saves your changes to the file in the active window If the file is untitled you are prompted for a path and filename Saves your changes to the file in the active window using a new or different path or file name Closes the document in the active window You are prompted to save the file if it has been modified since you last saved it Closes all open files You are prompted to save any file that has been modified since you last saved it Runs a GAUSS program file Opens an existing text file and copies the contents into the active document This is similar to pasting text from the Windows clipboard Prints the active file or selected text from the active window Specifies the printer you want to use Other printer options such as page orientation and paper tray are also accessed with this command Displays information about the active file Changes the directory where GAUSS looks for the files it uses for normal operation This command does not affect the Open or Save As paths Clears the working directory list Closes all open files and exits GAUSS You are prompted to save any file that has been modified since it wa
264. ot equal to the corresponding element of y To check if two matrices are not identical use if not x y For complex matrices the and operators compare both the real and imaginary parts of the matrices all other relational operators compare only the real parts e Less than Z x lt y z x lt y z x lt y e Less than or equal to z x lt y z x le y z x lt y e Equal to z x Y 11 10 Operators Z x ed y z x y e Not equal Ze xf Y z xne y z x y e Greater than or equal to z x gt y zZz x ge y Z x gt y e Greater than Z Xx gt y Z Xx gt y z x gt y If the relational operator IS preceded by a dot then the result will be a matrix of 1 s and 0 s based upon an element by element comparison of x and y e Element by element less than ISN aly Z x s1t y zx lt y 11 11 s10Je19ado GAUSS User Guide e Element by element less than or equal to Zz x lt y z x le y Z x lt y e Element by element equal to GS E E Z Xx eq y SA y e Element by element not equal to zax y Z x ne y z x y e Element by element greater than or equal to Z x gt y Z x ge y z x gt y e Element by element greater than Z x gt y3 Z x gt y Z x gt y 11 12 Operators 11 4 Logical Operators The logical operators perform logical or Boolean operations on numer
265. pe string the result will be of type string If the first argument is of type matrix the result will be of type matrix Here are some examples 11 17 s10Je19dO GAUSS User Guide y 0 caterpillar The result will be a 1x1 matrix containing caterpil y zeros 3 1 cat The result will be a 3x1 matrix each element containing cat If we use the y created above in the following k y fish The result will be a 3X1 matrix with each element containing catfish If we then use k created above t k 1 1 The result will be a string containing catfish If we used the same k to create z as follows z dog k 1 1 The resulting z will be a string containing dogcatfish String Array Concatenation Vertical string array concatenation 11 18 Operators x dog y fish k x y print k dog fish Horizontal string array concatenation x dog y fish k x 7 y print k dog fish String Variable Substitution In a command like the following create f1 olsdat with x 4 2 by default GAUSS will interpret olsdat as the literal name of the GAUSS data file you want to create It will also interpret x as the literal prefix string for the variable names x1 x2 x3 x4 To get the data set name from a string variable the substitution operator could be used as follows dataset olsdat create f1 dataset
266. perator The same method as matrices generalized to arrays 15 8 Working with Arrays getArray Get a subarray from an array getMatrix Get a matrix from an array getMatrix4D Get a matrix from a 4 dimensional array getScalar4D Get a scalar from a 4 dimensional array The index operator is the slowest way to extract parts of arrays The specialized functions are the fastest when the circumstances are appropriate for their use 15 2 1 index operator The index operator will put a subarray into an array in a manner analogous to the use of index operators on matrices a arrayinit 3 2 2 0 b arrayinit 3 1 2 1 a 2 b print a Plane 1 0 00000 0 00000 1 0000 1 0000 Plane 2 0 00000 0 00000 1 0000 1 0000 Plane 3 0 00000 0 00000 1 0000 1 0000 15 9 s eJIy uw BUM IOM GAUSS User Guide As this example illustrates the assignment doesn t have to be contiguous putMatrix and setMatrix require a contiguous assignment but for that reason they are faster The right hand side of the assignment can also be a matrix a 1 rndn 2 2 print a Plane 1 1 7906502 0 61038103 1 2586160 0 47736360 Plane 2 0 00000 0 00000 1 00000 1 00000 Plane 3 0 00000 0 00000 1 00000 1 00000 The index operator will extract an array from a subarray in a manner analogous to the use of index Operators on matrices a areshape seqa 1 1 12 3 2 2 b
267. pi oldt trapchk 1 trap 1 1 Sigmai invpd sigu ones T T sige eye T trap oldt 1 if not scalmiss sigmai E Y amult X areshape B N K 15 lnl const 0 5 N 1n detl 0 5 asum amult amult C atranspose E 1 3 2 areshape sigmai N T T E 3 else lnl error 98 endif 15 34 Working with Arrays 15 7 Appendix This is an incomplete list of special functions for working with arrays Many GAUSS functions have been modified to handle arrays and are not listed here For example cdfnc computes the complement of the Normal cdf for each element of an array just as it would for a matrix See the documentation for these GAUSS functions for information about their behavior with arrays aconcat Concatenate conformable matrices and arrays in a user specified dimension aeye Create an array of identity matrices amax Compute the maximum elements across a dimension of an array amean Compute the mean along one dimension of an array amin Compute the minimum elements across a dimension of an array amult Perform a matrix multiplication on the last two trailing dimensions of an array areshape Reshape a scalar matrix or array into an array of user specified size arrayalloc Create an N dimensional array with unspecified contents arrayinit Create an N dimensional array with a specified fill value arraytomat Change an array to type matrix asum Compute the sum across one dimension of an array atranspose Tra
268. position length and the position of an implicit decimal point if necessary outvar is not used with packed ASCII files Instead invar is used to specify only those variables to be included in the output file For packed ASCII files the syntax of the invar command is as follows invar record reclen format variables format variables where reclen the total record length in bytes including the final carriage return line feed if applicable Records must be fixed length format start length prec where start starting position of the field in the record 1 is the first position The default is 1 length the length of the field in bytes The default is 8 prec optional a decimal point will be inserted automatically prec places in from the RIGHT edge of the field 28 8 ATOG If several variables are listed after a format definition each succeeding field will be assumed to start immediately after the preceding field If an asterisk is used to specify the starting position the current logical default will be assumed An asterisk in the length position will select the current default for both length and prec This is illegal 3 8 The type change characters and are used to toggle between character and numeric data type Any data in the record that is not defined in a format is ignored The examples below assume a 32 byte record with a carriage return line feed occupying the last 2 bytes of each record The dat
269. put window If more than one file is open the last file opened or run becomes the active window 5 1 2 Using Bookmarks Bookmarks are efficient placeholders used to identify particular sections or lines of code To add or remove bookmarks place the cursor in the line you want to bookmark and then press CTRL F2 or click Toggle Bookmark on the Edit menu You can jump to the next bookmark by pressing F2 or go to the previous bookmark by pressing SHIFT F2 To edit a list of all currently defined bookmarks click Edit Bookmarks on the Edit menu The Edit Bookmarks window allows you to add remove name or select the bookmark to which you wish to jump 5 1 3 Changing the Editor Properties You can customize the formatting of your code and text by changing font colors fonts adding line indentations and adding line numbering to your programs To access these properties on the Configure menu click Editor Properties or right click on an edit window and click Properties on the context menu For more information about the Editor Properties see Eprror PROPERTIES Section 5 6 2 5 1 4 Using Keystroke Macros GAUSS will save up to 10 separate keystroke macros To record a keystroke macro press CTRL SHIFT R or click Record Macro on the Edit menu When you start recording the macro a stop button will appear in the GAUSS window 5 2 Using the Windows Interface You create a macro by clicking Record Macro and pressing the keystrokes you w
270. r a specified symbol or search across all the source files in a directory Using a comma separated list of files and directories in the Look in list you can search multiple locations in a single search When searching for symbols you can use wildcards to further modify the scope of the search Note The Source Browser does not search recursively through sub folders To search sub folders during a search add the sub folder names to the Look in list Once the search is complete the Source Browser lists where the specified symbol was found The Filename column of the Results List shows the file in which the symbol was found The Line column shows the line number where symbol was found and the Line Description column shows the text of the line where the symbol was found Search locations typed into the Look in text box will persist between Source Browser sessions Pattern Defines search pattern Look in Limits the scope of the search to specific files or directories Using a comma separated list searches multiple files and directories in a single search Match Case Makes search case sensitive Match whole Limits search to entire words word Stay on top Keeps the Source Browser on top even when another window is active F4 Opens New Sets F4 to open new window Window Browse Lets you limit the scope of the search to specific files or directories Search Initiates search Results List Lists occurrences of selected symbol in speci
271. ram 10 3 1 Main Section The main section of the program is all of the code that is compiled together WITHOUT relying on the autoloader This means code that is in the main file or is included in the compilation of the main file with an include statement ALL executable code should be in the main section There must always be a main section even if it consists only of a call to the one and only procedure called in the program 10 4 Language Fundamentals 10 3 2 Secondary Sections Secondary sections of the program are files that are neither run directly nor included in the main section with include statements The secondary sections of the program can be left to the autoloader to locate and compile when they are needed Secondary sections must have only procedure definitions and other nonexecutable statements include statements are allowed in secondary sections as long as the file being included does not violate the above criteria Here is an example of a secondary section declare matrix tol 1 0e 15 proc feq a b retp abs a b lt tol endp 10 4 Compiler Directives Compiler directives are commands that tell GAUSS how to process a program during compilation Directives determine what the final compiled form of a program will be They can affect part or all of the source code for a program Directives are not executable statements and have no effect at run time They do not take a semicolon at the end of the
272. ram to ensure that the disk media is in good shape 30 3 2 CPU Cache There is a line for cache size in the gauss cfg file Set it to the size of the CPU data cache for your computer This affects the choice of algorithms used for matrix multiply functions This will not change the results you get but it can radically affect performance for large matrices 30 4 Fonts There are four fonts available in the Publication Quality Graphics System Simplex standard sans serif font Simgrma Simplex greek math Microb bold and boxy complex standard font with serif The following tables show the characters available in each font and their ASCII values For details on selecting fonts for your graph see SELECTING Fonts Section 25 4 1 s uoy GAUSS User Guide A 1 Simplex C4 C4 C4 C4 C4 CA WG 00 Oo 0 A CI OMONDORWN 0 NOaaanawnnnna a OO ON DUOBRWN O T Qe N 6 um X RANAS MES RS OO Oo 0 NN 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 mIMoUOD Yr Dp aL 4G O XE lt XCAIODO C 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 NoOBRWN O jeu EE mE X o0 o O0 O O2 O 0 03 3 Ce 17 18 19 20 22 25 24 25 26 joco dE INPOUMES Dn mms lt A XS A 2 Fonts A 2 Simgrma Bae oe 61 4 89 y 17 v 34 d 62 2 90 z 18 35 63
273. raw menu or press the Draw arrow button on the toolbar This puts the editor into the draw arrow state indicated by a crosshair cursor Arrow style controls for defining the arrow appear on the dialog bar to the left of the drawing area Defining the endpoints are identical to the steps for defining a line above However the arrow head size and shape may be set using the additional arrow style controls in the dialog bar Once the second endpoint is defined the arrow will be redrawn in the current pen color At any time after the above process you may modify the arrow object Arrow Styles There are a combination of two styles of arrows Open Closed and Single Double headed arrows A closed arrow is one whose arrowhead is filled in with the current pen color An open one has no fill A single headed arrow is a line with an arrowhead on one end A double headed arrow has an arrowhead at both ends Creating a Rectangle To create a rectangle object select the Rectangle menu item from the Draw menu or press the Draw rectangle button on the toolbar This puts the editor into the draw rectangle state indicated by a crosshair cursor Next position the mouse where you want the top left corner then press and hold the left mouse button You may also move the object by pressing and holding the right mouse button while keeping the left button depressed Drag the mouse to the bottom left corner and release the mouse button The rectangle wil
274. re This allows you to reference global variables across source files in an application Here is an example that illustrates the way in which dec ext 1cg and src files work together Always begin the names of global matrices or strings with _ to distinguish them from procedures src File fcomp src These functions use _fcmptol to fuzz the comparison operations to allow for roundoff error The statement y feq a b is equivalent to y a eq b Returns a scalar result 1 true or 0 false dor y feq a b dor y fne a b Zinclude fcomp ext proc feq a b retp abs a b fcmptol endp proc fne a b retp abs a b gt _fcmptol endp dec File 19 10 Libraries ext File 1cg File fcomp dec global declaration file for fuzzy comparisons declare matrix _fcmptol 1e 14 fcomp ext external declaration file for fuzzy comparisons external matrix _fcmptol JR fcomp lcg fuzzy compare library fcomp dec fcmptol matrix fcomp src feq proc fne proc With the exception of the library 1cg files these files must be located along your src path The library files must be on your lib path With these files in place the autoloader will be able to find everything needed to run the following programs library fcomp x rndn 3 3 xi inv x 19 11 S9118 1Q17 GAUSS User Guide Xix xi x if feq xix
275. ready initialized It will be left as is Warning Reinitializing declare The symbol is already initialized It will be reset Wrong size line matrix Write error Paging error Unsupported executable file type 29 18 Error Messages G0368 G0369 G0370 G0371 G0372 G0373 G0374 G0375 G0376 G0377 G0378 G0379 G0380 G0381 G0382 Unable to allocate translation space Unable to allocate buffer Syntax Error in code statement Syntax Error in recode statement Token verify error Notify Aptech Systems Procedure definition not allowed A procedure name appears on the left side of an assignment operator Invalid make statement make Variable is a Number make Variable is Procedure Cannot make Existing Variable Cannot make External Variable Cannot make String Constant Invalid vector statement vector Variable is a Number vector Variable is Procedure 29 19 soDesso y 10413 GAUSS User Guide G0383 G0384 G0385 G0386 G0387 G0388 G0389 G0390 G0391 G0392 G0393 G0394 G0395 G0396 G0397 Cannot vector Existing Variable Cannot vector External Variable Cannot vector String Constant Invalid extern statement Cannot extern number Procedures always external A procedure name has been declared in an extern statement This is a warning only extern variable already local A variable declared in an extern s
276. riterion has been satisifed sqpSolvemt exits the iterations scalar if 2 QML covariance matrix else if 0 no covariance matrix is computed else ML covariance matrix is computed For a QML covariance matrix the objective function procedure must return an Nx1 vector of minus log probabilities 16 26 Structures FeasibleTest scalar if nonzero parameters are tested for feasibility before computing function in line search If function is defined outside inequality boundaries then this test can be turned off Default 1 randRadius scalar if zero no random search is attempted If nonzero it is the radius of the random search Default 001 seed scalar if nonzero seeds random number generator for random search otherwise time in seconds from midnight is used trustRadius scalar radius of the trust region If scalar missing trust region not applied The trust sets a maximum amount of the direction at each iteration Default 001 output scalar if nonzero results are printed Default 0 PrintlIters scalar if nonzero prints iteration information Default 0 weights vector weights for objective function returning a vector Default 1 16 4 2 Output Argument The single output argument is an sqpSolvemtOut structure Its definition is struct SQPsolveMTOut struct PV par scalar fct struct SQPsolveMTLagrange lagr scalar retcode matrix moment matrix hessian matrix xproduct 5 The members of t
277. rs in parameter vector tind pvGetIndex par0 psi get indices of psi parameters in parameter vector cQ bounds ones pvLength par8 1 1e250 1e250 c6 bounds lind 1 zeros rows lind 1 c6 bounds lind 2 18 ones rows lind 1 c8 bounds tind 1 001 ones rows tind 1 c6 bounds tind 2 100 ones rows tind 1 c0 output 1 cQ printIters 1 cO trustRadius 1 cQ ineqProc amp ineq c0 covType 1 struct DS dQ d dsCreate d0 dataMatrix loadd maxfact output file sqpfact out reset struct SQPsolveMTOut out0 out SQPsolveMT amp lpr par90 d0 c0 lambdahat pvUnpack out par lambda phihat pvUnpack out0 par phi psihat pvUnpack out0 par psi print estimates print print lambda lambdahat 16 31 SsoJN JONAS GAUSS User Guide print print phi phihat print print psi psihat struct PV stderr stderr outQ par if not scalmiss out0 moment stderr pvPutParVector stderr sqrt diag out0 moment lambdase pvUnpack stderr lambda phise pvUnpack stderr phi psise pvUnpack stderr psi print standard errors print print lambda lambdase print print phi phise print print psi psise endif output off proc lpr struct PV parl struct DS datal local lambda phi psi sigma logl lambda pvUnpack par1 lambda phi pvUnpack parl phi psi pvUnpack parl psi sigma
278. rsa then the size of pointer element indicates how the members of the struct satable s must be converted in order to be read on the current machine The huge flag bytes 20 23 is set to 1 if the variable size is greater than INT MAX which is defined as 2147483647 A variable for which the huge flag is set to 1 may not be read into GAUSS on a 32 bit machine The variable index element bytes 40 47 contains the index of the variable in the GDA Although the variable data is not necessarily ordered by index see gdaUpdate the variable descriptors are Therefore the indices are always in ascending order 21 27 O I 9I 4 Foreign Language Interface The Foreign Language Interface FLI allows users to create functions written in C FORTRAN or other languages and call them from a GAUSS program The functions are placed in dynamic libraries DLLs also known as shared libraries or shared objects and linked in at run time as needed The FLI functions are dlibrary Link and unlink dynamic libraries at run time dllcall Call functions located in dynamic libraries GAUSS recognizes a default dynamic library directory a directory where it will look for your dynamic link libraries when you call dlibrary You can specify the default directory in gauss cfg by setting dlib_path As it is shipped gauss cfg specifies GAUSSDIR dlib as the default directory 22 1 E GAUSS User Guide 22 1 Writing FLI Functions Your FLI
279. s unsigned 4 byte integer 16 19 header size in bytes unsigned 4 byte integer 20 23 reserved all 0 s 24 27 reserved all 0 s 28 29 control flags unsigned 2 byte integer 30 127 reserved all 0 s Aside from the differences in the descriptor file and the number of columns allowed in the data file extended data sets conform to the v89 data set description specified above 21 19 O I 9I 4 GAUSS User Guide 21 5 7 Matrix v92 Obsolete Offset Description 0 3 always 0 4 7 always OXEECDCDCD 8 11 reserved 12 15 reserved 16 19 reserved 20 23 0 real matrix 1 complex matrix 24 27 number of dimensions 0 scalar row vector 2 column vector matrix 28 31 header size 128 number of dimensions 4 padded to 8 byte boundary 32 127 reserved If the data is a scalar the data will directly follow the header If the data is a row vector an unsigned integer equaling the number of columns in the vector will precede the data along with 4 padding bytes If the data is a column vector or a matrix there will be two unsigned integers preceding the data The first will represent the number of rows in the matrix and the second will represent the number of columns The data area always begins on an even 8 byte boundary Numbers are stored in double precision 8 bytes per element 16 if complex For complex matrices all of the real parts are stored first followed by all the imaginary parts 21 5 8 String v
280. s Editor Run Selected Opens a new untitled document in an Edit window Note New unsaved documents are not automatically backed up until you save them giving them a file name Opens an existing file for viewing or editing Saves your changes to the file in the active window If the file is untitled you are prompted for a path and filename Removes selected text from the active window and places it on the Windows clipboard Copies selected text from the active window to the Windows clipboard Copies text from the Windows clipboard to the active window at the cursor position Prints the active file or selected text from the active window Accesses the GAUSS help system Opens the GAUSS Source Browser which allows you to search for symbols in a specified file or directory For more information see GAUSS SOURCE BROWSER Chapter 8 Opens the Graphics Editor which is an interactive TKF file editor This menu item will be inactive if you have not purchased the Graphics Editor Runs any text selected from the editor or the Command Input Output onul IND SMOPUIM GAUSS User Guide Text Run Active File Main File List Run Main File Stop Program Test Compile Main File Edit Main File Debug Main File window Runs the active file The file then becomes the main file Displays the name of the main file and lets you quickly change the main file to one of the files listed Runs the file sp
281. s last saved GAUSS maintains a list of the ten most recent files you opened at the end of the File menu If the file you want to open is on this list click it and GAUSS opens it in an Edit window 4 3 oanuj IND SMOPUIM GAUSS User Guide 4 1 2 Edit Menu The Edit menu lets you access the set of editing commands Some of these actions can also be executed from the toolbar The Edit menu contains the following commands Undo Redo Cut Copy Paste Select All Clear All Find Find Again Replace Insert Time Date Restores your last changes in the active window Restores changes in the active window that you removed using the Undo Edit command Removes selected text from the active window and places it on the Windows clipboard Copies selected text from the active window to the Windows clipboard Copies text from the Windows clipboard to the active window at the cursor position Selects all text in the active window Clears all text in the active window Finds the specified text in the active window The search starts at the cursor position and continues to the end of the text in the active window The search can be case sensitive or case insensitive You may also limit the search to regular expressions Resumes the search for the next occurrence of the text you specified in the previous Find action Subsequent searches for the same text can also be performed by pressing F3 Locates the specified
282. s less than 32 characters are padded on the right with bytes of zero The variable type flags immediately follow the variable names They are 1 byte binary integers one per column padded to an even 8 byte boundary A 1 indicates a numeric variable and a O indicates a character variable Contents of the data set follow the header and start on an 8 byte boundary Data is either 2 byte signed integer 4 byte single precision floating point or 8 byte double precision floating point 21 5 42 GAUSS Data Archive A GAUSS Data Archive consists of a header followed by the variable data and finally an array of variable descriptors containing information about each variable Header The header for a GAUSS Data Archive is laid out as follows Offset Type Description 0 3 32 bit unsigned integer always OXFFFFFFFF 4 7 32 bit unsigned integer always 0 8 11 32 bit unsigned integer always OXFFFFFFFF 21 24 File I O Offset Type Description 12 15 32 bit unsigned integer always 0 16 19 32 bit unsigned integer always OXFFFFFFFF 20 23 32 bit unsigned integer OxFFFFFFFF for forward byte order 0 for backward byte order 24 27 32 bit unsigned integer always 0 28 31 32 bit unsigned integer always OxABCDEFOS 32 35 32 bit unsigned integer version currently 1 36 39 32 bit unsigned integer reserved 40 43 32 bit unsigned integer floating point type 1 for IEEE 754 44 55 32 bit unsigned integers reserved 56 63 64 bit unsigned integ
283. s used by the graphic panel routines The user must not set this when using the graphic panel procedures 25 24 Publication Quality Graphics _plotsiz _pltype _plwidth _pmcolor 2x1 vector size of the axes area in inches If scalar 0 the maximum size will be used Note Used internally For the same functionality see axmargin in the GAUSS LANGUAGE REFERENCE This is used by the graphic panel routines The user must not set this when using the graphic panel procedures scalar or Kx1 vector line type for the main curves If this is a nonzero scalar all lines will be this type If scalar 0 line types will be default styles Default is 0 dashed dotted short dashes 1 2 3 4 closely spaced dots 5 dots and dashes 6 solid The default line types come from a global vector called _p1sel This vector can be changed by editing pgraph dec to change the default line types plsel is not documented elsewhere scalar or Kx1 vector line thickness for main curves This value may be zero or greater A value of zero is normal single pixel line width Default is 0 9x1 vector color values to use for plot see Corons Section 25 5 1 axes 2 axes numbers 3 X axis label 4 Y axis label 5 Z axis label 6 title 7 box 8 date 9 background 25 25 90d GAUSS User Guide _pmsgctl _pmsgstr _pnotify _pnum If this is scalar it will be expanded to a 9x1 vector
284. sages encountered in this phase will be printed with the file name and 23 3 doo gea GAUSS User Guide line numbers corresponding to both the main file and the temporary file 23 3 3 Execution Phase In the execution phase the compiled program is executed Depending on the status of line number tracking error messages will include line number references from both the main file and the temporary file 23 4 Reserved Variables The following local variables are created by the translator and used in the produced code X_CV X iptr x ncol x plag x drop x keep x nlag Xx ptrim x fpin x lval x nrow x shft x fpout x lvar x ntrim x tname xi xn x out x vname x in x name x outtyp x x These variables are reserved and should not be used within a dataloop endata section 23 4 The GAUSS Profiler GAUSS now includes a profiler which enables you to determine exactly how much time your programs are spending on each line and in each called procedure thereby providing you with the information you need to increase the efficiency of your programs The GAUSS Profiler and tcollect are both run from a command prompt window not at a GAUSS prompt 24 1 Using the GAUSS Profiler There are two steps to using the GAUSS Profiler collection and analysis 24 1 1 Collection To collect profiling information you must run your GAUSS program in tcollect an executable shipped with GAUSS that is identical to tgauss except that it generates a
285. scription of the button s function 9 6 Other Help GAUSS includes full online versions of the GAUSS LANGUAGE REFERENCE and GAUSS User GUIDE in PDF format These manuals are available for download contact Aptech Systems for download instructions The Gaussians mail list is an e mail list providing users of GAUSS an easy way to reach other GAUSS users Gaussians provides a forum for information exchange tips and experiences using GAUSS For more information about the Gaussians mail list see the Resource Library page at http www aptech com You can also e mail support aptech com when you have current Premier Support 9 3 dieH Language Fundamentals GAUSS is a compiled language GAUSS is also an interpreter A compiled language because GAUSS scans the entire program once and translates it into a binary code before it starts to execute the program An interpreter because the binary code is not the native code of the CPU When GAUSS executes the binary pseudocode it must interpret each instruction for the computer How can GAUSS be so fast if it is an interpreter Two reasons First GAUSS has a fast interpreter and the binary compiled code is compact and efficient Second and most significantly GAUSS is a matrix language It is designed to tackle problems that can be solved in terms of matrix or vector equations Much of the time lost in interpreting the pseudocode is made up in the matrix or vector operations This chapter
286. se active window Compile Main File Compile Active File Step Out Unmark marked text 5 7 6 Menu Keys ALT C ALT D ALT E ALT F ALT H ALT R ALT T ALT W ALT V Configure menu Debug menu Edit menu File menu Help menu Run menu Tools menu Window menu View menu 5 19 IND SMOPUIM Matrix Editor 6 1 Using the Matrix Editor The Matrix Editor lets you view and edit matrix data in your current workspace You can open the Matrix Editor from either the Command Input Output window or a GAUSS edit window by highlighting a matrix variable name and typing CTRL E You can view multiple matrices at the same time by opening more than one Matrix Editor 6 1 1 Editing Matrices The Matrix Editor will allow you to format matrices in decimal scientific Hexadecimal or as text characters Just like a spreadsheet when using the Matrix Editor you can use your keyboard s arrow keys to quickly move between matrix positions To edit a scalar value select a cell and press Enter You can use the Home and End keys to move to the beginning or end of a scalar When finished editing press Enter again 6 1 J0UP3 XUJEN GAUSS User Guide 0 148443 0 553305 0 508804 0 552587 0 526161 0 251634 0 437972 0 938730 0 981923 0 472761 0 860515 0 063889 1 353409 0 627728 1 189957 0 508362 1 498672 0 710302 0 367531 0 113163 0 097851 0 521970 1 132649 0 023005 0 973730 0 699632 0 543146 1 287314 1 441550 0 1
287. se wildcards to extend search capabilities of the browse command The format for browse is 3 5 eur puewwog GAUSS User Guide browse symbol 3 3 4 config The config command gives you access to the configuration menu allowing you to change the way GAUSS runs and compiles files The format for configis config Run Menu Translator Translator line number tracking Line number tracking Compile Menu Autoload Autodelete GAUSS Library User Library Declare Warnings Compiler Trace Toggles on off the translation of a file using dataloop The translator is not necessary for GAUSS program files not using dataloop Toggles on off execution time line number tracking of the original file before translation Toggles on off the execution time line number tracking If the translator is on the line numbers refer to the translated file Toggles on off the autoloader Toggles on off autodelete Toggles on off the GAUSS library functions Toggles on off the user library functions Toggles on off the declare warning messages during compiling Includes the following options 3 6 Using the Command Line Interface Off Turns off the compiler trace function File Traces program file openings and closings Line Traces compilation by line Symbol Creates a report of procedures and the local and global symbols they reference 3 4 Debugging The debug command runs a program under the source le
288. should be located in the subdirectory listed in the 1ib_path configuration variable Library files have an 1cg extension Suppose you have several procedures that are all related and you want them all defined in the same file You can create such a file and with the help of a library the autoloader will be able to find the procedures defined in that file whenever they are called First create the file that is to contain your desired procedure definitions By convention this file is usually named with a src extension but you may use any name and any file extension In this file put all the definitions of related procedures you wish to use Here is an example of such a file It is called norm src norm src This is a file containing the definitions of three procedures which return the norm of a matrix x The three norms calculated are the 1 norm the inf norm and the E norm proc onenorm x retp maxc sumc abs x endp proc infnorm x 19 5 S9118 1Q17 GAUSS User Guide retp maxc sumc abs x endp proc Enorm x retp sumc sumc x x endp Next create a library file that contains the name of the file you want access to and the list of symbols defined in it This can be done with the 1ib command For details see 1ib in the GAUSS LANGUAGE REFERENCE A library file entry has a filename that is flush left The drive and path can be included to speed up the autoloader
289. sqrmt ones pacf packr parse pause pdfn movingaveExpwgt movingaveWgt msym nextn nextnevn nextwind not null nulli numCombinations open openpqg optn optnevn or orth output outwidth pi pinv pinvmt plot plotsym Reserved Words Appendix polar polychar polyeval polyint polymake polymat polymroot polymult polyroot pop pagwin prcsn previousindex princomp print printdos printfm printfmt proc prodc push QNewton QNewtonmt QNewtonmtControlCreate QNewtonmtOutCreate qnewtonset QProg QProgmt qprogMTInCreate qqr qqre qqrep qr putarray putf pvCreate pvgetindex pvgetparnames pvgetparvector pvLength pvList pvnumoffsets pvoffsets pvPack pvPacki pvPackm pvPackmi pvPacks pvPacksi pvPacksm pvPacksmi pvputparvector pvtest pvunpack qre qrep qrsol qrtsol qtyr qtyre qtyrep quantile quantiled quantilem quantilemd qyr B 11 SPIOM P9A9SDH GAUSS User Guide qyre rank rankindx readr real recode recserar recsercp recserrc register_off register_on register_reset register_show renamefile replay rerun reshape retp return rev rfft rffti rfftip rfftn rfftnp rfftp rndbeta rndcon rndgam rndi rndKMbeta rndKMgam qyrep rndkmi rndkmn rndKMnb rndKMp rndkmu rndKMvm rndLCbeta rndLCgam rndlci rndlcn rndLCnb rndLCp rndlcu rndLCvm rndmod rndmult rndn rndnb rndns rndp rndseed rndu rndus rndvm rotater round
290. ss the source will not be available when the compiled file is use d Remember the list of active libraries is NOT saved in the compiled file so you may still need a library statement in a program that is use ing a compiled file 20 3 Debugging If you are using compiled code in a development situation in which debugging is important compile the file with line number records After the development is over you can recompile without line number records if the maximum possible execution speed is important If you want to guarantee that all procedures contain line number records put a new statement at the top of your program and turn line number tracking on 20 3 Jajidwog File I O The following is a partial list of the I O commands in the GAUSS programming language close closeall colsf create eof fcheckerr fclearerr fflush fgets fgetsa Close a file Close all open files Number of columns in a file Create GAUSS data set Test for end of file Check error status of a file Check error status of a file and clear error flag Flush a file s output buffer Read a line of text from a file Read multiple lines of text from a file O I 9113 GAUSS User Guide fgetsat fgetst fileinfo files filesa fopen fputs fputst fseek fstrerror ftell getf getname iscplxf load loadd loadm loads open output readr rowsf save Read multiple lines of text from a file discarding newlines Rea
291. struct PV pl p1 pvCreate cov pl pvPacksm p1 cov correlation mask Here only the one element in the lower left of cov is stored in the parameter vector Suppose the optimization program sends a trial value for that parameter of say 45 When the matrix is unpacked in your procedure it will contain the fixed values associated with the zeros in the mask as well as the trial value in that part of the matrix associated with the ones Thus print unpack pl correlation 4500 1 0000 1 0000 4500 A mask may also be used with general matrices to store a portion of a matrix in the parameter vector struct PV pl p1 pvCreate m 90 5 1 5 0 3 mask 0 1 1 1 0 07 pl pvPackm p1 m coefficients mask 17 3 SdINJONAIS 118 GAUSS User Guide A PV instance can of course hold parameters from all these types of matrices symmetric masked symmetric rectangular and masked rectangular For example lambda 1 0 0 0 0 5 0 0 0 0 1 0 0 0 0 5 lmask 0 0 1 0 0 0 0 1 phi 1 0 0 3 0 3 1 0 theta 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 6 tmask 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 struct PV par0 par pvCreate par8 pvPackm par0 lambda lambda 1mask par8 pvPacks par0 phi phi par8 pvPacksm parQ theta theta tmask It isn t necessary to know where in the parameter vector the parameters ar
292. subroutines inside a procedure are local to that procedure and will not be confused with labels of the same name in other procedures 12 1 Sso1npoooJd GAUSS User Guide 12 1 Defining a Procedure A procedure definition consists of five parts four of which are denoted by explicit GAUSS commands 1 Procedure declaration proc statement 2 Local variable declaration local statement 3 Body of procedure 4 Return from procedure retp statement 5 End of procedure definition endp statement There is always one proc statement and one endp statement in a procedure definition Any statements that come between these two statements are part of the procedure Procedure definitions cannot be nested local and retp statements are optional There can be multiple local and retp statements in a procedure definition Here is an example proc 3 regress x y local xxi b ymxb sse sd t xxi invpd x x b xxi x y ymxb y xb sse ymxb ymxb rows x cols x sd sqrt diag sse xxi t b sd retp b sd t endp This could be used as a function that takes two matrix arguments and returns three matrices as a result For example is b sd t regress x y Following is a discussion of the five parts of a procedure definition 12 2 Procedures and Keywords 12 1 1 Procedure Declaration The proc statement is the procedure declaration statement The format is proc Crets nameC arg arg2
293. sult c gauss1 O stc cmtools sre Qutput zr real part of result c gauss1O src cmtools sre Output zr real part of result ic gauss1 O src cmtools src Output zr real part of result ic gauss1 O stc cmtools src Qutput teal part of result e 636 matches found in 148 files Figure 8 1 Source Browser 8 3 GAUSS User Guide Status Lists how many occurrences there were and how many files the symbol occurred in Close Closes the Source Browser 8 2 1 Opening Files From the Source Browser Double click the file name to open a file in its own editor window When opened the cursor is placed at the beginning of the line selected in the Results List By double clicking different files in the Source Browser you can open each file in its own separate editor window Use the F4 key to quickly view or edit the next file in the Results List using the active editor window Using the F4 key opens the file in the active editor window and places the cursor at the beginning of the line in which the symbol was found The F4 key uses the active editor window to display the source file it will not open an editor window to display files You can use the F4 key from either the Source Browser or from the active editor window to move to the next occurrence of the symbol shown in the Results List Use SHIFT F4 to quickly view or edit the previous file in the Results List using the active editor window Using the F4 key opens
294. t For this reason you cannot write rows from a complex matrix to areal data set there is no way to interleave the data without rewriting the entire data set If you must explicitly convert the rows of data first using the real and imag functions see the GAUSS LANGUAGE REFERENCE and then write them to the data set Rows from a real matrix CAN be written to a complex data set GAUSS simply supplies 0 s for the imaginary part To create a complex data set include the complex flag in your create command 21 2 3 Reading and Writing The basic functions in GAUSS for reading data files are open and readr open f1 datl x readr f1 100 The call to readr in this example will read in 100 rows from dat1 dat The data will be assigned to a matrix X loadd and saved can be used for loading and saving small data sets 21 8 File I O The following example illustrates the creation of a GAUSS data file by merging horizontally concatenating two existing data sets filel dat1 file2 dat2 outfile daty open finl filel for read open fin2 file2 for read varnames getname filel getname file2 otyp maxc typef finl typef fin2 create fout outfile with varnames 0 otyp nr 400 do until eof finl or eof fin2 yl readr finl nr y2 readr fin2 nr r maxc rows yl rows y2 y yl l r y2 1 r call writer fout y endo closeall finl fin2 fout In this example data sets dat1
295. t x croutp x inv x det x y x when neither x nor y is scalar and x is square Cholesky Decomposition chol x invpd x solpd y x y x when neither x nor y is scalar and x is not square C 1 wte nBuis GAUSS User Guide C 1 Reading and Setting the Tolerance The tolerance value may be read or set using the sysstate function cases 13 and 14 C 2 Determining Singularity There is no perfect tolerance for determining singularity The default is 1 0e 14 You can adjust this as necessary A numerically better method of determining singularity is to use cond to determine the condition number of the matrix If the equation 1 cond x 1 eq 1 1s true then the matrix is usually considered singular to machine precision See LINPACK for a detailed discussion on the relationship between the matrix condition and the number of significant figures of accuracy to be expected in the result C 2 Index Index 11 8 w 11 8 11 9 11 8 11 6 11 5 117 11 6 Bs 11 6 11 4 11 4 11 5 11 6 11 5 11 6 11 19 11 6 comma 11 16 dot 11 16 colon 11 17 semicolon 10 2 23 3 33 120 33 121 33 527 33 694 33 929 33 120 33 121 33 527 33 694 33 929 11 19 11 18 11 17 amp 11 17 12 10 10 2 10 12 10 39 11 15 11 11 J 11 12 10 40 11 10 11 12 gt 11 11 gt
296. t DS Z Z reshape Z 2 1 Z 1 Y Z 2 X struct SQPsolveMTControl cl c1 sqpSolveMTcontrolCreate initializes EJ default values cl bounds 0 100 constrains parameters to be positive cl CovType 1 cl output 1 cl printIters 0 cl gradProc amp grad struct PV parl parl pvCreate 1 17 9 SdINJONAIS 118 GAUSS User Guide start 2 4 2 parl pvPacki parl start Parameters 1 struct SQPsolveMTout out1 outl SQPsolveMT Micherlitz par1 Z c1 estimates pvGetParVector outl par print parameter estimates print estimates print print standard errors print sqrt diag outl moment proc Micherlitz struct PV parl struct DS Z local p0 e s2 p0 pvUnpack par1 1 e Z 1 dataMatrix p0 1 p8 2 expC p98 3 7 2 dataMatrix s2 moment e 0 Crows e 1 retp 2 rows e e e s2 1n 2 pi s2 endp proc grad struct PV parl struct DS Z local p0 e el e2 e3 w 9 82 p0 pvUnpack par1 1 w exp p0 3 Z 2 dataMatrix e z 1 dataMatrix p0 1 p0 2 w s2 moment e 0 rows e el ones rows e 1 e2 w e3 p8 2 Z 2 dataMatrix w W 1 e e s2 rows e g e el w e el g g e e2 w e e2 g g Ce e3 w e e3 17 10 Run Time Library Structures retp 4 g rows e s2 endp This example estimates parameters of a confirmatory factor a
297. t contain these operators the operand pairs associated with the or operator are evaluated first Whether or is evaluated first depends on which comes first in the particular expression For a listing of the precedence of all operators see OPERATOR PRECEDENCE Section 11 7 The expression 54 3 4 6 3 is evaluated as 5 3 4 6 3 Within a term operators of equal precedence are evaluated from left to right The term 27377 10 30 Language Fundamentals is evaluated ay In the expression 1 x 2 y f1 is evaluated before f2 Here are some examples Expression Evaluation a b c d 2 4 6 inv 8 9 3 14 5 6 2 sqrt 3 4 a b c 2 a b c d e a b c d a b d c a b c d 2 4 2 3 10 8 Flow Control a b c d 2 4 6 inv 8 9 3 145 6 Q sqrt 3 4 a b a b c d e aX d a b d c a c d 245 2 3 A computer language needs facilities for decision making and looping to control the order in which computations are done GAUSS has several kinds of flow control statements 10 31 s ejuawepuny ebenbue7 GAUSS User Guide 10 8 1 Looping do loop The do statement can be used in GAUSS to control looping do while scalar expression loop if expression is true statements endo also do until scalar expression loop if expression is false Statements endo The scalar
298. t one line of text down Select one character to the left Select one character to the right Select one word to the left Select one word to the right Select to beginning of the line Select to end of the line Select up one screen Select down one screen Select text to beginning of document Select text to end of document CTRL A Redo CTRL C Copy selection to Windows clipboard CTRL D Open Debug window CTRL E Open Matrix Editor CTRL F Find Replace text CTRL G Go to specified line number CTRL I Insert GAUSS prompt 5 17 IND SMOPUIM GAUSS User Guide CTRL L CTRL N CTRL O CTRL P CTRL Q CTRL R CTRL S CTRL W CTRL V CTRL X CTRL Z Insert last Make next window active Open Output window Print current window or selected text Exit GAUSS Run selected text Save window to file Open Command window Paste contents of Windows clipboard Cut selection to Windows clipboard Undo 5 7 5 Function Keys F1 F2 F3 F4 F5 F6 F7 F8 F9 Open GAUSS Help system or context sensitive Help Go to next bookmark Find again Go to next search item in Source Browser Run Main File Run Active File Edit Main File Step Into Set Clear breakpoint 5 18 Using the Windows Interface F10 ALT F4 ALT F5 CTRL Fl CTRL F2 CTRL F4 CTRL F5 CTRL F6 CTRL F10 ESC Step Over Exit GAUSS Debug Main File Searches the active libraries for the source code of a function Toggle bookmark Clo
299. t use a colon goto here 10 10 7 Assignment Statements The assignment operator is the equal sign y X Z Multiple assignments must be enclosed in braces Y 10 39 s ejuawepuny ebenbue7 GAUSS User Guide mant pow basel0 x The comparison operator equal to is two equal signs if x A y print x is equal to y endif 10 10 8 Function Arguments The arguments to functions are enclosed in parentheses y 7 sqrt x 10 10 9 Indexing Matrices Brackets are used to index matrices x 211223 375 374 895 6 1 8 y x 3 3 z x 1 2 4 1 3 Vectors can be indexed with either one or two indices v 1234567809 k v 3 j v 1 6 9 10 40 Language Fundamentals x 2 3 returns the element in the second row and the third column of x x 1 3 5 4 7 returns the submatrix that is the intersection of rows 1 3 and 5 and columns 4 and 7 x 3 returns the third column of x x 3 5 returns the submatrix containing the third through the fifth rows of x The indexing operator will take vector arguments for submatrix extraction or submatrix assignments y x rv cv y rv cv x rv and cv can be any expressions returning vectors or matrices The elements of rv will be used as the row indices and the elements of cv will be used as the column indices If rv is a scalar 0 all rows will be used if cv is a scalar 0 all columns will be use
300. ta sets ATOG can convert delimited and packed ASCII files into GAUSS data sets ATOG can be run from a batch file or the command line it is not run from a GAUSS prompt but rather from a command prompt window The syntax is atog cmdfile where cmdfile is the name of the command file If no extension is given cmd will be assumed If no command file is specified a command summary will be displayed 28 1 Command Summary The following commands are supported in ATOG 28 1 SOLV GAUSS User Guide append Append data to an existing file complex Treat data as complex variables input The name of the ASCII input file invar Input file variables column names msym Specify missing value character nocheck Don t check data type or record length output The name of the GAUSS data set to be created outtyp Output data type outvar List of variables to be included in output file preservecase Preserve case of variable names in output file The principle commands for converting an ASCII file that is delimited with spaces or commas are given in the following example input agex asc output agex invar race age pay sex region outvar region age sex pay outtyp d In this example a delimited ASCII file agex asc is converted to a double precision GAUSS data file agex dat The input file has five variables The file will be interpreted as having five columns column name data type 1 race character AGE numeric
301. tate _pscreen _psilent _pstype _psurf 2 axes numbers displayed horizontally oriented on axis For example _pnum 0 2 3 no X axis numbers horizontal on Y axis scalar size of axes numbers in inches If 0 a size of 13 will be used Default is 0 scalar If 0 no rotation if 1 plot will be rotated 90 degrees Default is 0 scalar If 1 display graph in window if 0 do not display graph in window Default is 1 scalar If 0 a beep will sound when the graph is finished drawing to the window Default is 1 no beep scalar or Kx1 vector controls symbol used at data points To use a single symbol type for all points set this to one of the following scalar values 1 circle 8 solidcircle 2 square 9 solid square 3 triangle 10 solid triangle 4 plus 11 solid plus 5 diamond 12 solid diamond 6 inverted triangle 13 solid inverted triangle 7 star 14 solid star If this is a vector each line will have a different symbol Symbols will repeat if there are more lines than symbol types Default is 0 no symbols are shown 2x1 vector controls 3 D surface characteristics 1 if 1 show hidden lines Default is 0 2 color for base see Corons Section 25 5 The base is an outline of the X Y plane with a line connecting each corner to the surface If 0 no base is drawn Default is 7 25 27 90d GAUSS User Guide _psym _psym3d _psymsiz _ptek _pticout _ptitlht
302. tatement has already been assigned local status String constant cannot be external Invalid code statement code Variable is a Number code Variable is Procedure Cannot code Existing Variable Cannot code External Variable Cannot code String Constant Invalid recode statement 29 20 Error Messages G0398 G0399 G0400 G0401 G0402 G0403 G0404 G0405 G0406 G0407 G0408 G0409 G0410 G0411 recode Variable is a Number recode Variable is Procedure Cannot recode External Variable Cannot recode String Constant Invalid keep statement Invalid drop statement Cannot define Number Cannot define String Invalid select statement Invalid delete statement Invalid outtyp statement outtyp already defaulted to 8 Character data has been found in the output data set before an outtyp 2 or outtyp 4 statement This is a warning only outtyp must equal 2 4 or 8 outtyp override precision set to 8 Character data has been found in the output data set after an outtyp 2 or outtyp 4 statement This is a warning only 29 21 soDesso y 10413 GAUSS User Guide G0412 default not allowed in recode statement default allowed only in code statement G0413 Missing file name in dataloop statement G0414 Invalid listwise statement G0415 Invalid lag statement G0416 lag variable is a number G0417 lag variable is a procedure G0418 Cannot lag External Variable G0419 Cannot lag
303. te call ols y x tl date t2 date call olsC test Y xlbl t3 date print ethsec t2 t3 100 seconds print print ethsec t0 t1 100 seconds 25 750000 seconds 9 6720000 seconds 30 3 eoueuuojed GAUSS User Guide This represents more than a 50 speedup by leaving the data on the disk maxvec maxbytes maxvec is a GAUSS procedure that returns the value of the global variable __maxvec that determines the amount of data to be read in at a time from a GAUSS data set This value can be modified for a particular run by setting __maxvec in your command file to some other value The value returned by a call to maxvec can be permanently modified by editing system dec and changing the value of __maxvec The value returned when running GAUSS Light is always 8192 maxbytes is a GAUSS procedure that returns the value of a scalar global __maxbytes that sets the amount of available RAM This value can be modified for a particular run by setting __maxbytes in your command file to some other value The value returned by a call to maxbytes can be permanently modified by editing system dec and changing the value of __maxbytes If you wish to force GAUSS procedures and applications to read a GAUSS data set in its entirety set __maxvec and __maxbytes to very large values 30 3 1 Hard Disk Maintenance The hard disk used for the swap file should be optimized occasionally with a disk optimizer Use a disk maintenance prog
304. tell if your calculation is producing meaningful results NaN There are many floating point encodings which do not correspond to a real number These encodings are referred to as NaN s NaN stands for Not A Number Certain numerical errors will cause the math coprocessor to create a NaN called an indefinite This will be printed as a NaN when using the print command These values are created by the following operations e 00 plus oo e 00 minus 00 e co minus oo e 0 oco e 00 00 e 0 0 Operations where one or both operands is a NaN e Trigonometric functions involving oo INF When the math coprocessor overflows the result will be a properly signed infinity Subsequent calculations will not deal well with an infinity it usually signals an error in your program The result of an operation involving an infinity is most often a NaN 10 28 Language Fundamentals DEN UNN When some math coprocessors underflow they may do so gradually by shifting the significand of the number as necessary to keep the exponent in range The result of this is a denormal DEN When denormals are used in calculations they are usually handled automatically in an appropriate way The result will either be an unnormal UNN which like the denormal represents a number very close to zero or a normal depending on how significant the effect of the denormal was in the calculation In some cases the result will be a NaN Followin
305. tes are in inches 3 coordinates are in pixel 2 legend text font size where 1 lt size lt 9 Default is 5 3 x coordinate of lower left corner of legend box 4 y coordinate of lower left corner of legend box This example puts a legend in the lower right corner plegctl 1 This example creates a smaller legend and positions it 2 5 inches from the left and 1 inch from the bottom plegct1 2 3 2 5 1 string legend entry text Text for multiple curves is separated by a null byte 000 For example _plegstr Curve 11000Curve 21000Curve 3 Mx 1 vector user defined contour levels for contour Default is 0 See contour in the GAUSS LANGUAGE REFERENCE Mx9 matrix to draw lines circles or radii Each row controls one item to be drawn If this is a scalar zero nothing will be drawn Default is 0 M 1 item type and coordinate system 25 22 Publication Quality Graphics line in plot coordinates line in inch coordinates line in pixel coordinates circle in plot coordinates circle in inch coordinates radius in plot coordinates NA na WN radius in inch coordinates M 2 line type dashed dotted short dashes closely spaced dots dots and dashes 6 solid M 3 7 coordinates and dimensions if item type is line 1 lt _pline M 1 lt 3 ak oU N M 3 x starting point M 4 y starting point M 5 x ending point M 6 y ending point M 7 0 if this is a continuation of
306. the active file Opens the Matrix Editor for watching changing variable data For more information about viewing variables see VIEWING VARIABLES Section 5 5 5 Runs the next executable line of code in the application and steps into procedures Runs the next executable line of code in the application but does not step into procedures 4 13 onuj IND SMODpUIA GAUSS User Guide Step Out Run to Cursor Runs the remainder of the current procedure and stops at the next line in the calling procedure Step Out returns 1f a breakpoint is encountered Runs the program until it reaches the cursor position 4 1 14 Window Toolbar You can use the Window toolbar for quick access to window commands Activate Cmd Window Activate Deactivate Output Window Activate Debug Window Source Symbol View Error Output Window Tile windows horizontally Tile windows Activate Cmd Window Activate Deactivate Tile Windows Horizontally Output Window Tile Windows Vertically bl El E D H li Activate Debug Window Source Symbol View Error Output Window Src Browser replaces window with new file contents Figure 4 5 Window Toolbar Makes the Command window the active window Splits the output from the Command Input Output window or deactivates Output window Makes the Debug window the active window Displays or undisplays the Source Symbol window Opens or closes the Error Output window Tiles the active w
307. the changing value of a variable as the lines of the program are executed You can activate the Watch window by clicking Set Watch on the Debug menu or by highlighting a variable name in the debugger window and pressing CTRL E You use a Watch window to see how variables change in value during debugging Watch variables can be specified prior to running the debugger or during a debugging session The debugger searches for a watch variable using the following order 1 A local variable within a currently active procedure 2 A global variable A watch variable can be the name of a matrix a scalar a string array or a string For a matrix or a string array the first element is displayed If a matrix element is clicked the Matrix Editor is loaded with the matrix The matrix elements can be changed during the debugging session 5 6 Customizing GAUSS 5 6 1 Preferences Dialog Box The Preferences dialog box lets you specify how GAUSS operates To open the Preferences dialog box click Preferences on the Configure menu The changes you make in the Preferences dialog box remain set between sessions 5 10 Using the Windows Interface Run Options Dataloop Translator Translate Line Number Tracking Line Number Tracking Sound at End of Job Specifies whether or not GAUSS will translate data loops into procedures Specifies whether or not GAUSS will preserve the line numbers of data loops after being translated
308. the clipboard This command is unavailable if there is no data currently selected Deletes currently selected data This command is unavailable if there is no data currently selected Changes the objects position in the z order of the document s list The z order allows the user to control in what order the object is drawn on the page To change select the Z Order menu item from the action context menu and select one of the following Move to Top Moves the object to the top of the list Move to Bottom Moves the object to the bottom of the list Allows you to modify the object This menu item currently applies to text objects only De selects the object Opens the object s property dialog 26 2 10 Page Context Menu The Page Context menu is displayed by pressing the right mouse button when no object is selected The following actions may be selected from this menu Paste Retain Aspect Ratio Copies an object from the clipboard to the page if one is available Check or uncheck the aspect ratio state When checked this forces the object to retain its aspect ratio while sizing it See MODIFYING THE GRAPHICAL OBJECTS Section 26 2 14 for more information 26 8 Graphics Editor 26 2 11 Setting the Page View Properties The following describes how to set various page and view properties including how to set the page orientation and margins use the zoom feature and set the color options Setting the Pa
309. the file in the active editor window and places the cursor at the beginning of the line in which the symbol was found 8 2 2 Source Browser Keyboard Controls UP ARROW Moves to the previous occurrence in the Results List DOWN ARROW Moves to the next occurrence in the Results List HOME Moves to the first occurrence in the Results List END Moves to the last occurrence in the Results List F4 Shows the next occurrence in the active editor window SHIFT F4 Shows the previous occurrence in the active editor window TAB Moves to next field ENTER Starts Search 8 4 GAUSS Help 9 1 Help Menu From the Help menu you can directly access the online User Gume Keyboard Assignments list and LANGUAGE REFERENCE Pressing Fl also accesses the Help system displaying either the INTRODUCTION to the UsER GUIDE or if an object has focus and help can be directly accessed help for that object 9 2 Context Sensitive Help GAUSS integrates a context sensitive Help system to help you use the GAUSS environment and the GAUSS language Context sensitive means that Help for the object with focus is displayed without navigating through the Help system For example to display Help on a keyword in the GAUSS language in a GAUSS edit window or the Command Input Output window place the insertion point on the keyword and press F1 Several areas of the GAUSS interface are context sensitive including 9 dieH GAUSS User Guide e GAUSS
310. the program will go to the statement following the endif and continue on Use the relational and logical operators without the dot in the expression that controls an if or elseif statement These operators always return a scalar result if statements can be nested One endif is required per if clause If an else statement is used there may be only one per if clause There may be as many elseif s as are required There need not be any elseif s or any else statement within an if clause 10 8 3 Unconditional Branching The goto and gosub statements control unconditional branching The target of both a goto and a gosub is a label goto A goto is an unconditional jump to a label with no return 10 35 s e uswepuny ebenbue7 GAUSS User Guide label goto label Parameters can be passed with a goto The number of parameters is limited by available stack space This is helpful for common exit routines goto errout Matrix singular goto errout File not found errout pop errmsg errorlog errmsg end gosub With a gosub the address of the gosub statement is remembered and when a return statement is encountered the program will resume executing at the statement following the gosub Parameters can be passed with a gosub in the same way as a goto With a gosub it is also possible to return parameters with the return statement Subroutines are not isolated from the rest of your program and the variables
311. the two conditions CAP appears on the status bar to indicate the Caps Lock key has been pressed and all text you enter will appear in upper case NUM appears on the status bar to indicate the Num Lock key has been pressed and the keypad numbers are active 4 16 Using the Windows Interface The GAUSS graphical user interface is a multiple document interface The interface consists of edit windows and the Command Input Output window Integrated into GAUSS is a full debugger with breakpoints and watch variables The GAUSS graphical user interface also incorporates the Matrix Editor see Chapter 6 Library Tool see Chapter 7 and GAUSS Source Browser see Chapter 8 as well as a context sensitive HTML Help system see Chapter 9 5 1 Using the GAUSS Edit Windows The GAUSS edit windows provide syntax color coding and auto formatting as well as easy access to the Matrix Editor and Library Tool and include an integrated context sensitive help system accessible through the F1 key The edit windows provide standard text editing features like drag and drop text editing and find and replace The editor also lets you set bookmarks define keystroke macros find and replace using regular expressions and run selected text from the editor 5 1 IND SMOPUIM GAUSS User Guide 5 1 1 Editing Programs To begin editing open an edit window by browsing to the source file or by typing edit and the filename in the Command Input Out
312. the user data and global variables that have previously been set Itis in these routines where the graphics file is created and displayed Following are three PQG examples The first two programs are different versions of the same graph The variables that begin with _p are the global control variables used by the graphics 25 3 90d GAUSS User Guide routines For a detailed description of these variables see GLoBAL CONTROL VARIABLES Section 25 6 Example 1 The routine being called here is a simple XY plot The entire window will be used Four sets of data will be plotted with the line and symbol attributes automatically selected This graph will include a legend title and a time date stamp time stamp is on by default library pgraph activate PGRAPH library graphset reset global variables x sega 1 1 100 generate data y sin x y y y 8 y 6 y 4 4 curves plotted against x _plegctl 1 legend on title Example xy Graph Main title xy x y Call to main routine Example 2 Here is the same graph with more of the graphics format controlled by the user The first two data sets will be plotted using symbols at data points only observed data the data points in the second two sets will be connected with lines predicted results library pgraph activate PGRAPH library graphset reset global variables x sega 1 1 100 generate data y si
313. these guidelines any declare warnings and redefinition errors you get will be meaningful By knowing that such warnings and errors are significant you will be able to debug your programs more efficiently 19 14 Compiler 20 GAUSS allows you to compile your large frequently used programs to a file that can be run over and over with no compile time The compiled image is usually smaller than the uncompiled source GAUSS is not a native code compiler rather it compiles to a form of pseudocode The file will have a gcg extension The compile command will compile an entire program to a compiled file An attempt to edit a compiled file will cause the source code to be loaded into the editor if it is available to the system The run command assumes a compiled file if no extension is given and that a file with a gcg extension is in the src_path A saveall command is available to save the current contents of memory in a compiled file for instant recall later The use command will instantly load a compiled program or set of procedures at the beginning of an ASCII program before compiling the rest of the ASCII program file Since the compiled files are encoded binary files the compiler is useful for developers who do not want to distribute their source code 20 1 Jajidwoy GAUSS User Guide 20 1 Compiling Programs Programs are compiled with the compile command 20 1 14 Compiling a File Source code program files that can be r
314. thin the brackets where the first index corresponds to the slowest moving dimension of the array and the last index corresponds to the fastest moving dimension 14 3 shey GAUSS User Guide For a 2x3x4 array x such that 1 1 1 through 1 3 4 12 3 4 5 6 7 8 9 10 11 12 2 1 1 through 2 3 4 13 14 15 16 17 18 19 20 21 22 23 24 x 1 2 3 returns a 1x1x1 array containing the 1 2 3 element of x x 3 2 returns a 2x1x1 array containing 10 22 x 2 1 4 returns a 1x3x2 array containing 13 16 17 20 21 24 14 4 N Dimensional Arrays x 2 1 3 returns a 2x1x3 array containing 17 18 19 14 2 ExE Conformability The following describes rules for EXE conformability of arrays for operators and functions with two or more arguments e Any N dimensional array is conformable to a scalar e An array is conformable to a matrix only if the array has fewer than 3 dimensions and the array and matrix follow the standard rules of EXE conformability e Two arrays are EXE conformable if they comply with one of the following requirements The two arrays have the same number of dimensions and each dimension has the same size The two arrays have the same number of dimensions and each of the N 2 slowest moving dimensions has the same size In this case the 2 fastest moving dimensions of the arrays must follow the EXE comformability rules that apply to matrices Both of the arrays h
315. tional Operators Since the results of element by element dot comparison operators depend largely on the kind of data inputted there are both both dense returning and sparse returning versions of the dot comparison operators when one or both arguments is a sparse matrix The regular dot comparison operators and their alphabetic counterparts always return dense matrices and there is a new set of alphabetic dot comparison operators that all return sparse matrices Element by Element Dot Comparison Operators Operation Dense Returning Sparse Returning Equal to eq speq Not equal to J ne spne Less than lt lt splt Less than or equal to lt le sple Greater than gt Spgt Greater than or equal to gt ge Spge 13 6 Sparse Matrices Since the element by element non dot comparison operators lt lt gt gt and their alphabetic counterparts eq ne lt le gt ge all return scalars there are no sparse returning versions of them Other Matrix Operators Horizontal Concatenation Result Left Operator Right dense dense dense sparse sparse sparse Vertical Concatenation Result Left Operator Right dense dense dense sparse sparse sparse 13 7 S IMPN s eds N Dimensional Arrays In GAUSS internally matrices and arrays are separate data types Matrices which are 2 dimensional objects are stored in memory in row
316. tions 22cm mom come mmy eo E yo 27 4 27 2 1 Timed Iterations oes na ox c ex a 27 6 28 ATOG 28 1 Command Summary a a a sa ssaa raaa s mms m moss s 28 1 28 2 COMMANGS 2 ses s 2 os 2 dence woes OOo t iepenen Pah hae x 28 3 PASE BE 421 9 2a eae ae ee e E A e de o E 28 12 28 4 EmorMessages craca iene ee eee Pee AS oko Row xo b geom RR ee 28 15 29 Error Messages 30 Maximizing Performance 304 Library System lt a a ca 246 fade do A doe m RS ORO US RR 30 1 30e EQODS PEE 30 2 30 3 Memory Usage x s mereci pa opo a duae RA AA AR 30 3 30 3 1 Hard Disk Maintenance e 30 4 30 9 2 CPU Cache umbo oed m kom nda aa 30 4 xvi Contents A Fonts Ad lt SIMPIOX ood da addni ea uie a ean E b aan a a oai nA E A 2 AZ SIMMA o a oi a oe moo ER S a AA wx B RR A e A 3 AS MIEDO Lm A 4 AA COMPE A A a ee A 5 B Reserved Words Appendix C Singularity Tolerance Appendix o1 C2 Reading and Setting the Tolerance 0 llle C 2 Determining Singularity ie osea ca o o fani asd C 2 31 Command Reference Introduction 31 1 Documentation Conventions o e llle 31 2 31 2 Command Components s s a um num acer a mue Eom m ea eee eee eo 31 3 31 9 Using This Manual lt scossa EkGHEGOORRRREGxEG 3 31 4 31 4 Global Control Variables o o e eee ee 31 5 31 4 1 Changing the Default Values 31 5 31 4 2 The Procedure g
317. to create variables known only to the procedure 12 3 so1npaooJd GAUSS User Guide being defined the names of these local variables must be listed in a local statement Once a variable name is encountered in a local statement further references to that name inside the procedure will be to the local rather than to a global having the same name See clearg varget and varput in the GAUSS LANGUAGE REFERENCE for ways of accessing globals from within procedures that have locals with the same name The local statement does not initialize set to a value the local variables If they are not passed in as parameters they must be assigned some value before they are accessed or the program will terminate with a Variable not initialized error message All local and global variables are dynamically allocated and sized automatically during execution Local variables including those that were passed as parameters can change in size during the execution of the procedure Local variables exist only when the procedure is executing and then disappear Local variables cannot be listed with the show command The maximum number of locals is limited by stack space and the size of workspace memory The limiting factor applies to the total number of active local symbols at any one time during execution If cat has 10 locals and it calls dog which has 20 locals there are 30 active locals whenever cat is called There can be multiple local statements
318. to procedures Specifies whether or not GAUSS will preserve line numbers of a file being compiled for the interpreter Determines whether or not a sound is played at the end of the execution of GAUSS code The sound can be selected using the Select button and played using the Test button The default is OFF Compile Options The Compile tab contains options that let you control how GAUSS compiles a program before it is run Autoload Specifies whether the autoloader will automatically resolve references in your code If Autoload is off you must define all symbols used in your program Autodelete Use Autodelete in conjunction with Autoload to control the handling of references to unknown symbols GAUSS Library Specifies whether the autoloader will use the standard GAUSS library in compiling your code User Library Specifies whether the autoloader will use the User Libraries in compiling your code Declare Specifies whether the GAUSS compiler will display declare warnings 5 11 IND SMOPUIM GAUSS User Guide Warnings Compiler Trace Cmd Window in the Command Input Output window For more information on declare warnings see UsinG pEc Files Section 19 3 1 Specifies whether you would like to trace the file compilation by file opening and closing specific lines or whether you would like to trace by local and global symbols The Cmd Window tab contains options that let you control how the GAUSS Command Window
319. trailing dimensions of argument must be the same size Both dimensions of argument must be the same size 1 dimensional argument must contain only 1 element Cannot create file Zero illegal in for loop increment Illegal assignment to FOR loop counter Object too large for 32 bit version 29 26 Error Messages G0543 Array has too many dimensions for matrix assign G0547 Array not conformable for indexing G0548 Array not conformable for boolean operation G0549 Global structure pointer cannot point to local structure G0550 Invalid use of G0551 Feature not authorized G0553 Path too long 29 27 soDesso y 10413 Maximizing Performance These hints will help you maximize the performance of your new GAUSS System 30 1 Library System Some temporary files are created during the autoloading process If you have a tmp_path configuration variable or a tmp environment string that defines a path on a RAM disk the temporary files will be placed on the RAM disk For example set tmp f tmp tmp_path takes precedence over the tmp environment variable A disk cache will also help as well as having your frequently used files in the first path in the src_path 30 1 eoueuuojed GAUSS User Guide You can optimize your library 1cg files by putting the correct drive and path on each file name listed in the library The 1ib command will do this for you Use the compile command to precompile your large
320. tring 9999 string array a 1x1 string array set to null If a global already exists in memory it will not be reinitialized It may be the case in your program that when it is rerun the global variables may need to be reset to default values That is your program may depend on certain members of a structure being set to default values that are set to some other value later in the program When you rerun this program you will want to reinitialize the global structure To do this make an assignment to at least one of the members This can be made convenient by writing a procedure that declares a structure and initializes one of its members to a default value and then returns it For example ds src include ds sdf proc dsCreate 16 3 sa1ni9nns GAUSS User Guide struct DS dQ d0 dataMatrix 6 retp dQ endp Calling this function after declaring an instance of the structure will ensure initialization to default values each time your program is run struct DS dQ d dsCreate Initializing Local Structures Local structures which are structures defined inside procedures are initialized at the first assignment The procedure may have been written in such a way that a subset of structures are used an any one call and in that case time is saved by not initializing the unused structures They will be initialized to default values only when the first assignment is made to one of its members 16 1 4 Arrays
321. troduce the writer must isolate informally the any thread can read unless some thread writes programming rule That is to say symbols that are read from but not assigned to can be referenced by as many threads in a set as you like Symbols that are assigned to however must be wholly owned by a single thread No other thread in the set can reference that symbol They cannot assign to it nor can they read from it They cannot refer to it at all 18 3 speolyL GAUSS User Guide Note the writer must isolate rule only applies to the threads within a given set including any child thread sets they may create It does not apply between thread sets that have no chance of running simultaneously For threads defined in the main code the writer must isolate rule applies to the global symbols For threads defined in procedures or keywords it applies to the global symbols local symbols and the procedure keyword arguments 18 3 Coding With Threads There are two main points to coding with threads One you can define threads anywhere You can define them in the main code you can define them in proc s and keyword s and yes you can define them inside other threads Two you can call proc s and keyword s from threads This is what really ties everything together You can call a proc from a thread and that proc can create threads and any of those threads can call proc s and any of those proc s can create threads and
322. tructure definition inside procedure definition Cannot create translator temp file Symbol not found Invalid name String not terminated with null byte FOR loops nested too deep Character argument too long License expired License manager initialization error License manager error 29 24 Error Messages G0492 G0497 G0500 G0503 G0504 G0505 G0506 G0507 G0508 G0509 G0510 G0514 G0515 G0516 G0517 G0518 Licensing failure Missing right parenthesis Cannot create temporary filename Cannot assign matrix to scalar member Invalid structure member Invalid structure redefinition Structure assignment mismatch Undefined structure Structure argument mismatch Too many structure members Duplicate name for structure member Not supported for structures Too many values in locator Too many dimensions in result Too many dimensions in argument Not implemented for complex 29 25 soDesso y 10413 GAUSS User Guide G0519 G0520 G0521 G0522 G0523 G0524 G0525 G0526 G0529 G0531 G0532 G0533 G0534 G0538 G0541 G0542 Illegal dereference of structure array Arguments not conformable Argument must be real Illegal indexing of dereferenced structure Numeric argument must be integer Found comma expecting index Argument contains NaNs Argument must be compact format Array orders must be gt 1 Two
323. turn linefeed The record length may be wrong atog complex illegal for packed ASCII file A complex command was encountered following an invar command with record specified atog Cannot read packed ASCII complex specified An invar command with record specified was encountered following a complex command 28 18 Error Messages The following is a list of error messages intrinsic to the GAUSS programming language Error messages generated by library functions are not included here G0002 File too large load Input file too large getf Input file too large G0003 Indexing a matrix as a vector A single index can be used only on vectors Vectors have only one row or only one column G0004 Compiler stack overflow too complex An expression is too complex Break it into smaller pieces Notify Aptech Systems 29 1 soDesso y 10413 GAUSS User Guide G0005 G0006 G0007 G0008 G0009 G0010 G0011 G0012 G0013 G0014 G0015 G0016 File is already compiled Statement too long Statement longer than 4000 characters End of file encountered Syntax error Compiler Unrecognizable or incorrect syntax Semicolon missing on previous statement create Unrecognizable statement in command file or numvar or outvar statement error Compiler pass out of memory Compiler pass has run out of memory Notify Aptech Systems Can t open output file Compiled file must have corre
324. ubscripting and special mathematical symbols To make these modifications and enhancements the user can embed escape codes in the text strings that are passed to title xlabel ylabel and asclabel or assigned to _pmsgstr and _plegstr The escape codes used for graphics text are 000 String termination character null byte Enter superscript mode leave subscript mode Enter subscript mode leave superscript mode Interpret next character as literal 20n Select font number n see SELECTING Fonts following 25 10 Publication Quality Graphics The escape code AL or 1 can be embedded into title strings to create a multiple line title title This is the first line lthis is the second line A null byte N986 is used to separate strings in _plegstr and _pmsgstr _pmsgstr First string 000Second string 900Third string or _plegstr Curve 11000Curve 2 Use to create the expression M t E e _pmsgstr M t E e tx Use to generate and in an X axis label xlabel Data used for x is data 1 2 3 25 4 41 Selecting Fonts Four fonts are supplied with the Publication Quality Graphics system They are Simplex Complex Simgrma and Microb For a list of the characters available in each font see Appendix A Fonts are loaded by passing to the fonts procedure a string containing the names of all fonts to be loaded For example this statement will load all four
325. ucture A default sqpSolvemtControl structure can be passed in the fourth argument for an unconstrained problem The members of this structure are as follows eqProc IneqProc MxK matrix linear equality constraint coecients A0 B where p is a vector of the parameters Mxl1 vector linear equality constraint constants A0 B where p is a vector of the parameters MxK matrix linear inequality constraint coefficients C D where p is a vector of the parameters MXI1 vector linear inequality constraint constants CO D where p is a vector of the parameters scalar pointer to a procedure that computes the nonlinear equality constraints When such a procedure has been provided it has two input arguments instances of PV and DS structures and one output argument a vector of computed inequality constraints Default i e no inequality procedure scalar pointer to a procedure that computes the nonlinear inequality constraints When such a procedure has been provided it has two input arguments instances of PV and DS structures and one output argument a vector of computed inequality constraints Default i e no inequality procedure 16 25 soJNJONAS GAUSS User Guide Bounds GradProc HessProc MaxIters MaxTries DirTol CovType 1x2 or Kx2 matrix bounds on parameters If 1x2 all parameters have same bounds Default 1e256 1e256 scalar pointer to a procedure that comput
326. un with the run command can be compiled to gcg files with the compile command compile qxy e All procedures global matrices arrays strings and string arrays and the main program segment will be saved in the compiled file The compiled file can be run later using the run command Any libraries used in the program must be present and active during the compile but not when the program is run If the program uses the dlibrary command the d11 files must be present when the program is run and the dlibrary path must be set to the correct subdirectory This will be handled automatically in your configuration file If the program is run on a different computer than it was compiled on the d11 files must be present in the correct location sysstate case 24 can be used to set the dlibrary path at run time 20 2 Saving the Current Workspace The simplest way to create a compiled file containing a set of frequently used procedures is to use saveall and an external statement library pgraph external proc xy logx logy loglog hist saveall pgraph Just list the procedures you will be using in an external statement and follow it with a saveall statement It is not necessary to list procedures that you do not explicitly call but are called from 20 2 Compiler another procedure because the autoloader will automatically find them before the saveall command is executed Nor is it necessary to list every procedure you will be calling unle
327. unds for lambda parameters to be positive c6 bounds lind 1 zeros rows lind 1 16 3 4 Control Structures Another important class of structures is the control structure Applications developed before structures were introduced into GAUSS typically handled some program specifications by the use of global variables which had some disadvantages in particular preventing the nesting of calls to procedures Currently the purposes served by global variables are now served by the use of a control structure For example for sqpSolvemt struct sqpSolvemtControl matrix A matrix B matrix C matrix D scalar eqProc scalar ineqProc 16 22 Structures The members of this structure determine optional behaviors of sqpSolvent 16 4 sqpSolvemt matrix scalar scalar scalar scalar scalar scalar scalar scalar scalar scalar scalar scalar matrix y bounds gradProc hessProc maxlters dirTol CovType feasibleTest maxTries randRadius trustRadius seed output printIters weights sqpSolvemt is a procedure in the GAUSS Run Time Library that solves the general nonlinear programming problem using a Sequential Quadratic Programming descent method that is it solves min f 0 subject to A0 B C gt D H 0 G 0 gt 0 0j lt 0 lt 0 p linear equality linear inequality nonlinear equality nonlinear inequality bounds 16 23 sa1ni9nns GAUSS User Guide The line
328. urns the length of the parameter vector print pvLength p0 6 0000 pvGetParNames This procedure generates a list of parameter names print pvGetParNames p0 16 20 Structures b0 1 1 garch 1 1 garch 2 1 arch 1 1 arch 2 1 omega 1 1 pvGetParVector This procedure returns the parameter vector itself print pvGetParVector p0 1 0000 0 1000 0 1000 0 1000 0 1000 1 0000 pvPutParVector This procedure replaces the parameter vector with the one in the argument newp 1 5 2 2 3 3 8 p0 pvPutParVector newp print pvGetParVector p90 5000 2000 2000 3000 3000 8000 eaooo or 16 21 SsoJN JONAS GAUSS User Guide pvGetIndex This procedure returns the indices in the parameter vector of the parameters in a matrix These indices are useful when setting linear constraints or bounds in sqpSolvemt Bounds for example are set by specifying a Kx2 matrix where K is the length of the parameter vector and the first column are the lower bounds and the second the upper bounds To set the bounds for a particular parameter then requires knowing where that parameter is in the parameter vector This information can be found using pvGetIndex For example get indices of lambda parameters in parameter vector lind pvGetIndex par0 lambda set bounds constraint matrix to unconstrained default cQ bounds ones pvLength par8 1 1e250 1e250 set bo
329. urth year was a leap year The Gregorian system made every fourth year a leap year with the exception of century marks which are only leap years if divisible by 400 The British adoption of this calendar which the GAUSS date functions are based on did not happen until the year 1752 In that year eleven days were removed September 2 1752 was followed by September 14 1752 dtvnormal and utctodtv are accurate back to 1 AD The rest of the GAUSS date functions assume a normal Gregorian system regardless of year Thus they will not account for the days taken out in September of 1752 nor will they account for all century marks being leap years before the adoption of the Gregorian system in 1752 The time is given by your operating system daylight savings time is not automatically accounted for by GAUSS in calculations 27 1 91eq pue eui GAUSS User Guide 27 1 Time and Date Formats The Time and Date formats in GAUSS fall into one of two major categories matrix vector and string The matrix vector formats can be used for either calculations or if desired for output The string formats are however mostly for use as ouput Some manipulation of strings is possible with the use of the stof function A 4x1 vector is returned by both the date and time functions d date d 1997 00 5 00000 29 0000 56 4700 t time t 10 00 17 00 33 00 13 81 bb Year Month Day Hundredths of a second si
330. ust be column vector Wrong number of returns The procedure was defined to return a different number of items Invalid pointer You are attempting to call a local procedure using an invalid procedure pointer Invalid use of ampersand Called symbol is wrong type You are attempting to call a local procedure using a pointer to something else Can t resize temporary file varindx failed during open The global symbol table is full and operators must be inside brackets These operators are for indexing matrices 29 15 soDesso y 10413 GAUSS User Guide G0175 G0176 G0177 G0178 G0179 G0180 G0181 G0182 G0274 G0275 G0276 G0277 G0278 G0286 G0287 String too long to compare Argument out of range Invalid format string Invalid mode for getf Insufficient heap space Trim too much You are attempting to trim more rows than the matrix has Illegal assignment type mismatch 2nd and 3rd arguments different order Invalid parameter for conv Parameter is NaN Not A Number The argument is a NaN see SprEcrAL Data Types Section 10 6 9 Illegal use of reserved word Null string illegal here proc without endp You must terminate a procedure definition with an endp statement Multiple assign out of memory Seed not updated 29 16 Error Messages G0288 G0289 G0290 G0291 G0292 G0293 G0294 G0295 G0296 G0300 G0301
331. vector of orders Itis a scalar 1 to N where 1 corresponds to the dimension indicated by the first element of the vector of orders of the array the slowest moving dimension and N corresponds to the dimension indicated by the last element of the vector of orders the fastest moving dimension A dimension number specifies dimensions by numbering them in the same order that one would add dimensions to an array In other words the dimensions of an N dimensional array are numbered such that the fastest moving dimension has a dimension number of 1 and the slowest moving dimension has a dimension number of N A 6x5x4x3x2 array has 5 dimensions so the first element of the vector of orders in this case 6 refers to the size of dimension number 5 Since the index of this element in the vector of orders is 1 the dimension index of the corresponding dimension dimension number 5 is also 1 You will find references to both dimension index and dimension number in the documentation for the functions that manipulate arrays There are a number of functions that have been designed to manipulate arrays These functions allow you to manipulate a subarray within the array by passing in a locator vector to index any subarray that comprises a contiguous block of memory within the larger block A vector of indices of an N dimensional array is a 1 to N x1 vector of base 1 indices into the array where the first element corresponds to the first element in a vector
332. vel debugger The format for debug is debug filename 3 4 1 General Functions Displays a list of available commands q Esc Exits the debugger and returns to the GAUSS command line Disables the last command repeat function 3 4 2 Listing Functions 1 number Displays a specified number of lines of source code in the current file lc Displays source code in the current file starting with the current line 11 file line Displays source code in the named file starting with the specified line 11 file Displays source code in the named file starting with the first line 11 line Displays source code starting with the specified line File does not change 11 Displays the next page of source code lp Displays the previous page of source code 3 7 eur puewwog GAUSS User Guide 3 4 3 Execution Functions s number n number x number g largs j args jx number Executes the specified number of lines stepping into procedures Executes the specified number of lines stepping over procedures Executes code from the beginning of the program to the specified line count or until a breakpoint is hit Executes from the current line to the end of the program stopping at breakpoints The optional arguments specify other stopping points The syntax for each optional argument is filename line period The debugger will stop every period times it reaches the filename line filename period line period fi
333. will enable you to understand the distinction between compile time and execution time two very different stages in the life of a GAUSS program 10 1 Expressions An expression is a matrix string constant function reference procedure reference or any combination of these joined by operators An expression returns a result that can be assigned to a 10 1 s e uswepuny oDenDue GAUSS User Guide variable with the assignment operator 10 2 Statements A statement is a complete expression or command Statements end with a semicolon y x 3 If an expression has no assignment operator it will be assumed to be an implicit print statement print x 3 or Here is an example of a statement that is a command rather than an expression output on Commands cannot be used as a part of an expression There can be multiple statements on the same line as long as each statement is terminated with a semicolon 10 2 Language Fundamentals 10 2 1 Executable Statements Executable statements are statements that can be executed over and over during the execution phase of a GAUSS program execution time As an executable statement is compiled binary code is added to the program being compiled at the current location of the instruction pointer This binary code will be executed whenever the interpreter passes through this section of the program If this code is in a loop it will be execut
334. will return y as a scalar 5 rather than a vector of 5 s because y x 2 x is interpreted as y x 2 x 11 21 s10Je19ado GAUSS User Guide not y x 2 x The second division then is handled as a matrix division rather than an element by element division 11 7 Operator Precedence The order in which an expression is evaluated is determined by the precedence of the operators involved and the order in which they are used For example the and operators have a higher precedence than the and operators In expressions that contain the above operators the operand pairs associated with the or operator are evaluated first Whether or is evaluated first depends on which comes first in the particular expression The expression 54 3 4 6 3 1s evaluated as 5 3 4 6 3 Within a term operators of equal precedence are evaluated from left to right The precedence of all operators from the highest to the lowest is listed in the following table 11 22 Operators Operator Precedence Operator Precedence Operator Precedence E 90 gt 65 gt 55 90 65 55 89 lt 65 lt 55 E 85 lt 65 lt 55 E 85 65 55 Cunary 83 gt 65 gt 55 80 65 gt 55 80 eq 65 eq 55 V 80 ge 65 ge 55 Mut 80 gt 65 gt 55 80 le 65 le 55 80 lt 65 lt 55 96 75 ne 65 ne 55 4 70 not 64 not 49 70 and 63 and 48 70 or 62 or 47 68 xor 61
335. window icon on the toobar A properties dialog is presented which allows the selection of a GAUSS generated TKF graphics file There are two ways to do this If one or more graphics files are currently being displayed in GAUSS those filenames will appear in the Active Graphs drop down control and may be selected Otherwise pressing the Browse button will present a common open file dialog for selecting the file The graphics window border and fill colors may be set using their respective Color buttons Once the file has been selected and the user presses OK the graphics window is created in a default size located at the top left corner of the page At this time the window object may be modified Creating a Text Object To create a text object select the Text menu item from the Draw menu or press the Draw text button on the toolbar Next position the mouse where you want the top left corner of your text then press and hold the left mouse button You may also move the object by pressing and holding the right mouse button while keeping the left button depressed Drag the mouse to the bottom left corner and let up on the mouse button 26 11 104p3 soiudeiy GAUSS User Guide The text region will be redrawn in the current background fill color and contain a text cursor inside At this point you may enter your text at the cursor using the last selected text font If the text requires more lines than the current bounding box al
336. windows e Toolbar buttons e GAUSS menus e The GAUSS language For intrinsic commands and functions the GAUSS LANGUAGE REFERENCE for the command is displayed For other external procedures in active libraries a window displays a source code file allowing you to scroll to the desired symbol 9 3 SHIFT F1 Support If you press SHIFT F1 or click on the Help toolbar button an arrow with a question mark the pointer changes to a Help pointer arrow Click on an object to display the Help system or if available context sensitive Help for that object 9 4 CTRL F1 Support You can search through all active libraries for any global symbol by placing the cursor on the symbol name and pressing CTRL F1 GAUSS searches through all active libraries for the file that the symbol is defined in If found the file containing the source code is opened in an edit window If the file contains the code string gt symbol name without quotes at the beginning of a line of commented code the cursor will be placed at the beginning of that line If the string is not found in the file the cursor will be placed at the beginning of the file To properly implement this functionality in your own source code place symbol name at the beginning of a line in a comment block 9 2 GAUSS Help 9 5 ToolTips A ToolTip is a small label that is displayed when the mouse pointer is held over a GAUSS button The ToolTip will give a brief de
337. with x 4 2 To get the data set name from a string variable and the variable names from a character vector use the following 11 19 10 e19dQ GAUSS User Guide dataset olsdat vnames age pay sex create f1 dataset with vnames 0 2 The general syntax is variable name Expressions are not allowed The following commands are currently supported with the substitution operator in the current version create f1 dataset with vnames 0 2 create f1 dataset using cmdfile open f1 dataset output file outfile load x datafile load path lpath x y z t w loadexe buf exefile save name x save path spath dos cmdstr run prog msym mstring 11 6 Using Dot Operators with Constants When you use those operators preceded by a dot operators with a scalar integer constant insert a space between the constant and any following dot operator Otherwise the dot will be interpreted as part of the scalar that is the decimal point For example 11 20 Operators let y 1 2 3 X 2 lt y will return x as a scalar 0 not a vector of 0 s and 1 s because X 2 lt y is interpreted as x 2 lt y and not as x 2 lt y Be careful when using the dot relational operators lt lt gt gt The same problem can occur with other dot operators also For example let x 11 1 y x 2 x
338. ws extremely fast reading and writing of data Many library functions are designed to read data from these data sets If you want to store multiple variables of various types in a single file see GAUSS Data ARCHIVES Section 21 3 21 2 1 Layout GAUSS data sets are arranged as matrices that is they are organized in terms of rows and columns The columns in a data file are assigned names and these names are stored in the header or in the case of the v89 format in a separate header file The limit on the number of rows in a GAUSS data set is determined by disk size The limit on the number of columns is limited by RAM Data can be stored in 2 4 or 8 bytes per number rather than just 8 bytes as in the case of GAUSS matrix files The ranges of the different formats are 21 7 O I 9113 GAUSS User Guide Bytes Type Significant Digits Range 2 integer 4 32768 lt X lt 32767 4 single 6 7 8 43E 37 lt X lt 3 37E 38 8 double 15 16 4 19E 307 lt X lt 1 67E 308 21 2 2 Creating Data Sets Data sets can be created with the create or datacreate command The names of the columns the type of data etc can be specified For details see create in the GAUSS LANGUAGE REFERENCE Data sets unlike matrices cannot change from real to complex or vice versa Data sets are always stored a row at a time The rows of a complex data set then have the real and imaginary parts interleaved element by elemen
339. x Use an external matrix symbol statement before the let statement Can t run program compiled under GAUSS Light gscroll input vector the wrong size Call Aptech Systems Technical Support New size cannot be zero You cannot reshape a matrix to a size of zero vargetl outside of procedure varputl outside of procedure File handle must be an integer Error renaming file Error reading file Error creating temporary file Too many locals A procedure has too many local variables 29 8 Error Messages G0085 G0086 G0087 G0088 G0089 G0090 G0091 G0092 G0093 G0094 G0095 G0096 Invalid file type You cannot use this kind of file in this way Error deleting file Couldn t open The auxiliary output file could not be opened Check the file name and make sure there 1s room on the disk Not enough memory to convert the whole string WARNING duplicate definition of local Label undefined Label referenced has no definition Symbol too long Symbols can be no longer than 32 characters Open comment A comment was never closed Locate off screen Argument out of range Seed out of range Error parsing string parse encountered a token that was too long 29 9 soDesso y 10413 GAUSS User Guide G0097 G0098 G0099 G0100 G0101 G0102 G0103 G0104 G0105 G0106 G0107 G0108 String not closed A string must have double quotes at
340. xample assumes there are a set of procedures named 1 f5 that are already defined A 1x5 vector procvec is defined by horizontally concatenating pointers to these procedures A new procedure g xi is then defined to return the value of the yo procedure evaluated at x procvec amp f1 amp f2 amp f3 amp f4 amp f5 12 10 Procedures and Keywords proc g x i local f f procvec i local f proc retp f x endp The local statement is used twice The first time is declared to be a local matrix After has been set equal to the i pointer f is declared to be a procedure and is called as a procedure in the retp statement 12 6 Multiple Returns from Procedures Procedures can return multiple items up to 1023 The procedure is defined like this example of a complex inverse proc 2 cminv xr xi 2 specifies number of return values local ixy zr zi ixy inv xr xi zr inv xr xi ixy real part of inverse zi ixy zr imaginary part of inverse retp zr zi return real part imaginary part endp It can then be called like this zr zi cminv xr xi To make the assignment the list of targets must be enclosed in braces 12 11 so1npoooJd GAUSS User Guide Also a procedure that returns more than one argument can be used as input to another procedure or function that takes more than one argument proc 2 cminv xr xi local ixy zr
341. xor 46 67 eqv 60 eqv 45 65 55 space 35 lt 65 lt 55 35 lt 65 lt 55 10 65 55 gt 65 gt 55 11 23 10 e19dQ Procedures and Keywords l 2 Procedures are multiple line recursive functions that can have either local or global variables Procedures allow a large computing task to be written as a collection of smaller tasks These smaller tasks are easier to work with and keep the details of their operation from the other parts of the program that do not need to know them This makes programs easier to understand and easier to maintain A procedure in GAUSS is basically a user defined function that can be used as if it were an intrinsic part of the language A procedure can be as small and simple or as large and complicated as necessary to perform a particular task Procedures allow you to build on your previous work and on the work of others rather than starting over again and again to perform related tasks Any intrinsic command or function may be used in a procedure as well as any user defined function or other procedure Procedures can refer to any global variable that is any variable in the global symbol table that can be shown with the show command It is also possible to declare local variables within a procedure These variables are known only inside the procedure they are defined in and cannot be accessed from other procedures or from the main level program code All labels and
342. xtindex philoop phiind gord loopnextindex sigloop sigind sigord The loopnextindex function in this example isn t faster than the for loop used in the previous section primarily because the code is looping only through the first dimension in each loop The advantages of loopnextindex previousindex nextindex and walkindex are when the code is looping through the higher dimensions of a highly dimensioned array In this case looping through an array can be very complicated and difficult to manage using for loops loopnextindex can be faster and more useful The next example compares two ways of extracting a subarray from a 5 dimensional array ord 313131313 a areshape seqa 1 1 prodc ord ord b eye 3 for 1 1 3 1 15 20 Working with Arrays for j 1 3 1 for k 1 3 1 setarray a i jl k b endfor endfor endfor ind 1 1 1 loopi setarray a ind b loopnextindex loopi ind ord Calling each loop 10 000 times and measuring the time each takes we get for loop 1 171 seconds loopnextindex 321 seconds In other words loopnextindex is about four times faster a very significant difference 15 4 Miscellaneous Array Functions 15 4 4 atranspose This function changes the order of the dimensions For example a areshape seqa 1 1 12 2 3 2 print a Plane 1 15 21 s eJIy uw BUM IOM GAUSS User Guide 1 0000 2 0000 3 0000 4 0000 5 0000 6 0000 Plane 2 7 0000
343. y Econotron Software Inc All Rights Reserved Worldwide GAUSS GAUSS Engine and GAUSS Light are trademarks of Aptech Systems Inc GEM is a trademark of Digital Research Inc Lotus is a trademark of Lotus Development Corp HP LaserJet and HP GL are trademarks of Hewlett Packard Corp PostScript is a trademark of Adobe Systems Inc IBM is a trademark of International Business Machines Corporation Hercules is a trademark of Hercules Computer Technology Inc GraphiC is a trademark of Scientific Endeavors Corporation Tektronix 1s a trademark of Tektronix Inc Windows is a registered trademark of Microsoft Corporation Other trademarks are the property of their respective owners Part Number 006903 Version 10 Documentation Revision 968 October 15 2009 Contents Contents 1 Introduction 1 4 Product Overview 1 2 Documentation Conventions 2 Getting Started 2 1 Installation Under UNIX Linux 2 2 Installation Under Windows 2 2 1 2 2 2 2 2 9 Machine Requirements Installation from Download Installation from CD 3 Using the Command Line Interface 3 1 Viewing Graphics 3 2 Command Line History and Command Line Editing 3 2 1 MOVEMENT 4 2 due koe es ido port ra aia 3 22 zl 5 2 20 484 e400 aaa bos ra ae Oe 3 2 3 History Retrieval s 222 sm Bay aw a dee Ae 3 39 Interactive Commands suem ee ee ee Pee ee es 3 3 1 e RN A T ae BS oe Yh ee Ge e 3 3 2 AAN 3 9 9 DIOWS

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