Automatic differentiation for GAUSS is now available with Econotron's Symbolic Tools package!
The Symbolic Tools package augments the numeric and graphical capabilities of GAUSS with additional mathematical functionality based on symbolic computations, including:
Symbolic Tools enables GAUSS to undertake automatic differentiation, by creating procs that return analytical gradients and Hessians, which can then be used by Aptech's GAUSS Applications such as Maximum Likelihood, Constrained Maximum Likelihood, Optimization, and Nonlinear Equations. Additionally, Language Extension provides all the functionality of Maple, as well as all the symbolic arithmetic that Maple offers. Over 180 GAUSS examples are included, as well as 10 examples, including ARCH and GARCH. Requires GAUSS 4.0 or GAUSS Engine 4.0 or higher for Windows and Maple 9.