Economics

gbutils – command line econometrics

gbutils a set of command line utilities for the manipulation and statistical analysis of data.

These utilities read data from standard input in an ASCII format and print the result in ASCII format to standard output.

This is free and open source software.

The utilities provide statistical tests to compare different samples and non-parametric method to investigate relationship between paired (or in general compounded) observations.

  • gbtest – various one and two samples statistical tests. When available, p-score significance is also provided.
  • gbmodes – find the critical bandwidth for a kernel density estimate to generate a given number of modes and compute the associated p-value using smoothed bootstrap technique.
  • gbbin – the program takes couples of values X Y (separated by spaces), bins them with respect to the first variable and prints statistics of the second variables.
  • gbkreg – compute the kernel non-linear regression function.
  • gbkreg2d – compute the kernel non-linear regression function on three dimensional data
    gblreg – compute linear OLS regression.
  • gbglreg – compute generalized linear OLS regression.
  • gbnlreg – compute non linear regression using OLS, MAD or asymmetric MAD estimators.
  • gbnlqreg – compute non linear quantile regression.
  • gbnlmult – contemporaneous least square estimation of a system of non linear equations.
  • gbnlprobit – estimate a non linear probit model on binary data.
  • gbhill – estimate different families of probability distribution on the extremal data using maximum likelihood.
  • gblafit – fit Laplace density using maximum-likelihood.
  • gbalafit – fit asymmetric Laplace density using maximum-likelihood.
  • gbepfit – fit symmetric power exponential density using maximum-likelihood.
  • gblaepfit – fit skewed power exponential density using maximum-likelihood.
  • gbaepfit – fit asymmetric power exponential density using maximum-likelihood.

Website: cafim.sssup.it/~giulio
Support: Documentation
Developer: Giulio Bottazzi
License: GNU General Public version 2.0

gbutils is written in C. Learn C with our recommended free books and free tutorials.

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