Economics

gbutils – command-line utilities for econometrics and statistics

gbutils is a collection of command-line utilities for manipulating and statistically analysing data. The programs are designed around Unix pipelines, generally reading ASCII data from standard input and writing results to standard output.

The suite covers data preparation, descriptive statistics, non-parametric methods and several forms of regression and distribution fitting. Individual tools can be combined with each other and with programs such as gnuplot to construct more complex analytical workflows.

This is free and open source software.

Key Features

  • Manipulates tabular data, including selecting, merging, transposing and flattening datasets.
  • Applies mathematical functions to columns and generates data grids from user-defined expressions.
  • Generates bootstrap samples and pseudo-random variates.
  • Calculates moving averages, variances and other moving statistics.
  • Provides interpolation on regular grids with first and second derivatives.
  • Calculates descriptive statistics, empirical quantiles and cumulative distributions.
  • Creates one- and two-dimensional histograms and kernel-density estimates.
  • Computes autocorrelation, cross-correlation and correlation dimension.
  • Provides one- and two-sample statistical tests with significance values where available.
  • Supports linear and generalised linear least-squares regression.
  • Provides nonlinear regression using OLS, MAD and asymmetric MAD estimators.
  • Supports nonlinear quantile regression and nonlinear probit models.
  • Includes nonlinear panel-data and ordered probit estimation tools.
  • Provides kernel regression for two- and three-dimensional data.
  • Fits Laplace, asymmetric Laplace and power exponential distributions using maximum likelihood.
  • Supports estimation of probability distributions for extreme observations.
  • Can read gzip-compressed input when built with zlib support.
  • Supports mathematical expressions through GNU libmatheval.
  • Integrates with gnuplot for graphical output and command-line plotting.
  • Designed for composition in shell pipelines so complex analyses can be assembled from small utilities.

Website: cafim.sssup.it/~giulio/software/gbutils
Support:
Developer: Giulio Bottazzi
License: GNU General Public License v2.0

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


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