A free file archiver for extremely high compression
...You can use 7-Zip on any computer, including a computer in a commercial organization. You don't need to register or pay for 7-Zip. And there is command line version for Linux and macOS. Most of the sourcecode is under the GNU LGPL license. The unRAR code is under a mixed license with GNU LGPL + unRAR restrictions. Check the license for details.
CoolPackager is a program which will take a .tar.gz file and a installation script file and create a self-extracting executable scipt.
Install it on your system by typing this command as root:
lynx -source cpkg.sourceforge.net/cpkg | sh