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Statistics package: Difference between revisions

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Statistics package (edit)

Revision as of 14:54, 4 February 2023

988 bytes added ,  4 February 2023
→‎Distributions
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== Distributions ==
== Distributions ==
The following table lists the distribution functions available in the statistics package. Since version 1.5.3, all CDFs support the "upper" option for evaluating the complement of the respective CDF.


{| class="wikitable"
{| class="wikitable"
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! Random Generator
! Random Generator
|-
|-
| https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution | Birnbaum–Saunders Distribution
| https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution | Birnbaum–Saunders
| bbscdf
| bbscdf
| bbsinv
| bbsinv
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| bbsrnd
| bbsrnd
|-
|-
| https://en.wikipedia.org/wiki/Beta_distribution | Beta Distribution
| https://en.wikipedia.org/wiki/Beta_distribution | Beta
| betacdf
| betacdf
| betainv
| betainv
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| betarndbivariate  
| betarndbivariate  
|-
|-
| https://en.wikipedia.org/wiki/Binomial_distribution | Binomial Distribution
| https://en.wikipedia.org/wiki/Binomial_distribution | Binomial
| binocdf
| binocdf
| binoinv
| binoinv
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| binornd  
| binornd  
|-
|-
| Bivariate Distribution
| Bivariate
| bvncdf
| bvncdf
|
|
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|
|
|-
|-
| https://www.mathworks.com/help/stats/burr-type-xii-distribution.html | Burr Type XII Distribution
| https://www.mathworks.com/help/stats/burr-type-xii-distribution.html | Burr Type XII
| burrcdf
| burrcdf
| burrinv
| burrinv
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| burrrnd
| burrrnd
|-
|-
| https://en.wikipedia.org/wiki/Cauchy_distribution | Cauchy distribution Distribution
| https://en.wikipedia.org/wiki/Cauchy_distribution | Cauchy
| cauchy_cdf
| cauchy_cdf
| cauchy_inv
| cauchy_inv
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| cauchy_rnd
| cauchy_rnd
|-
|-
| https://en.wikipedia.org/wiki/Chi-squared_distribution | Chi-squared Distribution
| https://en.wikipedia.org/wiki/Chi-squared_distribution | Chi-squared
| chi2cdf
| chi2cdf
| chi2inv
| chi2inv
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| chi2rnd
| chi2rnd
|-
|-
| Copula Family Distributions
| Copula Family
| copulacdf
| copulacdf
| copulainv
| copulainv
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| copularnd
| copularnd
|-
|-
| Extreme Value Distribution
| Extreme Value
| evcdf
| evcdf
| evinv
| evinv
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| evrnd
| evrnd
|-
|-
| https://en.wikipedia.org/wiki/Exponential_distribution | Exponential Distribution
| https://en.wikipedia.org/wiki/Exponential_distribution | Exponential
| expcdf
| expcdf
| expinv
| expinv
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| exprnd
| exprnd
|-
|-
| https://en.wikipedia.org/wiki/F-distribution | F-Distribution
| https://en.wikipedia.org/wiki/F-distribution | F
| fcdf
| fcdf
| finv
| finv
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| frnd
| frnd
|-
|-
| https://en.wikipedia.org/wiki/Gamma_distribution | Gamma Distribution
| https://en.wikipedia.org/wiki/Gamma_distribution | Gamma
| gamcdf
| gamcdf
| gaminv
| gaminv
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| gamrnd
| gamrnd
|-
|-
| https://en.wikipedia.org/wiki/Geometric_distribution | Geometric Distribution
| https://en.wikipedia.org/wiki/Geometric_distribution | Geometric
| geocdf
| geocdf
| geoinv
| geoinv
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| geornd
| geornd
|-
|-
| https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution | Generalized Extreme Value Distribution
| https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution | Generalized Extreme Value
| gevcdf
| gevcdf
| gevinv
| gevinv
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| gevrnd
| gevrnd
|-
|-
| https://en.wikipedia.org/wiki/Generalized_Pareto_distribution | Generalized Pareto Distribution
| https://en.wikipedia.org/wiki/Generalized_Pareto_distribution | Generalized Pareto
| gpcdf
| gpcdf
| gpinv
| gpinv
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| gprnd
| gprnd
|-
|-
| https://en.wikipedia.org/wiki/Hypergeometric_distribution | Hypergeometric Pareto Distribution
| https://en.wikipedia.org/wiki/Hypergeometric_distribution | Hypergeometric
| hygecdf
| hygecdf
| hygeinv
| hygeinv
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| hygernd
| hygernd
|-
|-
| https://en.wikipedia.org/wiki/Inverse-Wishart_distribution | Inverse-Wishart Distribution
| https://en.wikipedia.org/wiki/Inverse-Wishart_distribution | Inverse-Wishart
|
|
|
|
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| iwishrnd
| iwishrnd
|-
|-
| https://en.wikipedia.org/wiki/Johnson%27s_SU-distribution | Johnson's SU Distribution
| https://en.wikipedia.org/wiki/Johnson%27s_SU-distribution | Johnson's SU
| jsucdf
| jsucdf
|
|
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|
|
|-
|-
| https://en.wikipedia.org/wiki/Laplace_distribution | Laplace Distribution
| https://en.wikipedia.org/wiki/Laplace_distribution | Laplace
| laplace_cdf
| laplace_cdf
| laplace_inv
| laplace_inv
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| laplace_rnd
| laplace_rnd
|-
|-
| https://en.wikipedia.org/wiki/Logistic_distribution | Logistic Distribution
| https://en.wikipedia.org/wiki/Logistic_distribution | Logistic
| logistic_cdf
| logistic_cdf
| logistic_inv
| logistic_inv
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| logistic_rnd
| logistic_rnd
|-
|-
| https://en.wikipedia.org/wiki/Log-normal_distribution | Log-normal Distribution
| https://en.wikipedia.org/wiki/Log-normal_distribution | Log-normal
| logncdf
| logncdf
| logninv
| logninv
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| lognrnd
| lognrnd
|-
|-
| https://en.wikipedia.org/wiki/Multinomial_distribution | Multinomial Distribution
| https://en.wikipedia.org/wiki/Multinomial_distribution | Multinomial
|
|
|
|
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| mnrnd
| mnrnd
|-
|-
| https://en.wikipedia.org/wiki/Multivariate_normal_distribution | Multivariate Normal Distribution
| https://en.wikipedia.org/wiki/Multivariate_normal_distribution | Multivariate Normal
| mvncdf
| mvncdf
| mvninv
| mvninv
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| mvnrnd
| mvnrnd
|-
|-
| https://en.wikipedia.org/wiki/Multivariate_t-distribution | Multivariate T-Distribution
| https://en.wikipedia.org/wiki/Multivariate_t-distribution | Multivariate Student's T
| mvtcdf mvtcdfqmc
| mvtcdf mvtcdfqmc
| mvtinv
| mvtinv
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| mvtrnd
| mvtrnd
|-
|-
| https://en.wikipedia.org/wiki/Nakagami_distribution | Nakagami Distribution
| https://en.wikipedia.org/wiki/Nakagami_distribution | Nakagami
| nakacdf
| nakacdf
| nakainv
| nakainv
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| nakarnd
| nakarnd
|-
|-
| https://en.wikipedia.org/wiki/Negative_binomial_distribution | Negative Binomial Distribution
| https://en.wikipedia.org/wiki/Negative_binomial_distribution | Negative Binomial
| nbincdf
| nbincdf
| nbininv
| nbininv
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| nbinrnd
| nbinrnd
|-
|-
| https://en.wikipedia.org/wiki/Noncentral_F-distribution | Noncentral F-Distribution
| https://en.wikipedia.org/wiki/Noncentral_F-distribution | Noncentral F
| ncfcdf
| ncfcdf
| ncfinv
| ncfinv
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| ncfrnd
| ncfrnd
|-
|-
| https://en.wikipedia.org/wiki/Noncentral_t-distribution | Noncentral T-Distribution
| https://en.wikipedia.org/wiki/Noncentral_t-distribution | Noncentral Student's T
| ncfcdf
| nctcdf
| ncfinv
| nctinv
| ncfpdf
| nctpdf
| ncfrnd
| nctrnd
|-
|-
| https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution | Noncentral chi-squared Distribution
| https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution | Noncentral Chi-squared
| ncx2cdf
| ncx2cdf
| ncx2inv
| ncx2inv
| ncx2pdf
| ncx2pdf
| ncx2rnd
| ncx2rnd
|-
| https://en.wikipedia.org/wiki/Normal_distribution | Normal
| normcdf
| norminv
| normpdf
| normrnd
|-
| https://en.wikipedia.org/wiki/Poisson_distribution | Poisson
| poisscdf
| poissinv
| poisspdf
| poissrnd
|-
| https://en.wikipedia.org/wiki/Rayleigh_distribution | Rayleigh
| raylcdf
| raylinv
| raylpdf
| raylrnd
|-
| https://en.wikipedia.org/wiki/Normal_distribution#Standard_normal_distribution | Standard Normal
| stdnormal_cdf
| stdnormal_inv
| stdnormal_pdf
| stdnormal_rnd
|-
| https://en.wikipedia.org/wiki/Student%27s_t-distribution | Student's T
| tcdf
| tinv
| tpdf
| trnd
|-
| https://en.wikipedia.org/wiki/Triangular_distribution | Triangular
| tricdf
| triinv
| tripdf
| trirnd
|-
| https://en.wikipedia.org/wiki/Discrete_uniform_distribution | Discrete Uniform
| unidcdf
| unidinv
| unidpdf
| unidrnd
|-
| https://en.wikipedia.org/wiki/Continuous_uniform_distribution | Continuous Uniform
| unifcdf
| unifinv
| unifpdf
| unifrnd
|-
| https://en.wikipedia.org/wiki/Von_Mises_distribution | von Mises
| vmcdf
|
| vmpdf
| vmrnd
|-
| https://en.wikipedia.org/wiki/Weibull_distribution | Weibull
| wblcdf
| wblinv
| wblpdf
| wblrnd
|-
| https://en.wikipedia.org/wiki/Wiener_process | Wiener process
|
|
|
| wienrnd
|-
| https://en.wikipedia.org/wiki/Wishart_distribution | Wishart
|
|
| wishpdf
| wishrnd
|}
|}


=== Matlab incompatible ===
These functions have the same name as Matlab functions but have a different interface
* boxplot
* gpcdf
* gpinv
* gppdf
* gprnd


=== Can be reused in other functions ===
=== Can be reused in other functions ===
Pr0m1th3as
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edits

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