Statistics package

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The statistics package is part of the Octave Packages.

Distributions

The following table lists the cdf, icdf, pdf, and random 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.

Note! The icdf wrapper for the quantile functions is not implemented yet.

Distribution Name Cumulative Distribution Function Quantile Function Probability Density Function Random Generator
Birnbaum–Saunders] bbscdf bbsinv bbspdf bbsrnd
Beta betacdf betainv betapdf betarndbivariate
Binomial binocdf binoinv binopdf binornd
Bivariate bvncdf
Burr Type XII burrcdf burrinv burrpdf burrrnd
Cauchy cauchy_cdf cauchy_inv cauchy_pdf cauchy_rnd
Chi-squared chi2cdf chi2inv chi2pdf chi2rnd
Copula Family copulacdf copulainv copulapdf copularnd
Extreme Value evcdf evinv evpdf evrnd
Exponential expcdf expinv exppdf exprnd
F fcdf finv fpdf frnd
Gamma gamcdf gaminv gampdf gamrnd
Geometric geocdf geoinv geopdf geornd
Generalized Extreme Value gevcdf gevinv gevpdf gevrnd
Generalized Pareto gpcdf gpinv gppdf gprnd
Hypergeometric hygecdf hygeinv hygepdf hygernd
Inverse-Wishart iwishpdf iwishrnd
Johnson's SU jsucdf jsupdf
Laplace laplace_cdf laplace_inv laplace_pdf laplace_rnd
Logistic logistic_cdf logistic_inv logistic_pdf logistic_rnd
Log-normal logncdf logninv lognpdf lognrnd
Multinomial mnpdf mnrnd
Multivariate Normal mvncdf mvninv mvnpdf mvnrnd
Multivariate Student's T mvtcdf mvtcdfqmc mvtinv mvtpdf mvtrnd
Nakagami nakacdf nakainv nakapdf nakarnd
Negative Binomial nbincdf nbininv nbinpdf nbinrnd
Noncentral F ncfcdf ncfinv ncfpdf ncfrnd
Noncentral Student's T nctcdf nctinv nctpdf nctrnd
Noncentral Chi-squared ncx2cdf ncx2inv ncx2pdf ncx2rnd
Normal normcdf norminv normpdf normrnd
Poisson poisscdf poissinv poisspdf poissrnd
Rayleigh raylcdf raylinv raylpdf raylrnd
Standard Normal stdnormal_cdf stdnormal_inv stdnormal_pdf stdnormal_rnd
Student's T tcdf tinv tpdf trnd
Triangular tricdf triinv tripdf trirnd
Discrete Uniform unidcdf unidinv unidpdf unidrnd
Continuous Uniform unifcdf unifinv unifpdf unifrnd
von Mises vmcdf vmpdf vmrnd
Weibull wblcdf wblinv wblpdf wblrnd
Wiener process wienrnd
Wishart wishpdf wishrnd


Can be reused in other functions

forge function matlab counterpart
anderson_darling_test adtest
bbscdf BirnbaumSaundersDistribution class
bbsinv BirnbaumSaundersDistribution class
bbspdf BirnbaumSaundersDistribution class
bbsrnd BirnbaumSaundersDistribution class
binotest binofit
burrcdf BurrDistribution class
burrinv BurrDistribution class
burrpdf BurrDistribution class
burrrnd BurrDistribution class
nakacdf NakagamiDistribution class
nakainv NakagamiDistribution class
nakapdf NakagamiDistribution class
nakarnd - should be used to implement the NakagamiDistribution class
regress_gp RegressionGP class
repanova RepeatedMeasuresModel.ranova
tricdf TriangularDistribution class
triinv TriangularDistribution class
tripdf TriangularDistribution class
trirnd TriangularDistribution class
logistic_cdf LogisticDistribution class
logistic_inv LogisticDistribution class
logistic_pdf LogisticDistribution class
logistic_rnd LogisticDistribution class
stdnormal_cdf NormalDistribution class
stdnormal_inv NormalDistribution class
stdnormal_pdf NormalDistribution class
stdnormal_rnd NormalDistribution class
anova anova method in different *Model classes
manova manova methods in different *Model classes
bartlett_test barttest
kolmogorov_smirnov_test ktest
kolmogorov_smirnov_test_2 ktest2
kruskal_wallis_test kruskalwallis

Ready to go

These functions seem to be Matlab compatible

  • anovan
  • betastat
  • binostat
  • binotest
  • canoncorr
  • caseread
  • casewrite
  • cdf
  • chi2stat
  • cmdscale
  • combnk
  • copulacdf
  • copulapdf
  • copularnd
  • crossval
  • @cvpartition
  • dendrogram
  • expstat
  • ff2n
  • fitgmdist
  • fstat
  • fullfact
  • gamfit
  • gamlike
  • gamstat
  • geomean
  • geostat
  • gevcdf
  • gevfit
  • gevinv
  • gevlike
  • gevpdf
  • gevrnd
  • gevstat
  • gmdistribution
  • grp2idx
  • harmmean
  • hist3
  • histfit
  • hmmestimate
  • hmmgenerate
  • hmmviterbi
  • hygestat
  • iwishrnd
  • jackknife
  • kmeans
  • linkage
  • lognstat
  • mad
  • mahal
  • mnpdf
  • mnrnd
  • mvncdf
  • mvnpdf
  • mvnrnd
  • mvtcdf
  • mvtpdf
  • mvtrnd
  • nanmax
  • nanmean
  • nanmedian
  • nanmin
  • nanstd
  • nansum
  • nanvar
  • nbinstat
  • normplot
  • normstat
  • pcacov
  • pcares
  • pdf
  • pdist2
  • pdist
  • plsregress
  • poisstat
  • random
  • randsample
  • raylcdf
  • raylinv
  • raylpdf
  • raylrnd
  • raylstat
  • regress
  • signtest
  • squareform
  • stepwisefit
  • tabulate
  • tblread
  • tblwrite
  • trimmean
  • tstat
  • ttest2
  • ttest
  • unidstat
  • unifstat
  • vartest2
  • vartest
  • wblstat
  • wishrnd
  • ztest
  • prctile
  • qqplot
  • betacdf
  • betainv
  • betapdf
  • betarnd
  • binocdf
  • binoinv
  • binopdf
  • binornd
  • chi2cdf
  • chi2inv
  • chi2pdf
  • chi2rnd
  • expcdf
  • expinv
  • exppdf
  • exprnd
  • fcdf
  • finv
  • fpdf
  • frnd
  • gamcdf
  • gaminv
  • gampdf
  • gamrnd
  • geocdf
  • geoinv
  • geopdf
  • geornd
  • hygecdf
  • hygeinv
  • hygepdf
  • hygernd
  • logncdf
  • logninv
  • lognpdf
  • lognrnd
  • nbincdf
  • nbininv
  • nbinpdf
  • nbinrnd
  • normcdf
  • norminv
  • normpdf
  • normrnd
  • poisscdf
  • poissinv
  • poisspdf
  • poissrnd
  • tcdf
  • tinv
  • tpdf
  • trnd
  • unidcdf
  • unidinv
  • unidpdf
  • unidrnd
  • unifcdf
  • unifinv
  • unifpdf
  • unifrnd
  • wblcdf
  • wblinv
  • wblpdf
  • wblrnd

In external packages

bootci, bootstrp are implemented in the statistics-bootstrap package

Development

Follows an incomplete list of stuff missing in the statistics package to be matlab compatible. Bugs are not listed here, search and report them on the bug tracker instead.

Info icon.svg
this entire section is about the current development version. If a Matlab function is missing from the list and does not appear on the current release of the package, confirm that is also missing in the development sources before adding it.

Missing functions

  • ClassificationBaggedEnsemble
  • ClassificationDiscriminant
  • ClassificationDiscriminant.fit
  • ClassificationEnsemble
  • ClassificationKNN
  • ClassificationKNN.fit
  • ClassificationPartitionedEnsemble
  • ClassificationPartitionedModel
  • ClassificationTree
  • ClassificationTree.fit
  • CompactClassificationDiscriminant
  • CompactClassificationEnsemble
  • CompactClassificationTree
  • CompactRegressionEnsemble
  • CompactRegressionTree
  • CompactTreeBagger
  • ExhaustiveSearcher
  • GeneralizedLinearModel
  • GeneralizedLinearModel.fit
  • GeneralizedLinearModel.stepwise
  • KDTreeSearcher
  • LinearMixedModel
  • LinearMixedModel.fit
  • LinearMixedModel.fitmatrix
  • LinearModel
  • LinearModel.fit
  • LinearModel.stepwise
  • NaiveBayes
  • NaiveBayes.fit
  • NonLinearModel
  • NonLinearModel.fit
  • ProbDistUnivKernel
  • ProbDistUnivParam
  • RegressionBaggedEnsemble
  • RegressionEnsemble
  • RegressionPartitionedEnsemble
  • RegressionPartitionedModel
  • RegressionTree
  • RegressionTree.fit
  • TreeBagger
  • addTerms
  • addedvarplot
  • addlevels
  • adtest
  • andrewsplot
  • anova2
  • ansaribradley
  • aoctool
  • barttest
  • bbdesign
  • betafit
  • betalike
  • binofit
  • biplot
  • candexch
  • candgen
  • capability
  • capaplot
  • ccdesign
  • cdfplot
  • cell2dataset
  • chi2gof
  • cholcov
  • classify
  • classregtree
  • clustering.evaluation.CalinskiHarabaszEvaluation
  • clustering.evaluation.DaviesBouldinEvaluation
  • clustering.evaluation.GapEvaluation
  • clustering.evaluation.SilhouetteEvaluation
  • coefCI
  • coefTest
  • compact
  • compare
  • controlrules
  • copulafit
  • copulaparam
  • copulastat
  • cordexch
  • corrcov
  • covarianceParameters
  • coxphfit
  • createns
  • crosstab
  • dataset
  • dataset2cell
  • dataset2struct
  • dataset2table
  • datasetfun
  • daugment
  • dcovary
  • designMatrix
  • devianceTest
  • dfittool
  • disttool
  • droplevels
  • dummyvar
  • dwtest
  • ecdf
  • ecdfhist
  • evcdf
  • evfit
  • evinv
  • evlike
  • evpdf
  • evrnd
  • evstat
  • export
  • factoran
  • fitdist
  • fitensemble
  • fitglm
  • fitlm
  • fitlme
  • fitlmematrix
  • fitnlm
  • fitted
  • fixedEffects
  • fracfact
  • fracfactgen
  • friedman
  • fsurfht
  • gagerr
  • getlabels
  • getlevels
  • gline
  • glmfit
  • glmval
  • glyphplot
  • gname
  • gpcdf
  • gpfit
  • gpinv
  • gplike
  • gplotmatrix
  • gppdf
  • gprnd
  • gpstat
  • grpstats
  • haltonset
  • hmmdecode
  • hmmtrain
  • hougen
  • icdf
  • interactionplot
  • invpred
  • islevel
  • isundefined
  • jbtest
  • johnsrnd
  • join
  • knnsearch
  • ksdensity
  • kstest
  • kstest2
  • labels
  • lasso
  • lassoPlot
  • lassoglm
  • levelcounts
  • leverage
  • lhsdesign
  • lhsnorm
  • lillietest
  • linhyptest
  • lognfit
  • lognlike
  • lsline
  • mahal
  • maineffectsplot
  • makedist
  • manova1
  • manovacluster
  • mat2dataset
  • mdscale
  • mergelevels
  • mle
  • mlecov
  • mnrfit
  • mnrval
  • multcompare
  • multivarichart
  • mvregress
  • mvregresslike
  • nancov
  • nbinfit
  • ncfcdf
  • ncfinv
  • ncfpdf
  • ncfrnd
  • ncfstat
  • nctcdf
  • nctinv
  • nctpdf
  • nctrnd
  • nctstat
  • ncx2cdf
  • ncx2inv
  • ncx2rnd
  • ncx2stat
  • negloglik
  • nlinfit
  • nlintool
  • nlmefit
  • nlmefitsa
  • nlparci
  • nlpredci
  • nnmf
  • nominal
  • normfit
  • normlike
  • normspec
  • ordinal
  • parallelcoords
  • paramci
  • paretotails
  • partialcorr
  • partialcorri
  • pdf
  • pearsrnd
  • perfcurve
  • plotAdded
  • plotAdjustedResponse
  • plotDiagnostics
  • plotEffects
  • plotInteraction
  • plotResiduals
  • plotSlice
  • poissfit
  • polytool
  • ppca
  • predict
  • prob.BetaDistribution
  • prob.BinomialDistribution
  • prob.BirnbaumSaundersDistribution
  • prob.BurrDistribution
  • prob.ExponentialDistribution
  • prob.ExtremeValueDistribution
  • prob.GammaDistribution
  • prob.GeneralizedExtremeValueDistribution
  • prob.GeneralizedParetoDistribution
  • prob.InverseGaussianDistribution
  • prob.KernelDistribution
  • prob.LogisticDistribution
  • prob.LoglogisticDistribution
  • prob.LognormalDistribution
  • prob.MultinomialDistribution
  • prob.NakagamiDistribution
  • prob.NegativeBinomialDistribution
  • prob.NormalDistribution
  • prob.PiecewiseLinearDistribution
  • prob.PoissonDistribution
  • prob.RayleighDistribution
  • prob.RicianDistribution
  • prob.TriangularDistribution
  • prob.UniformDistribution
  • prob.WeibullDistribution
  • prob.tLocationScaleDistribution
  • probplot
  • procrustes
  • proflik
  • qrandset
  • qrandstream
  • randomEffects
  • randtool
  • rangesearch
  • ranksum
  • raylfit
  • rcoplot
  • refcurve
  • refline
  • regstats
  • relieff
  • removeTerms
  • residuals
  • response
  • ridge
  • robustdemo
  • robustfit
  • rotatefactors
  • rowexch
  • rsmdemo
  • rstool
  • sampsizepwr
  • scatterhist
  • sequentialfs
  • setlabels
  • signrank
  • sobolset
  • statget
  • statset
  • step
  • stepwise
  • stepwiseglm
  • stepwiselm
  • struct2dataset
  • surfht
  • svmclassify
  • svmtrain
  • table2dataset
  • tabulate
  • tdfread
  • tiedrank
  • truncate
  • unifit
  • vartestn
  • wblfit
  • wbllike
  • x2fx
  • xptread

Missing options

  • explike: censoring and frequency aren't yet implemented