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The [https://github.com/gnu-octave/statistics/ statistics package] is part of the [https://gnu-octave.github.io/packages/ Octave Packages]. | The [https://github.com/gnu-octave/statistics/ statistics package] is part of the [https://gnu-octave.github.io/packages/ Octave Packages]. | ||
== Distributions == | == Distributions == | ||
{| class="wikitable" | {| class="wikitable" | ||
! Distribution Name | ! Distribution Name | ||
! Cumulative Distribution Function | ! Cumulative Distribution Function | ||
! | ! Inverse CDF | ||
! Probability Density Function | ! Probability Density Function | ||
! Random Generator | ! Random Generator | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution | Birnbaum–Saunders | ||
| bbscdf | | bbscdf | ||
| bbsinv | | bbsinv | ||
Line 221: | Line 16: | ||
| bbsrnd | | bbsrnd | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Beta_distribution | Beta | ||
| betacdf | | betacdf | ||
| betainv | | betainv | ||
Line 227: | Line 22: | ||
| betarndbivariate | | betarndbivariate | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Binomial_distribution | Binomial | ||
| binocdf | | binocdf | ||
| binoinv | | binoinv | ||
Line 233: | Line 28: | ||
| binornd | | binornd | ||
|- | |- | ||
| | | Bivariate | ||
| bvncdf | | bvncdf | ||
| | | | ||
Line 239: | Line 34: | ||
| | | | ||
|- | |- | ||
| | | https://www.mathworks.com/help/stats/burr-type-xii-distribution.html | Burr Type XII | ||
| burrcdf | | burrcdf | ||
| burrinv | | burrinv | ||
Line 251: | Line 40: | ||
| burrrnd | | burrrnd | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Cauchy_distribution | Cauchy distribution | ||
| cauchy_cdf | | cauchy_cdf | ||
| cauchy_inv | | cauchy_inv | ||
Line 257: | Line 46: | ||
| cauchy_rnd | | cauchy_rnd | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Chi-squared_distribution | Chi-squared | ||
| chi2cdf | | chi2cdf | ||
| chi2inv | | chi2inv | ||
Line 263: | Line 52: | ||
| chi2rnd | | chi2rnd | ||
|- | |- | ||
| | | https://en.wikipedia.org/wiki/Copula_(probability_theory) | Copula Family | ||
| chi2cdf | |||
| chi2inv | |||
| chi2pdf | |||
| chi2rnd | |||
| | |||
| | |||
| | |||
| | |||
|} | |} | ||
=== | === 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 === | |||
{| class="wikitable" | {| class="wikitable" | ||
! | !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 | |||
<div style="column-count: | <div style="column-count:4;-moz-column-count:4;-webkit-column-count:4"> | ||
* | * 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 | |||
</div> | </div> | ||
== | === In external packages === | ||
bootci, bootstrp are implemented in the [https://gnu-octave.github.io/packages/statistics-bootstrap statistics-bootstrap] package | |||
== Development == | |||
=== | Follows an incomplete list of stuff missing in the statistics package to be matlab compatible. Bugs are not listed here, [https://savannah.gnu.org/bugs/?func=search&group=octave search] and [https://savannah.gnu.org/bugs/?func=additem&group=octave report] them on the bug tracker instead. | ||
{{Note|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 [https://sourceforge.net/p/octave/statistics/ development sources] before adding it.}} | |||
<div style="column-count: | === Missing functions === | ||
* | <div style="column-count:4;-moz-column-count:4;-webkit-column-count:4"> | ||
* | * 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 | |||
</div> | </div> | ||
== | === Missing options === | ||
*explike: censoring and frequency aren't yet implemented | |||
[[Category: | [[Category:Octave Forge]] | ||
[[Category:Missing functions]] | [[Category:Missing functions]] |