Editing Statistics package
Jump to navigation
Jump to search
The edit can be undone. Please check the comparison below to verify that this is what you want to do, and then publish the changes below to finish undoing the edit.
Latest revision | Your text | ||
Line 1: | Line 1: | ||
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]. | ||
== Descriptive Statistics == | == Descriptive Statistics == | ||
The following table lists the functions available for descriptive statistics. | |||
The following table lists the available | |||
{| class="wikitable" | {| class="wikitable" | ||
Line 129: | Line 9: | ||
! Description | ! Description | ||
|- | |- | ||
| | | geomean | ||
| Compute the geometric mean. | | Compute the geometric mean. | ||
|- | |- | ||
| | | grpstats | ||
| Compute summary statistics by group. Fully MATLAB compatible. | | Compute summary statistics by group. Fully MATLAB compatible. | ||
|- | |- | ||
| | | harmmean | ||
| Compute the harmonic mean. | | Compute the harmonic mean. | ||
|- | |- | ||
| | | jackknife | ||
| Compute jackknife estimates of a parameter taking one or more given samples as parameters. | | Compute jackknife estimates of a parameter taking one or more given samples as parameters. | ||
|- | |- | ||
| | | mean | ||
| Compute the mean. Fully MATLAB compatible. | | Compute the mean. Fully MATLAB compatible. | ||
|- | |- | ||
| | | median | ||
| Compute the median. Fully MATLAB compatible. | | Compute the median. Fully MATLAB compatible. | ||
|- | |- | ||
| | | nanmax | ||
| Find the maximal element while ignoring NaN values. | | Find the maximal element while ignoring NaN values. | ||
|- | |- | ||
| | | nanmin | ||
| Find the minimal element while ignoring NaN values. | | Find the minimal element while ignoring NaN values. | ||
|- | |- | ||
| | | nansum | ||
| Compute the sum while ignoring NaN values. | | Compute the sum while ignoring NaN values. | ||
|- | |- | ||
| | | std | ||
| Compute the standard deviation. Fully MATLAB compatible. | | Compute the standard deviation. Fully MATLAB compatible. | ||
|- | |- | ||
| | | trimmean | ||
| Compute the trimmed mean. | | Compute the trimmed mean. | ||
|- | |- | ||
| | | std | ||
| Compute the variance. Fully MATLAB compatible. | | Compute the variance. Fully MATLAB compatible. | ||
|} | |} | ||
== Distributions == | == Distributions == | ||
The following table lists the '''cdf''', '''icdf''', '''pdf''', and '''random''' functions available in the statistics package. Since version [https://github.com/gnu-octave/statistics/releases/tag/release-1.5.3 1.5.3], all CDFs support the "upper" option for evaluating the complement of the respective CDF. | The following table lists the '''cdf''', '''icdf''', '''pdf''', and '''random''' functions available in the statistics package. Since version [https://github.com/gnu-octave/statistics/releases/tag/release-1.5.3 1.5.3], all CDFs support the "upper" option for evaluating the complement of the respective CDF. | ||
Line 233: | Line 77: | ||
| binornd | | binornd | ||
|- | |- | ||
| | | Bivariate | ||
| bvncdf | | bvncdf | ||
| | | | ||
| | | | ||
Line 263: | Line 101: | ||
| chi2rnd | | chi2rnd | ||
|- | |- | ||
| | | Copula Family | ||
| copulacdf | | copulacdf | ||
| copulainv | | copulainv | ||
Line 269: | Line 107: | ||
| copularnd | | copularnd | ||
|- | |- | ||
| | | Extreme Value | ||
| evcdf | | evcdf | ||
| evinv | | evinv | ||
Line 359: | Line 197: | ||
| mvnrnd | | mvnrnd | ||
|- | |- | ||
| [https://en.wikipedia.org/wiki/Multivariate_t-distribution Multivariate Student's | | [https://en.wikipedia.org/wiki/Multivariate_t-distribution Multivariate Student's T] | ||
| mvtcdf mvtcdfqmc | | mvtcdf mvtcdfqmc | ||
| mvtinv | | mvtinv | ||
Line 383: | Line 221: | ||
| ncfrnd | | ncfrnd | ||
|- | |- | ||
| [https://en.wikipedia.org/wiki/Noncentral_t-distribution Noncentral Student's | | [https://en.wikipedia.org/wiki/Noncentral_t-distribution Noncentral Student's T] | ||
| nctcdf | | nctcdf | ||
| nctinv | | nctinv | ||
Line 419: | Line 257: | ||
| stdnormal_rnd | | stdnormal_rnd | ||
|- | |- | ||
| [https://en.wikipedia.org/wiki/Student%27s_t-distribution Student's | | [https://en.wikipedia.org/wiki/Student%27s_t-distribution Student's T] | ||
| tcdf | | tcdf | ||
| tinv | | tinv | ||
Line 467: | Line 305: | ||
| wishrnd | | wishrnd | ||
|} | |} | ||
=== Distribution Fitting === | === Distribution Fitting === | ||
Line 504: | Line 343: | ||
=== Distribution Statistics === | === Distribution Statistics === | ||
Functions available for computing ''mean'' and ''variance'' from distribution parameters | Functions available for computing ''mean'' and ''variance'' from distribution parameters | ||
<div style="column-count:4;-moz-column-count:4;-webkit-column-count:4"> | <div style="column-count:4;-moz-column-count:4;-webkit-column-count:4"> | ||
* | * betastat | ||
* | * binostat | ||
* | * chi2stat | ||
* | * evstat | ||
* | * expstat | ||
* | * fstat | ||
* | * gamstat | ||
* | * geostat | ||
* | * gevstat | ||
* | * gpstat | ||
* | * hygestat | ||
* | * lognstat | ||
* | * nbinstat | ||
* | * ncfstat | ||
* | * nctstat | ||
* | * ncx2stat | ||
* | * normstat | ||
* | * poisstat | ||
* | * raylstat | ||
* | * fitgmdist | ||
* | * tstat | ||
* | * unidstat | ||
* | * unifstat | ||
* | * wblstat | ||
</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.}} | |||
=== 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]] |