Statistics package: Difference between revisions
Jump to navigation
Jump to search
No edit summary |
Pr0m1th3as (talk | contribs) |
||
| Line 6: | Line 6: | ||
! Distribution Name | ! Distribution Name | ||
! Cumulative Distribution Function | ! Cumulative Distribution Function | ||
! | ! Quantile Function | ||
! Probability Density Function | ! Probability Density Function | ||
! Random Generator | ! Random Generator | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution | Birnbaum–Saunders | | https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution | Birnbaum–Saunders Distribution | ||
| bbscdf | | bbscdf | ||
| bbsinv | | bbsinv | ||
| Line 16: | Line 16: | ||
| bbsrnd | | bbsrnd | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/Beta_distribution | Beta | | https://en.wikipedia.org/wiki/Beta_distribution | Beta Distribution | ||
| betacdf | | betacdf | ||
| betainv | | betainv | ||
| Line 22: | Line 22: | ||
| betarndbivariate | | betarndbivariate | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/Binomial_distribution | Binomial | | https://en.wikipedia.org/wiki/Binomial_distribution | Binomial Distribution | ||
| binocdf | | binocdf | ||
| binoinv | | binoinv | ||
| Line 28: | Line 28: | ||
| binornd | | binornd | ||
|- | |- | ||
| Bivariate | | Bivariate Distribution | ||
| bvncdf | | bvncdf | ||
| | | | ||
| Line 34: | Line 34: | ||
| | | | ||
|- | |- | ||
| https://www.mathworks.com/help/stats/burr-type-xii-distribution.html | Burr Type XII | | https://www.mathworks.com/help/stats/burr-type-xii-distribution.html | Burr Type XII Distribution | ||
| burrcdf | | burrcdf | ||
| burrinv | | burrinv | ||
| Line 40: | Line 40: | ||
| burrrnd | | burrrnd | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/Cauchy_distribution | Cauchy distribution | | https://en.wikipedia.org/wiki/Cauchy_distribution | Cauchy distribution Distribution | ||
| cauchy_cdf | | cauchy_cdf | ||
| cauchy_inv | | cauchy_inv | ||
| Line 46: | Line 46: | ||
| cauchy_rnd | | cauchy_rnd | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/Chi-squared_distribution | Chi-squared | | https://en.wikipedia.org/wiki/Chi-squared_distribution | Chi-squared Distribution | ||
| chi2cdf | | chi2cdf | ||
| chi2inv | | chi2inv | ||
| Line 52: | Line 52: | ||
| chi2rnd | | chi2rnd | ||
|- | |- | ||
| https://en.wikipedia.org/wiki/ | | Copula Family Distributions | ||
| | | copulacdf | ||
| | | copulainv | ||
| | | copulapdf | ||
| | | copularnd | ||
|- | |||
| Extreme Value Distribution | |||
| evcdf | |||
| evinv | |||
| evpdf | |||
| evrnd | |||
|- | |||
| https://en.wikipedia.org/wiki/Exponential_distribution | Exponential Distribution | |||
| expcdf | |||
| expinv | |||
| exppdf | |||
| exprnd | |||
|- | |||
| https://en.wikipedia.org/wiki/F-distribution | F-Distribution | |||
| fcdf | |||
| finv | |||
| fpdf | |||
| frnd | |||
|- | |||
| https://en.wikipedia.org/wiki/Gamma_distribution | Gamma Distribution | |||
| gamcdf | |||
| gaminv | |||
| gampdf | |||
| gamrnd | |||
|- | |||
| https://en.wikipedia.org/wiki/Geometric_distribution | Geometric Distribution | |||
| geocdf | |||
| geoinv | |||
| geopdf | |||
| geornd | |||
|} | |} | ||
Revision as of 14:10, 4 February 2023
The statistics package is part of the Octave Packages.
Distributions
| Distribution Name | Cumulative Distribution Function | Quantile Function | Probability Density Function | Random Generator |
|---|---|---|---|---|
| Birnbaum–Saunders Distribution | bbscdf | bbsinv | bbspdf | bbsrnd |
| Beta Distribution | betacdf | betainv | betapdf | betarndbivariate |
| Binomial Distribution | binocdf | binoinv | binopdf | binornd |
| Bivariate Distribution | bvncdf | |||
| Burr Type XII Distribution | burrcdf | burrinv | burrpdf | burrrnd |
| Cauchy distribution Distribution | cauchy_cdf | cauchy_inv | cauchy_pdf | cauchy_rnd |
| Chi-squared Distribution | chi2cdf | chi2inv | chi2pdf | chi2rnd |
| Copula Family Distributions | copulacdf | copulainv | copulapdf | copularnd |
| Extreme Value Distribution | evcdf | evinv | evpdf | evrnd |
| Exponential Distribution | expcdf | expinv | exppdf | exprnd |
| F-Distribution | fcdf | finv | fpdf | frnd |
| Gamma Distribution | gamcdf | gaminv | gampdf | gamrnd |
| Geometric Distribution | geocdf | geoinv | geopdf | geornd |
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
| 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
- 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.
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
- 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