Statistics package: Difference between revisions
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! Parameter Estimation | ! Parameter Estimation | ||
! Negativel Log-likelihood | ! Negativel Log-likelihood | ||
|- | |- | ||
| Extreme Value | | Extreme Value | ||
| evfit | | evfit | ||
| evlike | | evlike | ||
|- | |- | ||
| Exponential | | Exponential | ||
| expfit | | expfit | ||
| explike | | explike | ||
|- | |- | ||
| Gamma | | Gamma | ||
| gamfit | | gamfit | ||
| gamlike | | gamlike | ||
|- | |- | ||
| Generalized Extreme Value | | Generalized Extreme Value | ||
| gevfit_lmom gevfit | | gevfit_lmom gevfit | ||
| gevlike | | gevlike | ||
|- | |- | ||
| Generalized Pareto | | Generalized Pareto | ||
| gpfit | | gpfit | ||
| gplike | | gplike | ||
|- | |- | ||
| Normal | | Normal | ||
| | | | ||
| normlike | | normlike | ||
|} | |} | ||
=== Distribution Statistics === | === Distribution Statistics === | ||
Revision as of 15:45, 4 February 2023
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 |
Distribution Fitting
Functions available for estimating parameters and the negative log-likelihood for certain distributions.
| Distribution Name | Parameter Estimation | Negativel Log-likelihood |
|---|---|---|
| Extreme Value | evfit | evlike |
| Exponential | expfit | explike |
| Gamma | gamfit | gamlike |
| Generalized Extreme Value | gevfit_lmom gevfit | gevlike |
| Generalized Pareto | gpfit | gplike |
| Normal | normlike |
Distribution Statistics
These functions
- 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