Statistics package: Difference between revisions

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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].
== Descriptive Statistics ==
The following table lists the functions available for descriptive statistics.
{| class="wikitable"
! Function
! Description
|-
| geomean
| Compute the geometric mean.
|-
| grpstats
| Compute summary statistics by group. Fully MATLAB compatible.
|-
| harmmean
| Compute the harmonic mean.
|-
| jackknife
| Compute jackknife estimates of a parameter taking one or more given samples as parameters.
|-
| mean
| Compute the mean. Fully MATLAB compatible.
|-
| median
| Compute the median. Fully MATLAB compatible.
|-
| nanmax
| Find the maximal element while ignoring NaN values.
|-
| nanmin
| Find the minimal element while ignoring NaN values.
|-
| nansum
| Compute the sum while ignoring NaN values.
|-
| std
| Compute the standard deviation. Fully MATLAB compatible.
|-
| trimmean
| Compute the trimmed mean.
|-
| std
| Compute the variance. Fully MATLAB compatible.
|}


== Distributions ==
== Distributions ==

Revision as of 16:10, 4 February 2023

The statistics package is part of the Octave Packages.

Descriptive Statistics

The following table lists the functions available for descriptive statistics.

Function Description
geomean Compute the geometric mean.
grpstats Compute summary statistics by group. Fully MATLAB compatible.
harmmean Compute the harmonic mean.
jackknife Compute jackknife estimates of a parameter taking one or more given samples as parameters.
mean Compute the mean. Fully MATLAB compatible.
median Compute the median. Fully MATLAB compatible.
nanmax Find the maximal element while ignoring NaN values.
nanmin Find the minimal element while ignoring NaN values.
nansum Compute the sum while ignoring NaN values.
std Compute the standard deviation. Fully MATLAB compatible.
trimmean Compute the trimmed mean.
std Compute the variance. Fully MATLAB compatible.

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

Functions available for computing mean and variance from distribution parameters

  • betastat
  • binostat
  • chi2stat
  • evstat
  • expstat
  • fstat
  • gamstat
  • geostat
  • gevstat
  • gpstat
  • hygestat
  • lognstat
  • nbinstat
  • ncfstat
  • nctstat
  • ncx2stat
  • normstat
  • poisstat
  • raylstat
  • fitgmdist
  • tstat
  • unidstat
  • unifstat
  • wblstat

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
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