Statistics package

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
Generalized Extreme Value Distribution	gevcdf	gevinv	gevpdf	gevrnd
Generalized Pareto Distribution	gpcdf	gpinv	gppdf	gprnd
Hypergeometric Pareto Distribution	hygecdf	hygeinv	hygepdf	hygernd
Inverse-Wishart Distribution			iwishpdf	iwishrnd
Johnson's SU Distribution	jsucdf		jsupdf
Laplace Distribution	laplace_cdf	laplace_inv	laplace_pdf	laplace_rnd
Logistic Distribution	logistic_cdf	logistic_inv	logistic_pdf	logistic_rnd
Log-normal Distribution	logncdf	logninv	lognpdf	lognrnd
Multinomial Distribution			mnpdf	mnrnd
Multivariate Normal Distribution	mvncdf	mvninv	mvnpdf	mvnrnd
Multivariate T-Distribution	mvtcdf mvtcdfqmc	mvtinv	mvtpdf	mvtrnd
Nakagami Distribution	nakacdf	nakainv	nakapdf	nakarnd

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
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

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
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