Statistics package
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 |
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