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