Statistics package

The statistics package is part of the Octave Packages. Since version 1.5.0, the statistics package requires Octave version 6.1 or higher.

Descriptive Statistics

Available functions

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.

In external packages

bootci, bootstrp are implemented in the statistics-bootstrap package.

Shadowing Octave core functions

The following functions will shadow the respective core functions until Octave 9.

• mean
• median
• std
• var

Distributions

Available functions

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

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