Statistics package: Difference between revisions

 
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The {{Forge|statistics|statistics package}} is part of the octave-forge project.
The [https://github.com/gnu-octave/statistics/ statistics package] is part of the [https://gnu-octave.github.io/packages/ Octave Packages]. Since version [https://github.com/gnu-octave/statistics/releases/tag/release-1.5.0 1.5.0], the statistics package requires Octave version 6.1 or higher. From Octave v7.2 or later, you can install the latest statistics package (currently 1.5.3) with the following command:


== Core package ==
<code>pkg install -forge statistics</code>


We need to decide what to do with the functions in the existing forge package when:
The following sections provide an overview of the functions available in the statistics package sorted alphabetically and arranged in groups similarly to the package's INDEX file. the '''TODO''' subsections are only informative of the current development plans for the forthcoming releases and they are not intended for reporting bugs, missing features or incompatibilities. Please report these in the [https://github.com/gnu-octave/statistics statistics repository] at GitHub.


=== To be decided ===
== Clustering ==
 
=== Available functions ===
 
The following table lists the available functions for clustering data.
 
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/cluster.html cluster]
| Define clusters from an agglomerative hierarchical cluster tree.
|-
| [https://gnu-octave.github.io/statistics/clusterdata.html clusterdata]
| Wrapper function for 'linkage' and 'cluster'.
|-
| [https://gnu-octave.github.io/statistics/cmdscale.html cmdscale]
| Classical multidimensional scaling of a matrix.
|-
| [https://gnu-octave.github.io/statistics/confusionmat.html confusionmat]
| Compute a confusion matrix for classification problems.
|-
| [https://gnu-octave.github.io/statistics/ConfusionMatrixChart.html ConfusionMatrixChart]
| Compute a ConfusionMatrixChart class object.
|-
| [https://gnu-octave.github.io/statistics/cophenet.html cophenet]
| Compute the cophenetic correlation coefficient.
|-
| [https://gnu-octave.github.io/statistics/evalclusters.html evalclusters]
| Create a clustering evaluation object to find the optimal number of clusters.
|-
| [https://gnu-octave.github.io/statistics/inconsistent.html inconsistent]
| Compute the inconsistency coefficient for each link of a hierarchical cluster tree.
|-
| [https://gnu-octave.github.io/statistics/kmeans.html kmeans]
| Perform a K-means clustering of an NxD matrix.
|-
| [https://gnu-octave.github.io/statistics/linkage.html linkage]
| Produce a hierarchical clustering dendrogram.
|-
| [https://gnu-octave.github.io/statistics/mhsample.html mahal]
| Mahalanobis' D-square distance.
|-
| [https://gnu-octave.github.io/statistics/mhsample.html mhsample]
| Draws NSAMPLES samples from a target stationary distribution PDF using Metropolis-Hastings algorithm.
|-
| [https://gnu-octave.github.io/statistics/optimalleaforder.html optimalleaforder]
| Compute the optimal leaf ordering of a hierarchical binary cluster tree.
|-
| [https://gnu-octave.github.io/statistics/pdist.html pdist]
| Return the distance between any two rows in X.
|-
| [https://gnu-octave.github.io/statistics/pdist2.html pdist2]
| Compute pairwise distance between two sets of vectors.
|-
| [https://gnu-octave.github.io/statistics/procrustes.html procrustes]
| Procrustes Analysis.
|-
| [https://gnu-octave.github.io/statistics/slicesample.html slicesample]
| Draws NSAMPLES samples from a target stationary distribution PDF using slice sampling of Radford M. Neal.
|-
| [https://gnu-octave.github.io/statistics/squareform.html squareform]
| Interchange between distance matrix and distance vector formats.
|}
 
=== TODO list ===
 
Missing functions:
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>procrustes</code>
</div>
 
== Data Manipulation ==
 
=== Available functions ===
 
The following table lists the available functions for data manipulation.
 
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/combnk.html combnk]
| Return all combinations of K elements in DATA.
|-
| [https://gnu-octave.github.io/statistics/crosstab.html crosstab]
| Create a cross-tabulation (contingency table) T from data vectors.
|-
| [https://gnu-octave.github.io/statistics/datasample.html datasample]
| Randomly sample data.
|-
| [https://gnu-octave.github.io/statistics/fillmissing.html fillmissing]
| Replace missing entries of array A either with values in v or as determined by other specified methods.
|-
| [https://gnu-octave.github.io/statistics/grp2idx.html grp2idx]
| Get index for group variables.
|-
| [https://gnu-octave.github.io/statistics/ismissing.html ismissing]
| Find missing data in a numeric or string array.
|-
| [https://gnu-octave.github.io/statistics/normalise_distribution.html normalise_distribution]
|  Transform a set of data so as to be N(0,1) distributed according to an idea by van Albada and Robinson.
|-
| [https://gnu-octave.github.io/statistics/rmmissing.html rmmissing]
| Remove missing or incomplete data from an array.
|-
| [https://gnu-octave.github.io/statistics/standardizeMissing.html standardizeMissing]
| Replace data values specified by indicator in A by the standard ’missing’ data value for that data type.
|-
| [https://gnu-octave.github.io/statistics/tabulate.html tabulate]
| Compute a frequency table.
|}
 
== Descriptive Statistics ==
 
=== Available functions ===
 
The following table lists the available functions for descriptive statistics.
 
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/cl_multinom.html cl_multinom]
| Confidence level of multinomial portions.
|-
| [https://gnu-octave.github.io/statistics/geomean.html geomean]
| Compute the geometric mean.
|-
| [https://gnu-octave.github.io/statistics/grpstats.html grpstats]
| Compute summary statistics by group. Fully MATLAB compatible.
|-
| [https://gnu-octave.github.io/statistics/harmmean.html harmmean]
| Compute the harmonic mean.
|-
| [https://gnu-octave.github.io/statistics/jackknife.html jackknife]
| Compute jackknife estimates of a parameter taking one or more given samples as parameters.
|-
| [https://gnu-octave.github.io/statistics/mean.html mean]
| Compute the mean. Fully MATLAB compatible.
|-
| [https://gnu-octave.github.io/statistics/median.html median]
| Compute the median. Fully MATLAB compatible.
|-
| [https://gnu-octave.github.io/statistics/nanmax.html nanmax]
| Find the maximal element while ignoring NaN values.
|-
| [https://gnu-octave.github.io/statistics/nanmin.html nanmin]
| Find the minimal element while ignoring NaN values.
|-
| [https://gnu-octave.github.io/statistics/nansum.html nansum]
| Compute the sum while ignoring NaN values.
|-
| [https://gnu-octave.github.io/statistics/std.html std]
| Compute the standard deviation. Fully MATLAB compatible.
|-
| [https://gnu-octave.github.io/statistics/trimmean.html trimmean]
| Compute the trimmed mean.
|-
| [https://gnu-octave.github.io/statistics/var.html std]
| Compute the variance. Fully MATLAB compatible.
|}
 
=== In external packages ===
 
<code>bootci</code>, <code>bootstrp</code> are implemented in the [https://gnu-octave.github.io/packages/statistics-resampling statistics-resampling] package.
 
=== Shadowing Octave core functions ===
 
The following functions will shadow the respective core functions until Octave 9.
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>mean</code>
* <code>median</code>
* <code>std</code>
* <code>var</code>
</div>
 
=== TODO list ===
 
Update <code>trimmean</code> function to be fully MATLAB compatible.
 
Re-introduce the <code>nan*</code> functions implemented in C++ with the <code>"all"</code> and <code>"vecdim"</code> options.
 
Re-implement the following functions from core Octave, as shadowing functions with updated functionality regarding the <code>"all"</code>, <code>"omitnan"</code>, and <code>"vecdim"</code> options, with the intend to be included in Octave 9.
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>cov</code>
* <code>mad</code>
* <code>meansq</code>
* <code>mode</code>
* <code>moment</code>
</div>
 
== Distributions ==
 
=== Available functions ===
 
The following table lists the '''cdf''', '''icdf''', '''pdf''', and '''random''' functions available in the statistics package. Since version [https://github.com/gnu-octave/statistics/releases/tag/release-1.5.3 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.


{| class="wikitable"
{| class="wikitable"
! function
! Distribution Name
! decision/notes
! Cumulative Distribution Function
! Quantile Function
! Probability Density Function
! Random Generator
|-
| [https://en.wikipedia.org/wiki/Birnbaum%E2%80%93Saunders_distribution Birnbaum–Saunders]
| bbscdf
| bbsinv
| bbspdf
| bbsrnd
|-
| [https://en.wikipedia.org/wiki/Beta_distribution Beta]
| betacdf
| betainv
| betapdf
| betarndbivariate
|-
| [[https://en.wikipedia.org/wiki/Binomial_distribution Binomial]
| binocdf
| binoinv
| binopdf
| binornd
|-
|-
|anderson_darling_cdf
| [https://en.wikipedia.org/wiki/Joint_probability_distribution Bivariate Normal]
| bvncdf
|
|
|
|
|-
|-
|cl_multinom
| [https://en.wikipedia.org/wiki/Joint_probability_distribution Bivariate Student's <i>t</i>]
| bvtcdf
|
|
|
|
|-
| [https://www.mathworks.com/help/stats/burr-type-xii-distribution.html Burr Type XII]
| burrcdf
| burrinv
| burrpdf
| burrrnd
|-
| [https://en.wikipedia.org/wiki/Cauchy_distribution Cauchy]
| cauchy_cdf
| cauchy_inv
| cauchy_pdf
| cauchy_rnd
|-
| [https://en.wikipedia.org/wiki/Chi-squared_distribution Chi-squared]
| chi2cdf
| chi2inv
| chi2pdf
| chi2rnd
|-
| [https://en.wikipedia.org/wiki/Copula_(probability_theory) Copula Family]
| copulacdf
| copulainv
| copulapdf
| copularnd
|-
| [https://en.wikipedia.org/wiki/Gumbel_distribution Extreme Value]
| evcdf
| evinv
| evpdf
| evrnd
|-
| [https://en.wikipedia.org/wiki/Exponential_distribution Exponential]
| expcdf
| expinv
| exppdf
| exprnd
|-
| [https://en.wikipedia.org/wiki/F-distribution F]
| fcdf
| finv
| fpdf
| frnd
|-
| [https://en.wikipedia.org/wiki/Gamma_distribution Gamma]
| gamcdf
| gaminv
| gampdf
| gamrnd
|-
| [https://en.wikipedia.org/wiki/Geometric_distribution Geometric]
| geocdf
| geoinv
| geopdf
| geornd
|-
|-
|dcov
| [https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution Generalized Extreme Value]
| gevcdf
| gevinv
| gevpdf
| gevrnd
|-
| [https://en.wikipedia.org/wiki/Generalized_Pareto_distribution Generalized Pareto]
| gpcdf
| gpinv
| gppdf
| gprnd
|-
| [https://en.wikipedia.org/wiki/Hypergeometric_distribution Hypergeometric]
| hygecdf
| hygeinv
| hygepdf
| hygernd
|-
| [https://en.wikipedia.org/wiki/Inverse-Wishart_distribution Inverse-Wishart]
|
|
|-
| gevfit_lmom
|
|
|-
| iwishpdf
| iwishpdf
|
| iwishrnd
|-
|-
| [https://en.wikipedia.org/wiki/Johnson%27s_SU-distribution Johnson's SU]
| jsucdf
| jsucdf
|
| jsupdf
|
|
|-
|-
|jsupdf
| [https://en.wikipedia.org/wiki/Laplace_distribution Laplace]
| laplace_cdf
| laplace_inv
| laplace_pdf
| laplace_rnd
|-
| [https://en.wikipedia.org/wiki/Logistic_distribution Logistic]
| logistic_cdf
| logistic_inv
| logistic_pdf
| logistic_rnd
|-
| [https://en.wikipedia.org/wiki/Log-normal_distribution Log-normal]
| logncdf
| logninv
| lognpdf
| lognrnd
|-
| [https://en.wikipedia.org/wiki/Multinomial_distribution Multinomial]
|
|
|
| mnpdf
| mnrnd
|-
| [https://en.wikipedia.org/wiki/Multivariate_normal_distribution Multivariate Normal]
| mvncdf
| mvninv
| mvnpdf
| mvnrnd
|-
| [https://en.wikipedia.org/wiki/Multivariate_t-distribution Multivariate Student's <i>t</i>]
| mvtcdf mvtcdfqmc
| mvtinv
| mvtpdf
| mvtrnd
|-
| [https://en.wikipedia.org/wiki/Nakagami_distribution Nakagami]
| nakacdf
| nakainv
| nakapdf
| nakarnd
|-
| [https://en.wikipedia.org/wiki/Negative_binomial_distribution Negative Binomial]
| nbincdf
| nbininv
| nbinpdf
| nbinrnd
|-
| [https://en.wikipedia.org/wiki/Noncentral_F-distribution Noncentral F]
| ncfcdf
| ncfinv
| ncfpdf
| ncfrnd
|-
| [https://en.wikipedia.org/wiki/Noncentral_t-distribution Noncentral Student's <i>t</i>]
| nctcdf
| nctinv
| nctpdf
| nctrnd
|-
| [https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution Noncentral Chi-squared]
| ncx2cdf
| ncx2inv
| ncx2pdf
| ncx2rnd
|-
| [https://en.wikipedia.org/wiki/Normal_distribution Normal]
| normcdf
| norminv
| normpdf
| normrnd
|-
| [https://en.wikipedia.org/wiki/Poisson_distribution Poisson]
| poisscdf
| poissinv
| poisspdf
| poissrnd
|-
| [https://en.wikipedia.org/wiki/Rayleigh_distribution Rayleigh]
| raylcdf
| raylinv
| raylpdf
| raylrnd
|-
| [https://en.wikipedia.org/wiki/Normal_distribution#Standard_normal_distribution Standard Normal]
| stdnormal_cdf
| stdnormal_inv
| stdnormal_pdf
| stdnormal_rnd
|-
| [https://en.wikipedia.org/wiki/Student%27s_t-distribution Student's <i>t</i>]
| tcdf
| tinv
| tpdf
| trnd
|-
| [https://en.wikipedia.org/wiki/Triangular_distribution Triangular]
| tricdf
| triinv
| tripdf
| trirnd
|-
| [https://en.wikipedia.org/wiki/Discrete_uniform_distribution Discrete Uniform]
| unidcdf
| unidinv
| unidpdf
| unidrnd
|-
|-
|monotone_smooth
| [https://en.wikipedia.org/wiki/Continuous_uniform_distribution Continuous Uniform]
|
| unifcdf
| unifinv
| unifpdf
| unifrnd
|-
|-
|normalise_distribution
| [https://en.wikipedia.org/wiki/Von_Mises_distribution von Mises]
| vmcdf
|
|
| vmpdf
| vmrnd
|-
|-
|princomp
| [https://en.wikipedia.org/wiki/Weibull_distribution Weibull]
|matlab says that the function has been removed but likely is a lie.  We should keep it too.
| wblcdf
| wblinv
| wblpdf
| wblrnd
|-
|-
|qrandn
| [https://en.wikipedia.org/wiki/Wiener_process Wiener process]
|
|
|
|
| wienrnd
|-
|-
|runstest
| [https://en.wikipedia.org/wiki/Wishart_distribution Wishart]
|
|
|
| wishpdf
| wishrnd
|}
=== Distribution Fitting ===
Functions available for estimating parameters and the negative log-likelihood for certain distributions.
{| class="wikitable"
! Distribution Name
! Parameter Estimation
! Negativel Log-likelihood
|-
|-
|sigma_pts
| Extreme Value
|not yet released
| evfit
| evlike
|-
|-
|violin
| 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.
<div style="column-count:4;-moz-column-count:4;-webkit-column-count:4">
* <code>betastat</code>
* <code>binostat</code>
* <code>chi2stat</code>
* <code>evstat</code>
* <code>expstat</code>
* <code>fstat</code>
* <code>gamstat</code>
* <code>geostat</code>
* <code>gevstat</code>
* <code>gpstat</code>
* <code>hygestat</code>
* <code>lognstat</code>
* <code>nbinstat</code>
* <code>ncfstat</code>
* <code>nctstat</code>
* <code>ncx2stat</code>
* <code>normstat</code>
* <code>poisstat</code>
* <code>raylstat</code>
* <code>fitgmdist</code>
* <code>tstat</code>
* <code>unidstat</code>
* <code>unifstat</code>
* <code>wblstat</code>
</div>
== Experimental Design ==
=== Available functions ===
Functions available for computing design matrices.
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/fullfact.html fullfact]
| Full factorial design.
|-
| [https://gnu-octave.github.io/statistics/ff2n.html ff2n]
| Two-level full factorial design.
|-
| [https://gnu-octave.github.io/statistics/sigma_pts.html sigma_pts]
| Calculates 2*N+1 sigma points in N dimensions.
|-
| [https://gnu-octave.github.io/statistics/x2fx.html x2fx]
| Convert predictors to design matrix.
|}
== Machine Learning ==
=== Available functions ===
The following table lists the available functions.
{| class="wikitable"
! Function
! Description
|-
|-
|vmpdf
| [https://gnu-octave.github.io/statistics/hmmestimate.html hmmestimate]
|
| Estimation of a hidden Markov model for a given sequence.
|-
| [https://gnu-octave.github.io/statistics/hmmgenerate.html hmmgenerate]
| Output sequence and hidden states of a hidden Markov model.
|-
| [https://gnu-octave.github.io/statistics/hmmviterbi.html hmmviterbi]
| Viterbi path of a hidden Markov model.
|-
| [https://gnu-octave.github.io/statistics/svmpredict.html svmpredict]
| Perform a K-means clustering of an NxD matrix.
|-
| [https://gnu-octave.github.io/statistics/svmtrain.html svmtrain]
| Produce a hierarchical clustering dendrogram.
|}
 
=== TODO list ===
 
Update <code>svmpredict</code> and <code>svmtrain</code> to libsvm 3.0.
 
Missing functions:
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>hmmdecode</code>
* <code>hmmtrain</code>
</div>
 
== Model Fitting ==
 
=== Available functions ===
 
Functions available for fitting or evaluating statistical models.
 
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/crossval.html crossval]
| Perform cross validation on given data.
|-
|-
|vmrnd
| [https://gnu-octave.github.io/statistics/fitgmdist.html fitgmdist]
|
| Fit a Gaussian mixture model with K components to DATA.
|-
|-
|wishpdf
| [https://gnu-octave.github.io/statistics/fitlm.html fitlm]
|
| Regress the continuous outcome (i.e.  dependent variable) Y on continuous or categorical predictors (i.e.  independent variables) X by minimizing the sum-of-squared residuals.
|}
|}


=== Matlab incompatible ===
=== Cross Validation ===
 
Class of set partitions for cross-validation, used in crossval
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* @cvpartition/cvpartition
* @cvpartition/display
* @cvpartition/get
* @cvpartition/repartition
* @cvpartition/set
* @cvpartition/test
* @cvpartition/training
</div>
 
=== TODO list ===
 
Missing functions:
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>anova</code>
* <code>manova</code>
</div>


This functions have the same name as Matlab functions but have a different interface
== Hypothesis Testing ==


* boxplot
=== Available functions ===
* gpcdf
* gpinv
* gppdf
* gprnd


=== Can be reused in other functions ===
Functions available for hypothesis testing


{| class="wikitable"
{| class="wikitable"
!forge function
! Function
!matlab counterpart
! Description
|-
| [https://gnu-octave.github.io/statistics/adtest.html adtest]
| Anderson-Darling goodness-of-fit hypothesis test.
|-
| [https://gnu-octave.github.io/statistics/anova1.html anova1]
| Perform a one-way analysis of variance (ANOVA)
|-
|-
|anderson_darling_test
| [https://gnu-octave.github.io/statistics/anova2.html anova2]
|adtest
| Performs two-way factorial (crossed) or a nested analysis of variance (ANOVA) for balanced designs.
|-
|-
|bbscdf
| [https://gnu-octave.github.io/statistics/anovan.html anovan]
|BirnbaumSaundersDistribution class
| Perform a multi (N)-way analysis of (co)variance (ANOVA or ANCOVA) to evaluate the effect of one or more categorical or continuous predictors (i.e.  independent variables) on a continuous outcome (i.e.  dependent variable).
|-
|-
|bbsinv
| [https://gnu-octave.github.io/statistics/bartlett_test.html bartlett_test]
|BirnbaumSaundersDistribution class
| Perform a Bartlett test for the homogeneity of variances.
|-
|-
|bbspdf
| [https://gnu-octave.github.io/statistics/barttest.html barttest]
|BirnbaumSaundersDistribution class
| Bartlett's test of sphericity for correlation.
|-
|-
|bbsrnd
| [https://gnu-octave.github.io/statistics/binotest.html binotest]
|BirnbaumSaundersDistribution class
| Test for probability P of a binomial sample
|-
|-
|binotest
| [https://gnu-octave.github.io/statistics/chi2gof.html chi2gof]
|binofit
| Chi-square goodness-of-fit test.
|-
|-
|burrcdf
| [https://gnu-octave.github.io/statistics/chi2test.html chi2test]
|BurrDistribution class
| Perform a chi-squared test (for independence or homogeneity).
|-
|-
|burrinv
| [https://gnu-octave.github.io/statistics/correlation_test.html correlation_test]
|BurrDistribution class
| Perform a correlation coefficient test whether two samples x and y come from uncorrelated populations.
|-
|-
|burrpdf
| [https://gnu-octave.github.io/statistics/fishertest.html fishertest]
|BurrDistribution class
| Fisher’s exact test.
|-
|-
|burrrnd
| [https://gnu-octave.github.io/statistics/friedman.html friedman]
|BurrDistribution class
| Performs the nonparametric Friedman's test to compare column effects in a two-way layout.
|-
|-
|nakacdf
| [https://gnu-octave.github.io/statistics/hotelling_t2test.html hotelling_t2test]
|NakagamiDistribution class
| Compute Hotelling's T^2 ("T-squared") test for a single sample or two dependent samples (paired-samples).
|-
|-
|nakainv
| [https://gnu-octave.github.io/statistics/hotelling_t2test2.html hotelling_t2test2]
|NakagamiDistribution class
| Compute Hotelling's T^2 ("T-squared") test for two independent samples.
|-
|-
|nakapdf
| [https://gnu-octave.github.io/statistics/kruskalwallis.html kruskalwallis]
|NakagamiDistribution class
| Perform a Kruskal-Wallis test, the non-parametric alternative of a one-way analysis of variance (ANOVA).
|-
|-
|nakarnd - should be used to implement the
| [https://gnu-octave.github.io/statistics/kstest.html kstest]
|NakagamiDistribution class
| Single sample Kolmogorov-Smirnov (K-S) goodness-of-fit hypothesis test.
|-
|-
|regress_gp
| [https://gnu-octave.github.io/statistics/kstest2.html kstest2]
|RegressionGP class
| Two-sample Kolmogorov-Smirnov goodness-of-fit hypothesis test.
|-
|-
|repanova
| [https://gnu-octave.github.io/statistics/levene_test.html levene_test]
|RepeatedMeasuresModel.ranova
| Perform a Levene's test for the homogeneity of variances.
|-
|-
|tricdf
| [https://gnu-octave.github.io/statistics/manova1.html manova1]
|TriangularDistribution class
| One-way multivariate analysis of variance (MANOVA).
|-
|-
|triinv
| [https://gnu-octave.github.io/statistics/multcompare.html multcompare]
|TriangularDistribution class
| Perform posthoc multiple comparison tests or p-value adjustments to control the family-wise error rate (FWER) or false discovery rate (FDR).
|-
|-
|tripdf
| [https://gnu-octave.github.io/statistics/ranksum.html ranksum]
|TriangularDistribution class
| Wilcoxon rank sum test for equal medians.  This test is equivalent to a Mann-Whitney U-test.
|-
| [https://gnu-octave.github.io/statistics/regression_ftest.html regression_ftest]
| F-test for General Linear Regression Analysis
|-
| [https://gnu-octave.github.io/statistics/regression_ttest.html regression_ttest]
| Perform a linear regression t-test.
|-
| [https://gnu-octave.github.io/statistics/runstest.html runstest]
| Runs test for detecting serial correlation in the vector X.
|-
| [https://gnu-octave.github.io/statistics/sampsizepwr.html sampsizepwr]
| Sample size and power calculation for hypothesis test.
|-
| [https://gnu-octave.github.io/statistics/signtest.html signtest]
| Test for median.
|-
| [https://gnu-octave.github.io/statistics/ttest.html ttest]
| Test for mean of a normal sample with unknown variance or a paired-sample t-test.
|-
| [https://gnu-octave.github.io/statistics/ttest2.html ttest2]
| Perform a two independent samples t-test.
|-
| [https://gnu-octave.github.io/statistics/vartest.html vartest]
| One-sample test of variance.
|-
| [https://gnu-octave.github.io/statistics/vartest2.html vartest2]
| Two-sample F test for equal variances.
|-
| [https://gnu-octave.github.io/statistics/vartestn.html vartestn]
| Test for equal variances across multiple groups.
|-
| [https://gnu-octave.github.io/statistics/ztest.html ztest]
| One-sample Z-test.
|-
| [https://gnu-octave.github.io/statistics/ztest2.html ztest2]
| Two proportions Z-test.
|}
 
=== TODO list ===
 
Missing functions:
 
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* <code>fishertest</code>
* <code>meanEffectSize</code>
</div>
 
== Plotting ==
 
=== Available functions ===
 
The following table lists the available functions for plotting data.
 
{| class="wikitable"
! Function
! Description
|-
|-
|trirnd
| [https://gnu-octave.github.io/statistics/boxplot.html boxplot]
|TriangularDistribution class
| Produce a box plot.
|-
|-
|logistic_cdf
| [https://gnu-octave.github.io/statistics/cdfplot.html cdfplot]
|LogisticDistribution class
| Display an empirical cumulative distribution function.
|-
|-
|logistic_inv
| [https://gnu-octave.github.io/statistics/confusionchart.html confusionchart]
|LogisticDistribution class
| Display a chart of a confusion matrix.
|-
|-
|logistic_pdf
| [https://gnu-octave.github.io/statistics/dendrogram.html dendrogram]
|LogisticDistribution class
| Plot a dendrogram of a hierarchical binary cluster tree.
|-
|-
|logistic_rnd
| [https://gnu-octave.github.io/statistics/ecdf.html ecdf]
|LogisticDistribution class
| Empirical (Kaplan-Meier) cumulative distribution function.
|-
|-
|stdnormal_cdf
| [https://gnu-octave.github.io/statistics/gscatter.html gscatter]
|NormalDistribution class
| Draw a scatter plot with grouped data.
|-
|-
|stdnormal_inv
| [https://gnu-octave.github.io/statistics/histfit.html histfit]
|NormalDistribution class
| Plot histogram with superimposed fitted normal density.
|-
|-
|stdnormal_pdf
| [https://gnu-octave.github.io/statistics/hist3.html hist3]
|NormalDistribution class
| Produce bivariate (2D) histogram counts or plots.
|-
|-
|stdnormal_rnd
| [https://gnu-octave.github.io/statistics/manovacluster.html manovacluster]
|NormalDistribution class
| Cluster group means using manova1 output.
|-
|-
|anova
| [https://gnu-octave.github.io/statistics/normplot.html normplot]
|anova method in different *Model classes
| Produce normal probability plot of the data.
|-
|-
|manova
| [https://gnu-octave.github.io/statistics/ppplot.html ppplot]
|manova methods in different *Model classes
| Perform a PP-plot (probability plot).
|-
|-
|bartlett_test
| [https://gnu-octave.github.io/statistics/qqplot.html qqplot]
|barttest
| Perform a QQ-plot (quantile plot).
|-
|-
|kolmogorov_smirnov_test
| [https://gnu-octave.github.io/statistics/silhouette.html silhouette]
|ktest
| Compute the silhouette values of clustered data and show them on a plot.
|-
|-
|kolmogorov_smirnov_test_2
| [https://gnu-octave.github.io/statistics/violin.html violin]
|ktest2
| Produce a Violin plot of the data.
|-
|-
|kruskal_wallis_test
| [https://gnu-octave.github.io/statistics/wblplot.html wblplot]
|kruskalwallis
| Plot a column vector DATA on a Weibull probability plot using rank regression.
|}
|}


=== Ready to go ===
=== TODO list ===


These functions seem to be matlab compatible
Missing functions:


<div style="column-count:4;-moz-column-count:4;-webkit-column-count:4">
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* anovan
* <code>andrewsplot</code>
* betastat
* <code>bar3</code>
* binostat
* <code>bar3h</code>
* binotest
* <code>glyphplot</code>
* canoncorr
* <code>gplotmatrix</code>
* caseread
* <code>parallelcoords</code>
* 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
</div>
</div>


== Development ==
== Regression ==


Follows an incomplete list of stuff missing in the statistics package to be matlab compatible. Bugs are not listed here, [https://savannah.gnu.org/bugs/?func=search&group=octave search] and [https://savannah.gnu.org/bugs/?func=additem&group=octave report] them on the bug tracker instead.
=== Available functions ===


{{Note|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 [https://sourceforge.net/p/octave/statistics/ development sources] before adding it.}}
The following table lists the available functions for regression analysis.


=== Missing functions ===
{| class="wikitable"
<div style="column-count:4;-moz-column-count:4;-webkit-column-count:4">
! Function
* ClassificationBaggedEnsemble
! Description
* ClassificationDiscriminant
|-
* ClassificationDiscriminant.fit
| [https://gnu-octave.github.io/statistics/canoncorr.html canoncorr]
* ClassificationEnsemble
| Canonical correlation analysis.
* ClassificationKNN
|-
* ClassificationKNN.fit
| [https://gnu-octave.github.io/statistics/cholcov.html cholcov]
* ClassificationPartitionedEnsemble
| Cholesky-like decomposition for covariance matrix.
* ClassificationPartitionedModel
|-
* ClassificationTree
| [https://gnu-octave.github.io/statistics/dcov.html dcov]
* ClassificationTree.fit
| Distance correlation, covariance and correlation statistics.
* CompactClassificationDiscriminant
|-
* CompactClassificationEnsemble
| [https://gnu-octave.github.io/statistics/logistic_regression.html logistic_regression]
* CompactClassificationTree
| Perform ordinal logistic regression.
* CompactRegressionEnsemble
|-
* CompactRegressionTree
| [https://gnu-octave.github.io/statistics/monotone_smooth.html monotone_smooth]
* CompactTreeBagger
| Produce a smooth monotone increasing approximation to a sampled functional dependence.
* ExhaustiveSearcher
|-
* GeneralizedLinearModel
| [https://gnu-octave.github.io/statistics/pca.html pca]
* GeneralizedLinearModel.fit
| Performs a principal component analysis on a data matrix.
* GeneralizedLinearModel.stepwise
|-
* KDTreeSearcher
| [https://gnu-octave.github.io/statistics/pcacov.html pcacov]
* LinearMixedModel
| Perform principal component analysis on the NxN covariance matrix X
* LinearMixedModel.fit
|-
* LinearMixedModel.fitmatrix
| [https://gnu-octave.github.io/statistics/pcares.html pcares]
* LinearModel
| Calculate residuals from principal component analysis.
* LinearModel.fit
|-
* LinearModel.stepwise
| [https://gnu-octave.github.io/statistics/plsregress.html plsregress]
* NaiveBayes
| Calculate partial least squares regression using SIMPLS algorithm.
* NaiveBayes.fit
|-
* NonLinearModel
| [https://gnu-octave.github.io/statistics/princomp.html princomp]
* NonLinearModel.fit
| Performs a principal component analysis on a NxP data matrix.
* ProbDistUnivKernel
|-
* ProbDistUnivParam
| [https://gnu-octave.github.io/statistics/regress.html regress]
* RegressionBaggedEnsemble
| Multiple Linear Regression using Least Squares Fit.
* RegressionEnsemble
|-
* RegressionPartitionedEnsemble
| [https://gnu-octave.github.io/statistics/regress_gp.html regress_gp]
* RegressionPartitionedModel
| Linear scalar regression using gaussian processes.
* RegressionTree
|-
* RegressionTree.fit
| [https://gnu-octave.github.io/statistics/stepwisefit.html stepwisefit]
* TreeBagger
| Linear regression with stepwise variable selection.
* addTerms
|}
* addedvarplot
 
* addlevels
=== TODO list ===
* adtest
 
* andrewsplot
Missing functions:
* anova1
 
* anova2
<div style="column-count:1;-moz-column-count:1;-webkit-column-count:1">
* ansaribradley
* <code>glmfit</code>
* aoctool
* <code>glmval</code>
* barttest
* <code>mnrfit</code>
* bbdesign
* <code>mnrval</code>
* betafit
* betalike
* binofit
* biplot
* bootci
* bootstrp
* candexch
* candgen
* capability
* capaplot
* ccdesign
* cdfplot
* cell2dataset
* chi2gof
* cholcov
* classify
* classregtree
* cluster
* clusterdata
* clustering.evaluation.CalinskiHarabaszEvaluation
* clustering.evaluation.DaviesBouldinEvaluation
* clustering.evaluation.GapEvaluation
* clustering.evaluation.SilhouetteEvaluation
* coefCI
* coefTest
* compact
* compare
* confusionmat
* controlchart
* controlrules
* cophenet
* copulafit
* copulaparam
* copulastat
* cordexch
* corrcov
* covarianceParameters
* coxphfit
* createns
* crosstab
* datasample
* dataset
* dataset2cell
* dataset2struct
* dataset2table
* datasetfun
* daugment
* dcovary
* designMatrix
* devianceTest
* dfittool
* disttool
* droplevels
* dummyvar
* dwtest
* ecdf
* ecdfhist
* evalclusters
* evcdf
* evfit
* evinv
* evlike
* evpdf
* evrnd
* evstat
* explike
* 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
* gscatter
* haltonset
* hmmdecode
* hmmtrain
* hougen
* icdf
* inconsistent
* interactionplot
* invpred
* islevel
* ismissing
* isundefined
* jbtest
* johnsrnd
* join
* knnsearch
* kruskalwallis
* ksdensity
* kstest
* kstest2
* labels
* lasso
* lassoPlot
* lassoglm
* levelcounts
* leverage
* lhsdesign
* lhsnorm
* lillietest
* linhyptest
* lognfit
* lognlike
* lsline
* mahal
* maineffectsplot
* makedist
* manova1
* manovacluster
* mat2dataset
* mdscale
* mergelevels
* mhsample
* mle
* mlecov
* mnrfit
* mnrval
* multcompare
* multivarichart
* mvregress
* mvregresslike
* nancov
* nbinfit
* ncfcdf
* ncfinv
* ncfpdf
* ncfrnd
* ncfstat
* nctcdf
* nctinv
* nctpdf
* nctrnd
* nctstat
* ncx2cdf
* ncx2inv
* ncx2pdf
* ncx2rnd
* ncx2stat
* negloglik
* nlinfit
* nlintool
* nlmefit
* nlmefitsa
* nlparci
* nlpredci
* nnmf
* nominal
* normfit
* normlike
* normspec
* optimalleaforder
* ordinal
* parallelcoords
* paramci
* paretotails
* partialcorr
* partialcorri
* pca
* 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
* silhouette
* slicesample
* sobolset
* statget
* statset
* step
* stepwise
* stepwiseglm
* stepwiselm
* struct2dataset
* surfht
* svmclassify
* svmtrain
* table2dataset
* tabulate
* tdfread
* tiedrank
* truncate
* unifit
* vartestn
* wblfit
* wbllike
* wblplot
* x2fx
* xptread
</div>
</div>


=== Missing options ===
== Wrappers ==
 
=== Available functions ===
 
Functions available for wrapping other functions or group of functions.
 
{| class="wikitable"
! Function
! Description
|-
| [https://gnu-octave.github.io/statistics/cdf.html cdf]
| This is a wrapper for the NAMEcdf and NAME_cdf functions available in the statistics package.
|-
| [https://gnu-octave.github.io/statistics/icdf.html icdf]
| This is a wrapper for the NAMEinv and NAME_inv functions available in the statistics package.
|-
| [https://gnu-octave.github.io/statistics/pdf.html pdf]
| This is a wrapper for the NAMEpdf and NAME_pdf functions available in the statistics package.
|-
| [https://gnu-octave.github.io/statistics/random.html random]
| Generates pseudo-random numbers from a given one-, two-, or three-parameter distribution.
|}


[[Category:Octave-Forge]]
[[Category:Packages]]
[[Category:Missing functions]]
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