Difference between revisions of "Statistics package"

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The {{Forge|statistics|statistics package}} is part of the octave-forge project.
+
The {{Forge|statistics|statistics package}} is part of the [[Octave Forge]] project.
 +
 
 +
== Core package ==
 +
 
 +
We need to decide what to do with the functions in the existing Forge package when they are not implemented or have been removed from the corresponding Matlab Toolbox:
 +
 
 +
=== To be decided ===
 +
 
 +
{| class="wikitable"
 +
! function
 +
! decision/notes
 +
|-
 +
|anderson_darling_cdf
 +
|
 +
|-
 +
|cl_multinom
 +
|
 +
|-
 +
|dcov
 +
|
 +
|-
 +
| gevfit_lmom
 +
|
 +
|-
 +
| iwishpdf
 +
|
 +
|-
 +
| jsucdf
 +
|
 +
|-
 +
|jsupdf
 +
|
 +
|-
 +
|monotone_smooth
 +
|
 +
|-
 +
|normalise_distribution
 +
|
 +
|-
 +
|princomp
 +
|matlab says that the function has been removed but likely is a lie.  We should keep it too.
 +
|-
 +
|qrandn
 +
|
 +
|-
 +
|runstest
 +
|
 +
|-
 +
|sigma_pts
 +
|not yet released
 +
|-
 +
|violin
 +
|
 +
|-
 +
|vmpdf
 +
|
 +
|-
 +
|vmrnd
 +
|
 +
|-
 +
|wishpdf
 +
|
 +
|}
 +
 
 +
=== 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 ===
 +
 
 +
{| class="wikitable"
 +
!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
 +
 
 +
<div style="column-count:4;-moz-column-count:4;-webkit-column-count:4">
 +
* 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
 +
</div>
 +
 
 +
=== In external packages ===
 +
 
 +
bootci, bootstrp are implemented in the [https://gnu-octave.github.io/packages/statistics-bootstrap statistics-bootstrap] package
  
 
== Development ==
 
== Development ==
Line 54: Line 412:
 
* adtest
 
* adtest
 
* andrewsplot
 
* andrewsplot
* anova1
 
 
* anova2
 
* anova2
 
* ansaribradley
 
* ansaribradley
Line 64: Line 421:
 
* binofit
 
* binofit
 
* biplot
 
* biplot
* bootci
 
* bootstrp
 
 
* candexch
 
* candexch
 
* candgen
 
* candgen
Line 77: Line 432:
 
* classify
 
* classify
 
* classregtree
 
* classregtree
* cluster
 
* clusterdata
 
 
* clustering.evaluation.CalinskiHarabaszEvaluation
 
* clustering.evaluation.CalinskiHarabaszEvaluation
 
* clustering.evaluation.DaviesBouldinEvaluation
 
* clustering.evaluation.DaviesBouldinEvaluation
Line 87: Line 440:
 
* compact
 
* compact
 
* compare
 
* compare
* confusionmat
 
* controlchart
 
 
* controlrules
 
* controlrules
* cophenet
 
 
* copulafit
 
* copulafit
 
* copulaparam
 
* copulaparam
Line 100: Line 450:
 
* createns
 
* createns
 
* crosstab
 
* crosstab
* datasample
 
 
* dataset
 
* dataset
 
* dataset2cell
 
* dataset2cell
Line 117: Line 466:
 
* ecdf
 
* ecdf
 
* ecdfhist
 
* ecdfhist
* evalclusters
 
 
* evcdf
 
* evcdf
 
* evfit
 
* evfit
Line 125: Line 473:
 
* evrnd
 
* evrnd
 
* evstat
 
* evstat
* explike
 
 
* export
 
* export
 
* factoran
 
* factoran
Line 158: Line 505:
 
* gpstat
 
* gpstat
 
* grpstats
 
* grpstats
* gscatter
 
 
* haltonset
 
* haltonset
 
* hmmdecode
 
* hmmdecode
Line 164: Line 510:
 
* hougen
 
* hougen
 
* icdf
 
* icdf
* inconsistent
 
 
* interactionplot
 
* interactionplot
 
* invpred
 
* invpred
 
* islevel
 
* islevel
* ismissing
 
 
* isundefined
 
* isundefined
 
* jbtest
 
* jbtest
Line 174: Line 518:
 
* join
 
* join
 
* knnsearch
 
* knnsearch
* kruskalwallis
 
 
* ksdensity
 
* ksdensity
 
* kstest
 
* kstest
Line 199: Line 542:
 
* mdscale
 
* mdscale
 
* mergelevels
 
* mergelevels
* mhsample
 
 
* mle
 
* mle
 
* mlecov
 
* mlecov
Line 222: Line 564:
 
* ncx2cdf
 
* ncx2cdf
 
* ncx2inv
 
* ncx2inv
* ncx2pdf
 
 
* ncx2rnd
 
* ncx2rnd
 
* ncx2stat
 
* ncx2stat
Line 237: Line 578:
 
* normlike
 
* normlike
 
* normspec
 
* normspec
* optimalleaforder
 
 
* ordinal
 
* ordinal
 
* parallelcoords
 
* parallelcoords
Line 244: Line 584:
 
* partialcorr
 
* partialcorr
 
* partialcorri
 
* partialcorri
* pca
 
 
* pdf
 
* pdf
 
* pearsrnd
 
* pearsrnd
Line 315: Line 654:
 
* setlabels
 
* setlabels
 
* signrank
 
* signrank
* silhouette
 
* slicesample
 
 
* sobolset
 
* sobolset
 
* statget
 
* statget
Line 337: Line 674:
 
* wblfit
 
* wblfit
 
* wbllike
 
* wbllike
* wblplot
 
 
* x2fx
 
* x2fx
 
* xptread
 
* xptread
Line 344: Line 680:
 
=== Missing options ===
 
=== Missing options ===
  
[[Category:Octave-Forge]]
+
*explike: censoring and frequency aren't yet implemented
 +
 
 +
[[Category:Octave Forge]]
 +
[[Category:Missing functions]]

Latest revision as of 22:49, 26 December 2021

The statistics package is part of the Octave Forge project.

Core package[edit]

We need to decide what to do with the functions in the existing Forge package when they are not implemented or have been removed from the corresponding Matlab Toolbox:

To be decided[edit]

function decision/notes
anderson_darling_cdf
cl_multinom
dcov
gevfit_lmom
iwishpdf
jsucdf
jsupdf
monotone_smooth
normalise_distribution
princomp matlab says that the function has been removed but likely is a lie. We should keep it too.
qrandn
runstest
sigma_pts not yet released
violin
vmpdf
vmrnd
wishpdf

Matlab incompatible[edit]

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[edit]

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[edit]

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[edit]

bootci, bootstrp are implemented in the statistics-bootstrap package

Development[edit]

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.

Info icon.svg
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[edit]

  • 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[edit]

  • explike: censoring and frequency aren't yet implemented