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stats (version 3.5.2)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.5.2

License

Part of R 3.5.2

Maintainer

R-core R-core@R-project.org

Last Published

December 12th, 2019

Functions in stats (3.5.2)

The F Distribution

Holt-Winters Filtering

Distributions in the stats package

Convert ARMA Process to Infinite MA Process

The Beta Distribution

The Interquartile Range

Kalman Filtering

The Multinomial Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Gamma Distribution

Inverse Interpolation

Self-Starting Nls Logistic Model

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Self-Starting Nls Michaelis-Menten Model

The Hypergeometric Distribution

Self-Starting Nls Asymptotic Regression Model

Fit Structural Time Series

The Student t Distribution

Distribution of the Wilcoxon Rank Sum Statistic

The Geometric Distribution

Auto- and Cross- Covariance and -Correlation Function Estimation

The Normal Distribution

The Poisson Distribution

Self-Starting Nls Biexponential model

Self-Starting Nls First-order Compartment Model

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

The Studentized Range Distribution

The Negative Binomial Distribution

Fit an Analysis of Variance Model

The Binomial Distribution

Akaike's An Information Criterion

The Cauchy Distribution

Compute Tukey Honest Significant Differences

Interpolation Functions

The Logistic Distribution

Self-Starting Nls Weibull Growth Curve Model

Compute Theoretical ACF for an ARMA Process

Self-Starting Nls Asymptotic Regression Model with an Offset

Distribution of the Wilcoxon Signed Rank Statistic

Compute an AR Process Exactly Fitting an ACF

Self-Starting Nls Asymptotic Regression Model through the Origin

Find Aliases (Dependencies) in a Model

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

case+variable.names

Case and Variable Names of Fitted Models

The Log Normal Distribution

Simulate from an ARIMA Model

ARIMA Modelling of Time Series

Add or Drop All Possible Single Terms to a Model

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Gompertz Growth Model

The Uniform Distribution

asOneSidedFormula

Convert to One-Sided Formula

Group Averages Over Level Combinations of Factors

The Weibull Distribution

Comparisons between Multivariate Linear Models

biplot.princomp

Biplot for Principal Components

Ansari-Bradley Test

(Possibly Sparse) Contrast Matrices

Probability of coincidences

Get and Set Contrast Matrices

Fit Autoregressive Models to Time Series

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Exact Binomial Test

Fit Autoregressive Models to Time Series by OLS

Biplot of Multivariate Data

Analysis of Deviance for Generalized Linear Model Fits

Compute Summary Statistics of Data Subsets

ANOVA for Linear Model Fits

Convolution of Sequences via FFT

Cophenetic Distances for a Hierarchical Clustering

Kernel Density Estimation

General Tree Structures

Symbolic and Algorithmic Derivatives of Simple Expressions

Cut a Tree into Groups of Data

Effects from Fitted Model

ARIMA Modelling of Time Series -- Preliminary Version

Classical Seasonal Decomposition by Moving Averages

Embedding a Time Series

Convert Objects to Class hclust

Empirical Cumulative Distribution Function

Extract Model Coefficients

Pearson's Chi-squared Test for Count Data

Find Complete Cases

Classical (Metric) Multidimensional Scaling

Compute Efficiencies of Multistratum Analysis of Variance

Bandwidth Selectors for Kernel Density Estimation

Bartlett Test of Homogeneity of Variances

Correlation, Variance and Covariance (Matrices)

Extract Model Formula from nls Object

Confidence Intervals for Model Parameters

Friedman Rank Sum Test

Linearly Constrained Optimization

Test for Association/Correlation Between Paired Samples

Residual Degrees-of-Freedom

Family Objects for Models

Fast Discrete Fourier Transform (FFT)

Discrete Integration: Inverse of Differencing

Distance Matrix Computation

Extract Model Fitted Values

Tukey Five-Number Summaries

Box-Pierce and Ljung-Box Tests

Canonical Correlations

Extract Coefficients in Original Coding

Flat Contingency Tables

Formula Notation for Flat Contingency Tables

Hierarchical Clustering

Linear Filtering on a Time Series

expand.model.frame

Add new variables to a model frame

Fisher's Exact Test for Count Data

Extract AIC from a Fitted Model

Draw a Heat Map

Kolmogorov-Smirnov Tests

Kernel Regression Smoother

identify.hclust

Identify Clusters in a Dendrogram

K-Means Clustering

influence.measures

Regression Deletion Diagnostics

Weighted Covariance Matrices

Plot Cumulative Periodogram

Lag a Time Series

Fligner-Killeen Test of Homogeneity of Variances

Kruskal-Wallis Rank Sum Test

Time Series Lag Plots

delete.response

Modify Terms Objects

Mahalanobis Distance

Apply a Function to All Nodes of a Dendrogram

Test if a Model's Formula is Empty

Factor Analysis

Isotonic / Monotone Regression

Compute Allowed Changes in Adding to or Dropping from a Formula

Create a Link for GLM Families

mantelhaen.test

Cochran-Mantel-Haenszel Chi-Squared Test for Count Data

Mauchly's Test of Sphericity

Print Loadings in Factor Analysis

Get Initial Parameter Estimates

Local Polynomial Regression Fitting

Compute Diagnostics for lsfit Regression Results

Adjust for Missing Values

Adjust for Missing Values

Fitting Log-Linear Models

Fitting Generalized Linear Models

Apply Smoothing Kernel

Integration of One-Dimensional Functions

Smoothing Kernel Objects

Accessing Linear Model Fits

Plot Autocovariance and Autocorrelation Functions

Plot Method for Kernel Density Estimation

Print lsfit Regression Results

Scatter Plot Smoothing

Plot Ridge Functions for Projection Pursuit Regression Fit

makepredictcall

Utility Function for Safe Prediction

plot.profile.nls

Plot a profile.nls Object

Principal Components Analysis

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

interaction.plot

Two-way Interaction Plot

Sample Quantiles

Compute Tables of Results from an Aov Model Fit

Multivariate Analysis of Variance

Find Longest Contiguous Stretch of non-NAs

Handle Missing Values in Objects

Running Medians -- Robust Scatter Plot Smoothing

A Class for Lists of (Parts of) Model Fits

Robust Line Fitting

Plot a Seasonal or other Subseries from a Time Series

Fitter Functions for Linear Models

One Dimensional Optimization

Optimization using PORT routines

Nonlinear Least Squares

Scatter Plot with Smooth Curve Fitted by Loess

Find the Least Squares Fit

Median Absolute Deviation

Median Polish (Robust Twoway Decomposition) of a Matrix

Plot Method for isoreg Objects

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Plot Diagnostics for an lm Object

Tukey's (Running Median) Smoothing

Extract Components from a Model Frame

Set Parameters for Loess

Extract Log-Likelihood

McNemar's Chi-squared Test for Count Data

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Plotting Spectral Densities

Auxiliary for Controlling GLM Fitting

Accessing Generalized Linear Model Fits

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Find Highly Composite Numbers

Evaluate Derivatives Numerically

Fit a Smoothing Spline

GLM Anova Statistics

Plot Step Functions

Non-Linear Minimization

Control the Iterations in nls

Defunct Functions in Package stats

Fitting Linear Models

Include an Offset in a Model Formula

Ordinates for Probability Plotting

Regression Diagnostics

Extracting the Model Frame from a Formula or Fit

Choose a model by AIC in a Stepwise Algorithm

Construct Design Matrices

Predict Method for GLM Fits

Step Functions - Creation and Class

Adjust P-values for Multiple Comparisons

Mood Two-Sample Test of Scale

Predict method for Linear Model Fits

Extract the Number of Observations from a Fit.

pairwise.t.test

Pairwise t tests

pairwise.prop.test

Pairwise comparisons for proportions

Projection Pursuit Regression

Sets Contrasts for a Factor

Tabulate p values for pairwise comparisons

Compute Orthogonal Polynomials

Predict Loess Curve or Surface

Test for Equal Means in a One-Way Layout

General-purpose Optimization

Create a Power Link Object

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Plotting Time-Series Objects

Printing and Formatting of Time-Series Objects

Exact Poisson tests

Principal Components Analysis

Predicting from Nonlinear Least Squares Fits

Print Coefficient Matrices

Random 2-way Tables with Given Marginals

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

plot.HoltWinters

Plot function for HoltWinters objects

Model Predictions

Projections of Models

Power calculations for one and two sample t tests

Random Wishart Distributed Matrices

Standard Deviation

reorder.default

Reorder Levels of a Factor

Test of Equal or Given Proportions

End Points Smoothing (for Running Medians)

Number of Replications of Terms

Create a sortedXyData Object

Phillips-Perron Test for Unit Roots

Forecast from ARIMA fits

Friedman's SuperSmoother

Extract Residual Standard Deviation 'Sigma'

Generic Function for Profiling Models

predict.smooth.spline

Predict from Smoothing Spline Fit

Interpolating Splines

Symbolic Number Coding

Bind Two or More Time Series

Method for Profiling nls Objects

prop.trend.test

Test for trend in proportions

Encode the Terminal Times of Time Series

Pre-computations for a Plotting Object

Use Fixed-Interval Smoothing on Time Series

Summarizing Linear Model Fits

Manipulate Flat Contingency Tables

Simulate Responses

Rotation Methods for Factor Analysis

Draw Rectangles Around Hierarchical Clusters

Calculate Variance-Covariance Matrix for a Fitted Model Object

Estimate Spectral Density of a Time Series from AR Fit

Quantile-Quantile Plots

Summary Method for Multivariate Analysis of Variance

Reorder Levels of Factor

reorder.dendrogram

Reorder a Dendrogram

Construct a terms Object from a Formula

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Standard Errors for Contrasts in Model Terms

Construct Self-starting Nonlinear Models

stats-deprecated

Deprecated Functions in Package stats

Summarize an Analysis of Variance Model

Diagnostic Plots for Time-Series Fits

Summarizing Generalized Linear Model Fits

Reshape Grouped Data

Extract Model Residuals

Set the Names in an Object

Tsp Attribute of Time-Series-like Objects

Form Symmetric Toeplitz Matrix

Methods for Time Series Objects

Cross Tabulation

F Test to Compare Two Variances

Shapiro-Wilk Normality Test

The R Stats Package

Summarizing Non-Linear Least-Squares Model Fits

Taper a Time Series by a Cosine Bell

summary.princomp

Summary method for Principal Components Analysis

Description of Terms Objects

Spectral Density Estimation

Seasonal Decomposition of Time Series by Loess

Methods for STL Objects

Sampling Times of Time Series

Student's t-Test

One Dimensional Root (Zero) Finding

Update and Re-fit a Model Call

Extract Model Weights

Plot Regression Terms

Time-Series Objects

Wilcoxon Rank Sum and Signed Rank Tests

Plot Multiple Time Series

Weighted Arithmetic Mean

weighted.residuals

Compute Weighted Residuals

The (non-central) Chi-Squared Distribution

The Exponential Distribution