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stats (version 3.3)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.3

License

Part of R 3.3

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.3)

Convert ARMA Process to Infinite MA Process

The Beta Distribution

Compute Theoretical ACF for an ARMA Process

The Exponential Distribution

The F Distribution

The Gamma Distribution

The Hypergeometric Distribution

The Geometric Distribution

Kalman Filtering

The Interquartile Range

The (non-central) Chi-Squared Distribution

Holt-Winters Filtering

Akaike's An Information Criterion

The Multinomial Distribution

Distributions in the stats package

The Binomial Distribution

The Logistic Distribution

Inverse Interpolation

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

The Log Normal Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

SSD Matrix and Estimated Variance Matrix in Multivariate Models

The Negative Binomial Distribution

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

Self-Starting Nls Asymptotic Regression Model

The Cauchy Distribution

Self-Starting Nls Biexponential model

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Gompertz Growth Model

Self-Starting Nls Logistic Model

Self-Starting Nls Weibull Growth Curve Model

Self-Starting Nls Asymptotic Regression Model with an Offset

Self-Starting Nls Michaelis-Menten Model

Self-Starting Nls First-order Compartment Model

Self-Starting Nls Asymptotic Regression Model through the Origin

The Poisson Distribution

The Normal Distribution

Fit Structural Time Series

Compute Tukey Honest Significant Differences

The Student t Distribution

The Weibull Distribution

Distribution of the Wilcoxon Signed Rank Statistic

The Uniform Distribution

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Add or Drop All Possible Single Terms to a Model

Analysis of Deviance for Generalized Linear Model Fits

Find Aliases (Dependencies) in a Model

Comparisons between Multivariate Linear Models

Compute Summary Statistics of Data Subsets

The Studentized Range Distribution

ANOVA for Linear Model Fits

Interpolation Functions

Fit Autoregressive Models to Time Series

Fit Autoregressive Models to Time Series by OLS

Fit an Analysis of Variance Model

ARIMA Modelling of Time Series

Simulate from an ARIMA Model

Group Averages Over Level Combinations of Factors

Ansari-Bradley Test

Bandwidth Selectors for Kernel Density Estimation

Exact Binomial Test

Convert Objects to Class hclust

biplot.princomp

Biplot for Principal Components

asOneSidedFormula

Convert to One-Sided Formula

Probability of coincidences

case+variable.names

Case and Variable Names of Fitted Models

Bartlett Test of Homogeneity of Variances

Canonical Correlations

ARIMA Modelling of Time Series -- Preliminary Version

Box-Pierce and Ljung-Box Tests

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Pearson's Chi-squared Test for Count Data

Extract Model Coefficients

Linearly Constrained Optimization

Classical (Metric) Multidimensional Scaling

Confidence Intervals for Model Parameters

Find Complete Cases

Get and Set Contrast Matrices

Convolution of Sequences via FFT

Weighted Covariance Matrices

Cophenetic Distances for a Hierarchical Clustering

Correlation, Variance and Covariance (Matrices)

(Possibly Sparse) Contrast Matrices

Test for Association/Correlation Between Paired Samples

Cut a Tree into Groups of Data

Apply a Function to All Nodes of a Dendrogram

delete.response

Modify Terms Objects

General Tree Structures

Symbolic and Algorithmic Derivatives of Simple Expressions

Residual Degrees-of-Freedom

Kernel Density Estimation

Embedding a Time Series

Compute Efficiencies of Multistratum Analysis of Variance

Discrete Integration: Inverse of Differencing

Effects from Fitted Model

Distance Matrix Computation

Family Objects for Models

Factor Analysis

Compute Allowed Changes in Adding to or Dropping from a Formula

Plot Cumulative Periodogram

Extract Model Fitted Values

Tukey Five-Number Summaries

Fast Discrete Fourier Transform (FFT)

Extract Coefficients in Original Coding

Linear Filtering on a Time Series

Fligner-Killeen Test of Homogeneity of Variances

Extract Model Formula from nls Object

Fisher's Exact Test for Count Data

expand.model.frame

Add new variables to a model frame

Friedman Rank Sum Test

Get Initial Parameter Estimates

Auxiliary for Controlling GLM Fitting

Formula Notation for Flat Contingency Tables

Flat Contingency Tables

Hierarchical Clustering

Fitting Generalized Linear Models

Draw a Heat Map

Classical Seasonal Decomposition by Moving Averages

Test if a Model's Formula is Empty

Integration of One-Dimensional Functions

identify.hclust

Identify Clusters in a Dendrogram

interaction.plot

Two-way Interaction Plot

Isotonic / Monotone Regression

Accessing Generalized Linear Model Fits

Apply Smoothing Kernel

influence.measures

Regression Deletion Diagnostics

Extract AIC from a Fitted Model

Empirical Cumulative Distribution Function

Kolmogorov-Smirnov Tests

K-Means Clustering

Smoothing Kernel Objects

Kruskal-Wallis Rank Sum Test

Compute an AR Process Exactly Fitting an ACF

Auto- and Cross- Covariance and -Correlation Function Estimation

Robust Line Fitting

Distribution of the Wilcoxon Rank Sum Statistic

Time Series Lag Plots

Kernel Regression Smoother

A Class for Lists of (Parts of) Model Fits

Lag a Time Series

Regression Diagnostics

Scatter Plot Smoothing

Print Loadings in Factor Analysis

mantelhaen.test

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

Create a Link for GLM Families

Fitting Linear Models

Accessing Linear Model Fits

Extract Components from a Model Frame

Find the Least Squares Fit

Mood Two-Sample Test of Scale

Extract Log-Likelihood

Median Absolute Deviation

Multivariate Analysis of Variance

Median Polish of a Matrix

Mahalanobis Distance

Handle Missing Values in Objects

Set Parameters for Loess

Plot a Seasonal or other Subseries from a Time Series

Mauchly's Test of Sphericity

Construct Design Matrices

McNemar's Chi-squared Test for Count Data

Compute Diagnostics for lsfit Regression Results

Print lsfit Regression Results

Adjust for Missing Values

Highly Composite Numbers

makepredictcall

Utility Function for Safe Prediction

Fitting Log-Linear Models

Extracting the Model Frame from a Formula or Fit

Compute Tables of Results from an Aov Model Fit

Adjust for Missing Values

Fitter Functions for Linear Models

Find Longest Contiguous Stretch of non-NAs

Local Polynomial Regression Fitting

Control the Iterations in nls

Extract the Number of Observations from a Fit.

Evaluate Derivatives Numerically

General-purpose Optimization

Optimization using PORT routines

Non-Linear Minimization

Plot Method for Kernel Density Estimation

Test for Equal Means in a One-Way Layout

Tabulate p values for pairwise comparisons

Plot Method for isoreg Objects

pairwise.t.test

Pairwise t tests

Plotting Time-Series Objects

Compute Orthogonal Polynomials

plot.profile.nls

Plot a profile.nls Object

Plot Step Functions

plot.HoltWinters

Plot function for HoltWinters objects

Adjust P-values for Multiple Comparisons

Power calculations for one and two sample t tests

Create a Power Link Object

Plot Ridge Functions for Projection Pursuit Regression Fit

Include an Offset in a Model Formula

Principal Components Analysis

Model Predictions

Printing and Formatting of Time-Series Objects

Predict Method for GLM Fits

Plot Autocovariance and Autocorrelation Functions

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Exact Poisson tests

Generic Function for Profiling Models

Ordinates for Probability Plotting

Projections of Models

Manipulate Flat Contingency Tables

Pre-computations for a Plotting Object

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Plotting Spectral Densities

Plot Diagnostics for an lm Object

Principal Components Analysis

Sample Quantiles

Projection Pursuit Regression

Predict Loess Curve or Surface

Reorder Levels of Factor

Reshape Grouped Data

Predict method for Linear Model Fits

Forecast from ARIMA fits

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Test of Equal or Given Proportions

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

reorder.dendrogram

Reorder a Dendrogram

Draw Rectangles Around Hierarchical Clusters

Phillips-Perron Test for Unit Roots

Nonlinear Least Squares

Set the Names in an Object

Random Wishart Distributed Matrices

prop.trend.test

Test for trend in proportions

Number of Replications of Terms

Extract Model Residuals

Method for Profiling nls Objects

reorder.default

Reorder Levels of a Factor

Standard Errors for Contrasts in Model Terms

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Standard Deviation

Scatter Plot with Smooth Curve Fitted by Loess

Predicting from Nonlinear Least Squares Fits

pairwise.prop.test

Pairwise comparisons for proportions

Running Medians -- Robust Scatter Plot Smoothing

Construct Self-starting Nonlinear Models

Print Coefficient Matrices

Quantile-Quantile Plots

One Dimensional Optimization

Random 2-way Tables with Given Marginals

Taper a Time Series by a Cosine Bell

Encode the Terminal Times of Time Series

Interpolating Splines

Fit a Smoothing Spline

GLM Anova Statistics

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Create a sortedXyData Object

End Points Smoothing (for Running Medians)

Summarizing Generalized Linear Model Fits

Extract Residual Standard Deviation 'Sigma'

Summarizing Non-Linear Least-Squares Model Fits

Methods for Time Series Objects

Tukey's (Running Median) Smoothing

stats-deprecated

Deprecated Functions in Package stats

Summary Method for Multivariate Analysis of Variance

Shapiro-Wilk Normality Test

Simulate Responses

Description of Terms Objects

Friedman's SuperSmoother

Diagnostic Plots for Time-Series Fits

Defunct Functions in Package stats

Spectral Density Estimation

The R Stats Package

Sampling Times of Time Series

Estimate Spectral Density of a Time Series from AR Fit

Bind Two or More Time Series

Construct a terms Object from a Formula

Student's t-Test

Summarize an Analysis of Variance Model

Plot Multiple Time Series

Symbolic Number Coding

Use Fixed-Interval Smoothing on Time Series

summary.princomp

Summary method for Principal Components Analysis

Weighted Arithmetic Mean

Update and Re-fit a Model Call

Tsp Attribute of Time-Series-like Objects

Time-Series Objects

Rotation Methods for Factor Analysis

Plot Regression Terms

F Test to Compare Two Variances

One Dimensional Root (Zero) Finding

Step Functions - Creation and Class

Extract Model Weights

Methods for STL Objects

Seasonal Decomposition of Time Series by Loess

Cross Tabulation

Choose a model by AIC in a Stepwise Algorithm

Form Symmetric Toeplitz Matrix

Summarizing Linear Model Fits

weighted.residuals

Compute Weighted Residuals

Wilcoxon Rank Sum and Signed Rank Tests

power.prop.test

Power Calculations for Two-Sample Test for Proportions

predict.smooth.spline

Predict from Smoothing Spline Fit

Sets Contrasts for a Factor

Calculate Variance-Covariance Matrix for a Fitted Model Object

Biplot of Multivariate Data