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stats (version 3.6.0)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.6.0

License

Part of R 3.6.0

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.6.0)

The Binomial Distribution

The Logistic Distribution

The Log Normal Distribution

The Normal Distribution

The Poisson Distribution

The (non-central) Chi-Squared Distribution

Distributions in the stats package

Holt-Winters Filtering

Self-Starting Nls Biexponential model

The Hypergeometric Distribution

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Self-Starting Nls First-order Compartment Model

The Negative Binomial Distribution

Self-Starting Nls Weibull Growth Curve Model

The Uniform Distribution

Distribution of the Wilcoxon Signed Rank Statistic

The Weibull Distribution

Find Aliases (Dependencies) in a Model

The Studentized Range Distribution

Compute Tukey Honest Significant Differences

Exact Binomial Test

case+variable.names

Case and Variable Names of Fitted Models

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Biplot of Multivariate Data

biplot.princomp

Biplot for Principal Components

delete.response

Modify Terms Objects

Akaike's An Information Criterion

Probability of coincidences

Apply a Function to All Nodes of a Dendrogram

Weighted Covariance Matrices

Factor Analysis

Compute Theoretical ACF for an ARMA Process

The Interquartile Range

Classical Seasonal Decomposition by Moving Averages

Plot Cumulative Periodogram

Cut a Tree into Groups of Data

Kalman Filtering

expand.model.frame

Add new variables to a model frame

Inverse Interpolation

Compute Allowed Changes in Adding to or Dropping from a Formula

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

Extract AIC from a Fitted Model

K-Means Clustering

Fit Structural Time Series

Fligner-Killeen Test of Homogeneity of Variances

The Student t Distribution

The Exponential Distribution

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Kruskal-Wallis Rank Sum Test

The F Distribution

Compute Summary Statistics of Data Subsets

Convert ARMA Process to Infinite MA Process

The Beta Distribution

The Gamma Distribution

The Multinomial Distribution

The Geometric Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

Self-Starting Nls Four-Parameter Logistic Model

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Accessing Linear Model Fits

Self-Starting Nls Gompertz Growth Model

Distribution of the Wilcoxon Rank Sum Statistic

Self-Starting Nls Asymptotic Regression Model

Comparisons between Multivariate Linear Models

identify.hclust

Identify Clusters in a Dendrogram

Compute an AR Process Exactly Fitting an ACF

Add or Drop All Possible Single Terms to a Model

Auto- and Cross- Covariance and -Correlation Function Estimation

influence.measures

Regression Deletion Diagnostics

Apply Smoothing Kernel

Fit an Analysis of Variance Model

Smoothing Kernel Objects

Interpolation Functions

Fitter Functions for Linear Models

Fit Autoregressive Models to Time Series

Robust Line Fitting

A Class for Lists of (Parts of) Model Fits

Ansari-Bradley Test

Compute Diagnostics for lsfit Regression Results

Mahalanobis Distance

Create a Link for GLM Families

asOneSidedFormula

Convert to One-Sided Formula

Print lsfit Regression Results

Group Averages Over Level Combinations of Factors

Extracting the Model Frame from a Formula or Fit

Construct Design Matrices

ARIMA Modelling of Time Series -- Preliminary Version

Fit Autoregressive Models to Time Series by OLS

Pearson's Chi-squared Test for Count Data

Compute Tables of Results from an Aov Model Fit

Convert Objects to Class hclust

Box-Pierce and Ljung-Box Tests

Classical (Metric) Multidimensional Scaling

(Possibly Sparse) Contrast Matrices

Canonical Correlations

Bandwidth Selectors for Kernel Density Estimation

Convolution of Sequences via FFT

Get and Set Contrast Matrices

McNemar's Chi-squared Test for Count Data

General Tree Structures

Plot a Seasonal or other Subseries from a Time Series

Bartlett Test of Homogeneity of Variances

Evaluate Derivatives Numerically

Find Highly Composite Numbers

Extract Model Coefficients

Find Complete Cases

Kernel Density Estimation

Cophenetic Distances for a Hierarchical Clustering

Correlation, Variance and Covariance (Matrices)

Self-Starting Nls Asymptotic Regression Model with an Offset

Self-Starting Nls Asymptotic Regression Model through the Origin

Effects from Fitted Model

Non-Linear Minimization

Test for Association/Correlation Between Paired Samples

Embedding a Time Series

Self-Starting Nls Logistic Model

Plot Method for isoreg Objects

Symbolic and Algorithmic Derivatives of Simple Expressions

Self-Starting Nls Michaelis-Menten Model

Empirical Cumulative Distribution Function

Analysis of Deviance for Generalized Linear Model Fits

Residual Degrees-of-Freedom

Linear Filtering on a Time Series

Include an Offset in a Model Formula

ANOVA for Linear Model Fits

Plot Diagnostics for an lm Object

Plotting Spectral Densities

Plot Step Functions

ARIMA Modelling of Time Series

Simulate from an ARIMA Model

Discrete Integration: Inverse of Differencing

Predict Method for GLM Fits

Family Objects for Models

Predict method for Linear Model Fits

Plot Autocovariance and Autocorrelation Functions

Fast Discrete Fourier Transform (FFT)

Auxiliary for Controlling GLM Fitting

Plot Method for Kernel Density Estimation

Plotting Time-Series Objects

Printing and Formatting of Time-Series Objects

Exact Poisson tests

Power calculations for one and two sample t tests

Phillips-Perron Test for Unit Roots

Accessing Generalized Linear Model Fits

Compute Efficiencies of Multistratum Analysis of Variance

Extract Model Formula from nls Object

Friedman Rank Sum Test

Integration of One-Dimensional Functions

Print Coefficient Matrices

Confidence Intervals for Model Parameters

Reorder Levels of Factor

Linearly Constrained Optimization

reorder.dendrogram

Reorder a Dendrogram

Hierarchical Clustering

Draw a Heat Map

Generic Function for Profiling Models

Standard Errors for Contrasts in Model Terms

Method for Profiling nls Objects

Distance Matrix Computation

Extract Coefficients in Original Coding

Projections of Models

Construct Self-starting Nonlinear Models

Fisher's Exact Test for Count Data

Summarizing Non-Linear Least-Squares Model Fits

Kolmogorov-Smirnov Tests

interaction.plot

Two-way Interaction Plot

Extract Model Fitted Values

Kernel Regression Smoother

Get Initial Parameter Estimates

summary.princomp

Summary method for Principal Components Analysis

Print Loadings in Factor Analysis

Local Polynomial Regression Fitting

Test of Equal or Given Proportions

Set Parameters for Loess

Extract Log-Likelihood

Fitting Generalized Linear Models

Construct a terms Object from a Formula

Fitting Log-Linear Models

Scatter Plot Smoothing

mantelhaen.test

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

Mauchly's Test of Sphericity

reorder.default

Reorder Levels of a Factor

Bind Two or More Time Series

Use Fixed-Interval Smoothing on Time Series

Test for Equal Means in a One-Way Layout

Number of Replications of Terms

Adjust for Missing Values

Tukey Five-Number Summaries

End Points Smoothing (for Running Medians)

Create a sortedXyData Object

stats-deprecated

Deprecated Functions in Package stats

The R Stats Package

Summarizing Linear Model Fits

Summary Method for Multivariate Analysis of Variance

Flat Contingency Tables

Adjust for Missing Values

One Dimensional Optimization

Student's t-Test

Lag a Time Series

General-purpose Optimization

Formula Notation for Flat Contingency Tables

Test if a Model's Formula is Empty

Adjust P-values for Multiple Comparisons

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

pairwise.prop.test

Pairwise comparisons for proportions

Time Series Lag Plots

Find the Least Squares Fit

Median Absolute Deviation

Plot Regression Terms

Extract Model Weights

Plot Ridge Functions for Projection Pursuit Regression Fit

plot.profile.nls

Plot a profile.nls Object

Isotonic / Monotone Regression

Median Polish (Robust Twoway Decomposition) of a Matrix

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Extract Components from a Model Frame

plot.HoltWinters

Plot function for HoltWinters objects

Wilcoxon Rank Sum and Signed Rank Tests

Principal Components Analysis

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Mood Two-Sample Test of Scale

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Fitting Linear Models

Model Predictions

Regression Diagnostics

makepredictcall

Utility Function for Safe Prediction

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Forecast from ARIMA fits

Multivariate Analysis of Variance

Principal Components Analysis

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Manipulate Flat Contingency Tables

Find Longest Contiguous Stretch of non-NAs

Handle Missing Values in Objects

Draw Rectangles Around Hierarchical Clusters

Sample Quantiles

Set the Names in an Object

Shapiro-Wilk Normality Test

Interpolating Splines

Encode the Terminal Times of Time Series

Seasonal Decomposition of Time Series by Loess

Control the Iterations in nls

Methods for STL Objects

Time-Series Objects

Plot Multiple Time Series

Standard Deviation

Extract the Number of Observations from a Fit.

Sets Contrasts for a Factor

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

Optimization using PORT routines

Estimate Spectral Density of a Time Series from AR Fit

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Summarize an Analysis of Variance Model

Summarizing Generalized Linear Model Fits

Nonlinear Least Squares

Ordinates for Probability Plotting

Description of Terms Objects

pairwise.t.test

Pairwise t tests

Tabulate p values for pairwise comparisons

Compute Orthogonal Polynomials

Sampling Times of Time Series

Create a Power Link Object

Projection Pursuit Regression

Predict Loess Curve or Surface

F Test to Compare Two Variances

Predicting from Nonlinear Least Squares Fits

Random 2-way Tables with Given Marginals

Random Wishart Distributed Matrices

predict.smooth.spline

Predict from Smoothing Spline Fit

Pre-computations for a Plotting Object

prop.trend.test

Test for trend in proportions

Quantile-Quantile Plots

Cross Tabulation

Reshape Grouped Data

Running Medians -- Robust Scatter Plot Smoothing

Scatter Plot with Smooth Curve Fitted by Loess

GLM Anova Statistics

Defunct Functions in Package stats

Friedman's SuperSmoother

Symbolic Number Coding

Diagnostic Plots for Time-Series Fits

Extract Model Residuals

Tukey's (Running Median) Smoothing

Fit a Smoothing Spline

Taper a Time Series by a Cosine Bell

Spectral Density Estimation

Choose a model by AIC in a Stepwise Algorithm

Step Functions - Creation and Class

Tsp Attribute of Time-Series-like Objects

Weighted Arithmetic Mean

weighted.residuals

Compute Weighted Residuals

Form Symmetric Toeplitz Matrix

Methods for Time Series Objects

One Dimensional Root (Zero) Finding

Update and Re-fit a Model Call

Rotation Methods for Factor Analysis

Calculate Variance-Covariance Matrix for a Fitted Model Object

The Cauchy Distribution