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stats (version 3.3.2)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.3.2

License

Part of R 3.3.2

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.3.2)

Find Aliases (Dependencies) in a Model

Compute an AR Process Exactly Fitting an ACF

ANOVA for Linear Model Fits

Analysis of Deviance for Generalized Linear Model Fits

Add or Drop All Possible Single Terms to a Model

Compute Summary Statistics of Data Subsets

Akaike's An Information Criterion

Auto- and Cross- Covariance and -Correlation Function Estimation

Fit Autoregressive Models to Time Series

Interpolation Functions

Compute Theoretical ACF for an ARMA Process

Fit Autoregressive Models to Time Series by OLS

Fit an Analysis of Variance Model

ARIMA Modelling of Time Series

ARIMA Modelling of Time Series -- Preliminary Version

Ansari-Bradley Test

Comparisons between Multivariate Linear Models

Simulate from an ARIMA Model

asOneSidedFormula

Convert to One-Sided Formula

Convert ARMA Process to Infinite MA Process

Group Averages Over Level Combinations of Factors

Exact Binomial Test

The Beta Distribution

The Binomial Distribution

Bartlett Test of Homogeneity of Variances

Bandwidth Selectors for Kernel Density Estimation

Biplot of Multivariate Data

Convert Objects to Class hclust

biplot.princomp

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Box-Pierce and Ljung-Box Tests

The (non-central) Chi-Squared Distribution

case+variable.names

Case and Variable Names of Fitted Models

Canonical Correlations

The Cauchy Distribution

Probability of coincidences

Classical (Metric) Multidimensional Scaling

Pearson's Chi-squared Test for Count Data

(Possibly Sparse) Contrast Matrices

Extract Model Coefficients

Get and Set Contrast Matrices

Convolution of Sequences via FFT

Find Complete Cases

Correlation, Variance and Covariance (Matrices)

Cophenetic Distances for a Hierarchical Clustering

Test for Association/Correlation Between Paired Samples

Linearly Constrained Optimization

Confidence Intervals for Model Parameters

delete.response

Modify Terms Objects

Cut a Tree into Groups of Data

Apply a Function to All Nodes of a Dendrogram

General Tree Structures

Symbolic and Algorithmic Derivatives of Simple Expressions

Weighted Covariance Matrices

Kernel Density Estimation

Empirical Cumulative Distribution Function

expand.model.frame

Add new variables to a model frame

Compute Efficiencies of Multistratum Analysis of Variance

Embedding a Time Series

Discrete Integration: Inverse of Differencing

Effects from Fitted Model

Extract Coefficients in Original Coding

Residual Degrees-of-Freedom

Distance Matrix Computation

Distributions in the stats package

Fast Discrete Fourier Transform (FFT)

Extract Model Formula from nls Object

Linear Filtering on a Time Series

Integration of One-Dimensional Functions

interaction.plot

Two-way Interaction Plot

Family Objects for Models

The F Distribution

influence.measures

Regression Deletion Diagnostics

identify.hclust

Identify Clusters in a Dendrogram

Isotonic / Monotone Regression

Accessing Linear Model Fits

Kalman Filtering

Kruskal-Wallis Rank Sum Test

Fitter Functions for Linear Models

Create a Link for GLM Families

The Geometric Distribution

makepredictcall

Utility Function for Safe Prediction

Get Initial Parameter Estimates

Apply Smoothing Kernel

Extract Log-Likelihood

Smoothing Kernel Objects

mantelhaen.test

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

Multivariate Analysis of Variance

Fitting Log-Linear Models

Mood Two-Sample Test of Scale

Control the Iterations in nls

NLSstAsymptotic

Fit the Asymptotic Regression Model

pairwise.prop.test

Pairwise comparisons for proportions

pairwise.t.test

Pairwise t tests

Extract Model Fitted Values

Fisher's Exact Test for Count Data

Formula Notation for Flat Contingency Tables

Friedman Rank Sum Test

Test if a Model's Formula is Empty

Lag a Time Series

The Interquartile Range

Time Series Lag Plots

Print Loadings in Factor Analysis

Set Parameters for Loess

plot.profile.nls

Plot a profile.nls Object

The Poisson Distribution

Plotting Spectral Densities

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Predict Method for GLM Fits

Exact Poisson tests

Test of Equal or Given Proportions

Projections of Models

Standard Errors for Contrasts in Model Terms

Construct Design Matrices

Construct Self-starting Nonlinear Models

Plot Method for isoreg Objects

plot.HoltWinters

Plot function for HoltWinters objects

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

Compute Tables of Results from an Aov Model Fit

Inverse Interpolation

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Create a Power Link Object

Principal Components Analysis

Forecast from ARIMA fits

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Tabulate p values for pairwise comparisons

Plot Diagnostics for an lm Object

Sample Quantiles

Simulate Responses

Self-Starting Nls Gompertz Growth Model

Self-Starting Nls Four-Parameter Logistic Model

Tukey's (Running Median) Smoothing

Summary Method for Multivariate Analysis of Variance

Step Functions - Creation and Class

Summarizing Non-Linear Least-Squares Model Fits

Robust Line Fitting

A Class for Lists of (Parts of) Model Fits

The Log Normal Distribution

Scatter Plot Smoothing

Highly Composite Numbers

McNemar's Chi-squared Test for Count Data

Mauchly's Test of Sphericity

The Negative Binomial Distribution

Adjust P-values for Multiple Comparisons

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Extract AIC from a Fitted Model

Compute Allowed Changes in Adding to or Dropping from a Formula

Draw a Heat Map

Flat Contingency Tables

The Gamma Distribution

Holt-Winters Filtering

The Logistic Distribution

Local Polynomial Regression Fitting

Compute Diagnostics for

The Student t Distribution

Plot Regression Terms

Time-Series Objects

Plot Multiple Time Series

Update and Re-fit a Model Call

Sets Contrasts for a Factor

Cross Tabulation

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Principal Components Analysis

Draw Rectangles Around Hierarchical Clusters

Reorder Levels of Factor

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Scatter Plot with Smooth Curve Fitted by Loess

Random Wishart Distributed Matrices

Self-Starting Nls First-order Compartment Model

Self-Starting Nls Michaelis-Menten Model

Self-Starting Nls Logistic Model

Standard Deviation

Extract Residual Standard Deviation 'Sigma'

Self-Starting Nls Asymptotic Regression Model

Distribution of the Wilcoxon Signed Rank Statistic

Self-Starting Nls Weibull Growth Curve Model

Self-Starting Nls Asymptotic Regression Model with an Offset

Description of Terms Objects

Encode the Terminal Times of Time Series

Sampling Times of Time Series

Friedman's SuperSmoother

summary.princomp

Summary method for Principal Components Analysis

Extract Model Weights

Form Symmetric Toeplitz Matrix

Distribution of the Wilcoxon Rank Sum Statistic

Methods for Time Series Objects

Wilcoxon Rank Sum and Signed Rank Tests

Extract Components from a Model Frame

Extracting the Model Frame from a Formula or Fit

The Multinomial Distribution

Evaluate Derivatives Numerically

The Normal Distribution

Test for Equal Means in a One-Way Layout

Include an Offset in a Model Formula

Plot Step Functions

The Studentized Range Distribution

Plotting Time-Series Objects

Compute Tukey Honest Significant Differences

Fligner-Killeen Test of Homogeneity of Variances

Tukey Five-Number Summaries

Auxiliary for Controlling GLM Fitting

Fitting Generalized Linear Models

Kolmogorov-Smirnov Tests

Accessing Generalized Linear Model Fits

Hierarchical Clustering

Kernel Regression Smoother

Fitting Linear Models

Regression Diagnostics

Find the Least Squares Fit

Mahalanobis Distance

Median Polish (Robust Twoway Decomposition) of a Matrix

Find Longest Contiguous Stretch of non-NAs

Optimization using PORT routines

Non-Linear Minimization

Handle Missing Values in Objects

One Dimensional Optimization

General-purpose Optimization

Power calculations for one and two sample t tests

Phillips-Perron Test for Unit Roots

Predict Loess Curve or Surface

Predicting from Nonlinear Least Squares Fits

Print Coefficient Matrices

Printing and Formatting of Time-Series Objects

reorder.default

Reorder Levels of a Factor

reorder.dendrogram

Reorder a Dendrogram

Extract Model Residuals

Plot Autocovariance and Autocorrelation Functions

Running Medians -- Robust Scatter Plot Smoothing

Plot Method for Kernel Density Estimation

Compute Orthogonal Polynomials

predict.smooth.spline

Predict from Smoothing Spline Fit

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Number of Replications of Terms

Quantile-Quantile Plots

Pre-computations for a Plotting Object

prop.trend.test

Test for trend in proportions

Set the Names in an Object

Reshape Grouped Data

Shapiro-Wilk Normality Test

Fit a Smoothing Spline

Interpolating Splines

Spectral Density Estimation

End Points Smoothing (for Running Medians)

Symbolic Number Coding

Summarizing Linear Model Fits

Summarizing Generalized Linear Model Fits

Estimate Spectral Density of a Time Series by a Smoothed

Student's t-Test

Taper a Time Series by a Cosine Bell

Self-Starting Nls Asymptotic Regression Model through the Origin

GLM Anova Statistics

Defunct Functions in Package

Self-Starting Nls Biexponential model

Methods for STL Objects

Seasonal Decomposition of Time Series by Loess

Construct a terms Object from a Formula

Projection Pursuit Regression

Ordinates for Probability Plotting

Model Predictions

Predict method for Linear Model Fits

Generic Function for Profiling Models

Random 2-way Tables with Given Marginals

Method for Profiling nls Objects

Manipulate Flat Contingency Tables

Estimate Spectral Density of a Time Series from AR Fit

The Uniform Distribution

One Dimensional Root (Zero) Finding

The Weibull Distribution

stats-deprecated

Deprecated Functions in Package

Summarize an Analysis of Variance Model

Fit Structural Time Series

Bind Two or More Time Series

Weighted Arithmetic Mean

Diagnostic Plots for Time-Series Fits

weighted.residuals

Compute Weighted Residuals

Use Fixed-Interval Smoothing on Time Series

Tsp Attribute of Time-Series-like Objects

Rotation Methods for Factor Analysis

F Test to Compare Two Variances

The Exponential Distribution

The Hypergeometric Distribution

Factor Analysis

Median Absolute Deviation

Nonlinear Least Squares