Learn R Programming

⚠️There's a newer version (3.6.2) of this package.Take me there.

stats (version 3.3.3)

The R Stats Package

Description

R statistical functions.

Copy Link

Version

Version

3.3.3

License

Part of R 3.3.3

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.3.3)

Compute Summary Statistics of Data Subsets

ANOVA for Linear Model Fits

Auto- and Cross- Covariance and -Correlation Function Estimation

Compute an AR Process Exactly Fitting an ACF

Analysis of Deviance for Generalized Linear Model Fits

Add or Drop All Possible Single Terms to a Model

Comparisons between Multivariate Linear Models

Akaike's An Information Criterion

Find Aliases (Dependencies) in a Model

Fit Autoregressive Models to Time Series by OLS

Fit Autoregressive Models to Time Series

Compute Theoretical ACF for an ARMA Process

ARIMA Modelling of Time Series -- Preliminary Version

Ansari-Bradley Test

Interpolation Functions

Fit an Analysis of Variance Model

Simulate from an ARIMA Model

ARIMA Modelling of Time Series

Group Averages Over Level Combinations of Factors

Exact Binomial Test

Convert Objects to Class hclust

asOneSidedFormula

Convert to One-Sided Formula

biplot.princomp

Convert ARMA Process to Infinite MA Process

Bartlett Test of Homogeneity of Variances

The Binomial Distribution

The Beta Distribution

Bandwidth Selectors for Kernel Density Estimation

The Exponential Distribution

Distributions in the stats package

The F Distribution

The (non-central) Chi-Squared Distribution

The Cauchy Distribution

The Interquartile Range

The Logistic Distribution

The Log Normal Distribution

The Multinomial Distribution

Kalman Filtering

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Gamma Distribution

The Geometric Distribution

Holt-Winters Filtering

The Hypergeometric Distribution

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

The Negative Binomial Distribution

The Normal Distribution

Self-Starting Nls Asymptotic Regression Model through the Origin

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Self-Starting Nls Asymptotic Regression Model with an Offset

Inverse Interpolation

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Self-Starting Nls Asymptotic Regression Model

The Poisson Distribution

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Biexponential model

Self-Starting Nls Weibull Growth Curve Model

Distribution of the Wilcoxon Signed Rank Statistic

Self-Starting Nls Logistic Model

Self-Starting Nls Michaelis-Menten Model

Self-Starting Nls Gompertz Growth Model

Self-Starting Nls First-order Compartment Model

Fit Structural Time Series

The Student t Distribution

The Uniform Distribution

The Studentized Range Distribution

Compute Tukey Honest Significant Differences

Distribution of the Wilcoxon Rank Sum Statistic

The Weibull Distribution

Biplot of Multivariate Data

Probability of coincidences

Extract Model Coefficients

Canonical Correlations

case+variable.names

Case and Variable Names of Fitted Models

Classical (Metric) Multidimensional Scaling

Pearson's Chi-squared Test for Count Data

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Box-Pierce and Ljung-Box Tests

Find Complete Cases

Convolution of Sequences via FFT

Get and Set Contrast Matrices

Correlation, Variance and Covariance (Matrices)

Cophenetic Distances for a Hierarchical Clustering

Confidence Intervals for Model Parameters

Linearly Constrained Optimization

(Possibly Sparse) Contrast Matrices

Test for Association/Correlation Between Paired Samples

Apply a Function to All Nodes of a Dendrogram

Residual Degrees-of-Freedom

Weighted Covariance Matrices

Discrete Integration: Inverse of Differencing

Cut a Tree into Groups of Data

General Tree Structures

Kernel Density Estimation

delete.response

Modify Terms Objects

Symbolic and Algorithmic Derivatives of Simple Expressions

Extract Coefficients in Original Coding

Distance Matrix Computation

Linear Filtering on a Time Series

Extract AIC from a Fitted Model

expand.model.frame

Add new variables to a model frame

Fisher's Exact Test for Count Data

Empirical Cumulative Distribution Function

Compute Efficiencies of Multistratum Analysis of Variance

Extract Model Fitted Values

Tukey Five-Number Summaries

Effects from Fitted Model

Flat Contingency Tables

Formula Notation for Flat Contingency Tables

Embedding a Time Series

Family Objects for Models

Get Initial Parameter Estimates

Fast Discrete Fourier Transform (FFT)

Fitting Generalized Linear Models

Test if a Model's Formula is Empty

Isotonic / Monotone Regression

Kruskal-Wallis Rank Sum Test

Fligner-Killeen Test of Homogeneity of Variances

identify.hclust

Identify Clusters in a Dendrogram

Time Series Lag Plots

Lag a Time Series

influence.measures

Regression Deletion Diagnostics

Accessing Linear Model Fits

Fitter Functions for Linear Models

Mahalanobis Distance

Highly Composite Numbers

Multivariate Analysis of Variance

makepredictcall

Utility Function for Safe Prediction

Create a Link for GLM Families

Compute Allowed Changes in Adding to or Dropping from a Formula

Factor Analysis

Non-Linear Minimization

Hierarchical Clustering

Draw a Heat Map

Kolmogorov-Smirnov Tests

Kernel Regression Smoother

Robust Line Fitting

Control the Iterations in nls

A Class for Lists of (Parts of) Model Fits

Fitting Log-Linear Models

Scatter Plot Smoothing

Plot Method for isoreg Objects

Plot Diagnostics for an lm Object

Find the Least Squares Fit

Median Absolute Deviation

Regression Diagnostics

Fitting Linear Models

McNemar's Chi-squared Test for Count Data

Find Longest Contiguous Stretch of non-NAs

Handle Missing Values in Objects

Test for Equal Means in a One-Way Layout

General-purpose Optimization

Power calculations for one and two sample t tests

Phillips-Perron Test for Unit Roots

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

power.prop.test

Power Calculations for Two-Sample Test for Proportions

pairwise.prop.test

Pairwise comparisons for proportions

Adjust P-values for Multiple Comparisons

Extract Model Formula from nls Object

Friedman Rank Sum Test

Apply Smoothing Kernel

Smoothing Kernel Objects

Median Polish (Robust Twoway Decomposition) of a Matrix

Compute Diagnostics for

Print Loadings in Factor Analysis

Local Polynomial Regression Fitting

Manipulate Flat Contingency Tables

Extract Components from a Model Frame

Draw Rectangles Around Hierarchical Clusters

Encode the Terminal Times of Time Series

Interpolating Splines

Standard Deviation

Tukey's (Running Median) Smoothing

Fit a Smoothing Spline

mantelhaen.test

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

Mauchly's Test of Sphericity

Plotting Spectral Densities

plot.HoltWinters

Plot function for HoltWinters objects

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Predict Loess Curve or Surface

Plot Step Functions

Principal Components Analysis

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Construct Design Matrices

Compute Tables of Results from an Aov Model Fit

Extracting the Model Frame from a Formula or Fit

Predicting from Nonlinear Least Squares Fits

One Dimensional Optimization

pairwise.t.test

Pairwise t tests

Tabulate p values for pairwise comparisons

Plotting Time-Series Objects

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Exact Poisson tests

Mood Two-Sample Test of Scale

Evaluate Derivatives Numerically

Plot Autocovariance and Autocorrelation Functions

Include an Offset in a Model Formula

Forecast from ARIMA fits

Model Predictions

Plot Method for Kernel Density Estimation

Compute Orthogonal Polynomials

Create a Power Link Object

Integration of One-Dimensional Functions

Set Parameters for Loess

interaction.plot

Two-way Interaction Plot

Auxiliary for Controlling GLM Fitting

Accessing Generalized Linear Model Fits

Extract Log-Likelihood

Optimization using PORT routines

Nonlinear Least Squares

Method for Profiling nls Objects

reorder.default

Reorder Levels of a Factor

Generic Function for Profiling Models

Predict method for Linear Model Fits

Predict Method for GLM Fits

Number of Replications of Terms

Standard Errors for Contrasts in Model Terms

Construct Self-starting Nonlinear Models

Estimate Spectral Density of a Time Series from AR Fit

One Dimensional Root (Zero) Finding

Estimate Spectral Density of a Time Series by a Smoothed

Student's t-Test

Plot Regression Terms

Weighted Arithmetic Mean

Update and Re-fit a Model Call

weighted.residuals

Compute Weighted Residuals

Print Coefficient Matrices

Random 2-way Tables with Given Marginals

Printing and Formatting of Time-Series Objects

Random Wishart Distributed Matrices

Reorder Levels of Factor

reorder.dendrogram

Reorder a Dendrogram

Summarize an Analysis of Variance Model

Summarizing Generalized Linear Model Fits

Description of Terms Objects

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Reshape Grouped Data

Sampling Times of Time Series

Sets Contrasts for a Factor

Principal Components Analysis

Sample Quantiles

Plot Multiple Time Series

Time-Series Objects

Extract Model Residuals

Defunct Functions in Package

Scatter Plot with Smooth Curve Fitted by Loess

End Points Smoothing (for Running Medians)

prop.trend.test

Test for trend in proportions

Quantile-Quantile Plots

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

GLM Anova Statistics

Running Medians -- Robust Scatter Plot Smoothing

Taper a Time Series by a Cosine Bell

Spectral Density Estimation

predict.smooth.spline

Predict from Smoothing Spline Fit

Summary Method for Multivariate Analysis of Variance

Projection Pursuit Regression

plot.profile.nls

Plot a profile.nls Object

Pre-computations for a Plotting Object

Ordinates for Probability Plotting

Summarizing Linear Model Fits

Form Symmetric Toeplitz Matrix

F Test to Compare Two Variances

summary.princomp

Summary method for Principal Components Analysis

Projections of Models

Summarizing Non-Linear Least-Squares Model Fits

Methods for Time Series Objects

Shapiro-Wilk Normality Test

Set the Names in an Object

Test of Equal or Given Proportions

Step Functions - Creation and Class

Bind Two or More Time Series

Use Fixed-Interval Smoothing on Time Series

Extract Model Weights

Wilcoxon Rank Sum and Signed Rank Tests

Construct a terms Object from a Formula

Cross Tabulation

Rotation Methods for Factor Analysis

Methods for STL Objects

Seasonal Decomposition of Time Series by Loess

stats-deprecated

Deprecated Functions in Package

Diagnostic Plots for Time-Series Fits

Symbolic Number Coding

Friedman's SuperSmoother

Tsp Attribute of Time-Series-like Objects