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stats (version 3.4.0)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.4.0

License

Part of R 3.4.0

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.4.0)

The Exponential Distribution

The F Distribution

The Interquartile Range

Kalman Filtering

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

The Negative Binomial Distribution

Self-Starting Nls Logistic Model

Self-Starting Nls Michaelis-Menten Model

The Studentized Range Distribution

Compute Tukey Honest Significant Differences

Comparisons between Multivariate Linear Models

Ansari-Bradley Test

Box-Pierce and Ljung-Box Tests

Canonical Correlations

Cut a Tree into Groups of Data

The (non-central) Chi-Squared Distribution

Distributions in the stats package

Self-Starting Nls Asymptotic Regression Model with an Offset

Self-Starting Nls Asymptotic Regression Model through the Origin

Compute an AR Process Exactly Fitting an ACF

Add or Drop All Possible Single Terms to a Model

Distance Matrix Computation

Extract Coefficients in Original Coding

Linear Filtering on a Time Series

Fisher's Exact Test for Count Data

Flat Contingency Tables

Formula Notation for Flat Contingency Tables

Fit Autoregressive Models to Time Series

Fit Autoregressive Models to Time Series by OLS

Bandwidth Selectors for Kernel Density Estimation

Bartlett Test of Homogeneity of Variances

Extract Model Coefficients

Find Complete Cases

Kolmogorov-Smirnov Tests

Kernel Regression Smoother

Robust Line Fitting

Correlation, Variance and Covariance (Matrices)

Test for Association/Correlation Between Paired Samples

Residual Degrees-of-Freedom

A Class for Lists of (Parts of) Model Fits

Set Parameters for Loess

Extract Log-Likelihood

Discrete Integration: Inverse of Differencing

Auxiliary for Controlling GLM Fitting

Accessing Generalized Linear Model Fits

Akaike's An Information Criterion

The Logistic Distribution

The Log Normal Distribution

Fit Structural Time Series

Compute Theoretical ACF for an ARMA Process

The Multinomial Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Student t Distribution

Distribution of the Wilcoxon Rank Sum Statistic

Auto- and Cross- Covariance and -Correlation Function Estimation

Fit an Analysis of Variance Model

Interpolation Functions

Integration of One-Dimensional Functions

interaction.plot

Two-way Interaction Plot

Accessing Linear Model Fits

Fitter Functions for Linear Models

Extracting the Model Frame from a Formula or Fit

ARIMA Modelling of Time Series -- Preliminary Version

Median Polish (Robust Twoway Decomposition) of a Matrix

Extract Components from a Model Frame

Find Longest Contiguous Stretch of non-NAs

Construct Design Matrices

Test for Equal Means in a One-Way Layout

General-purpose Optimization

Handle Missing Values in Objects

Control the Iterations in nls

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

plot.HoltWinters

Plot function for HoltWinters objects

Plotting Spectral Densities

The Normal Distribution

The Poisson Distribution

Self-Starting Nls Weibull Growth Curve Model

Plot Autocovariance and Autocorrelation Functions

Plot Method for Kernel Density Estimation

Plotting Time-Series Objects

Convert Objects to Class hclust

biplot.princomp

Probability of coincidences

Distribution of the Wilcoxon Signed Rank Statistic

The Uniform Distribution

The Weibull Distribution

Plot Step Functions

Ordinates for Probability Plotting

Projection Pursuit Regression

Exact Poisson tests

Predict Method for GLM Fits

Predict method for Linear Model Fits

Principal Components Analysis

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

prop.trend.test

Test for trend in proportions

Generic Function for Profiling Models

Method for Profiling nls Objects

Manipulate Flat Contingency Tables

Find Aliases (Dependencies) in a Model

Exact Binomial Test

Draw Rectangles Around Hierarchical Clusters

Reorder Levels of Factor

reorder.dendrogram

Reorder a Dendrogram

Biplot of Multivariate Data

case+variable.names

Case and Variable Names of Fitted Models

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

(Possibly Sparse) Contrast Matrices

Get and Set Contrast Matrices

Empirical Cumulative Distribution Function

Compute Efficiencies of Multistratum Analysis of Variance

Family Objects for Models

Weighted Covariance Matrices

Symbolic and Algorithmic Derivatives of Simple Expressions

Convert ARMA Process to Infinite MA Process

Taper a Time Series by a Cosine Bell

Spectral Density Estimation

Summarizing Non-Linear Least-Squares Model Fits

summary.princomp

Summary method for Principal Components Analysis

Bind Two or More Time Series

Use Fixed-Interval Smoothing on Time Series

Factor Analysis

Compute Allowed Changes in Adding to or Dropping from a Formula

The Beta Distribution

Holt-Winters Filtering

The Hypergeometric Distribution

Quantile-Quantile Plots

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

Estimate Spectral Density of a Time Series from AR Fit

Estimate Spectral Density of a Time Series by a Smoothed

Summarize an Analysis of Variance Model

Summarizing Generalized Linear Model Fits

Plot Regression Terms

F Test to Compare Two Variances

Fast Discrete Fourier Transform (FFT)

identify.hclust

Identify Clusters in a Dendrogram

Student's t-Test

Inverse Interpolation

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

Self-Starting Nls Biexponential model

Self-Starting Nls First-order Compartment Model

Compute Summary Statistics of Data Subsets

Extract Model Formula from nls Object

Friedman Rank Sum Test

Cross Tabulation

Extract Model Weights

Wilcoxon Rank Sum and Signed Rank Tests

influence.measures

Regression Deletion Diagnostics

Test if a Model's Formula is Empty

Isotonic / Monotone Regression

Fitting Log-Linear Models

Scatter Plot Smoothing

mantelhaen.test

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

Analysis of Deviance for Generalized Linear Model Fits

ANOVA for Linear Model Fits

ARIMA Modelling of Time Series

Kruskal-Wallis Rank Sum Test

Print Loadings in Factor Analysis

Simulate from an ARIMA Model

Pearson's Chi-squared Test for Count Data

Classical (Metric) Multidimensional Scaling

Mauchly's Test of Sphericity

One Dimensional Optimization

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Adjust P-values for Multiple Comparisons

pairwise.prop.test

Pairwise comparisons for proportions

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Convolution of Sequences via FFT

Cophenetic Distances for a Hierarchical Clustering

delete.response

Modify Terms Objects

Local Polynomial Regression Fitting

Find the Least Squares Fit

Median Absolute Deviation

The Binomial Distribution

Model Predictions

Forecast from ARIMA fits

Printing and Formatting of Time-Series Objects

makepredictcall

Utility Function for Safe Prediction

Multivariate Analysis of Variance

Compute Tables of Results from an Aov Model Fit

Print Coefficient Matrices

Projections of Models

Test of Equal or Given Proportions

reorder.default

Reorder Levels of a Factor

Number of Replications of Terms

Standard Errors for Contrasts in Model Terms

The Cauchy Distribution

The Gamma Distribution

The Geometric Distribution

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Self-Starting Nls Asymptotic Regression Model

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Gompertz Growth Model

asOneSidedFormula

Convert to One-Sided Formula

Group Averages Over Level Combinations of Factors

Confidence Intervals for Model Parameters

Construct Self-starting Nonlinear Models

Seasonal Decomposition of Time Series by Loess

Methods for STL Objects

Evaluate Derivatives Numerically

Include an Offset in a Model Formula

Linearly Constrained Optimization

General Tree Structures

Kernel Density Estimation

Apply a Function to All Nodes of a Dendrogram

Effects from Fitted Model

Embedding a Time Series

expand.model.frame

Add new variables to a model frame

Extract AIC from a Fitted Model

Fligner-Killeen Test of Homogeneity of Variances

Hierarchical Clustering

Draw a Heat Map

Extract Model Fitted Values

Tukey Five-Number Summaries

Get Initial Parameter Estimates

Plot Method for isoreg Objects

Plot Diagnostics for an lm Object

Compute Orthogonal Polynomials

Create a Power Link Object

Power calculations for one and two sample t tests

Phillips-Perron Test for Unit Roots

Apply Smoothing Kernel

Fitting Generalized Linear Models

Lag a Time Series

Time Series Lag Plots

Mahalanobis Distance

predict.smooth.spline

Predict from Smoothing Spline Fit

Pre-computations for a Plotting Object

Random 2-way Tables with Given Marginals

Random Wishart Distributed Matrices

Reshape Grouped Data

Extract Model Residuals

Create a Link for GLM Families

McNemar's Chi-squared Test for Count Data

Description of Terms Objects

Sampling Times of Time Series

One Dimensional Root (Zero) Finding

Update and Re-fit a Model Call

Weighted Arithmetic Mean

weighted.residuals

Compute Weighted Residuals

Tukey's (Running Median) Smoothing

Fit a Smoothing Spline

GLM Anova Statistics

Highly Composite Numbers

Non-Linear Minimization

Plot Ridge Functions for Projection Pursuit Regression Fit

Defunct Functions in Package

Step Functions - Creation and Class

plot.profile.nls

Plot a profile.nls Object

Predict Loess Curve or Surface

Predicting from Nonlinear Least Squares Fits

Construct a terms Object from a Formula

Time-Series Objects

Sample Quantiles

Running Medians -- Robust Scatter Plot Smoothing

Smoothing Kernel Objects

Fitting Linear Models

Regression Diagnostics

Scatter Plot with Smooth Curve Fitted by Loess

Set the Names in an Object

Shapiro-Wilk Normality Test

Plot Multiple Time Series

Compute Diagnostics for

Mood Two-Sample Test of Scale

Optimization using PORT routines

Nonlinear Least Squares

Interpolating Splines

Encode the Terminal Times of Time Series

Summarizing Linear Model Fits

pairwise.t.test

Pairwise t tests

Tabulate p values for pairwise comparisons

Principal Components Analysis

Summary Method for Multivariate Analysis of Variance

Friedman's SuperSmoother

Symbolic Number Coding

Diagnostic Plots for Time-Series Fits

Tsp Attribute of Time-Series-like Objects

Sets Contrasts for a Factor

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Standard Deviation

End Points Smoothing (for Running Medians)

stats-deprecated

Deprecated Functions in Package

Form Symmetric Toeplitz Matrix

Methods for Time Series Objects

Rotation Methods for Factor Analysis