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stats (version 3.4.3)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.4.3

License

Part of R 3.4.3

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.4.3)

Convert ARMA Process to Infinite MA Process

Distributions in the stats package

The Exponential Distribution

Akaike's An Information Criterion

The F Distribution

Compute Theoretical ACF for an ARMA Process

The Beta Distribution

The Binomial Distribution

The Cauchy Distribution

The (non-central) Chi-Squared Distribution

The Logistic Distribution

The Gamma Distribution

The Log Normal Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Multinomial Distribution

The Geometric Distribution

Holt-Winters Filtering

The Interquartile Range

The Hypergeometric Distribution

Kalman Filtering

The Poisson Distribution

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Self-Starting Nls Asymptotic Regression Model

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Self-Starting Nls Asymptotic Regression Model with an Offset

The Negative Binomial Distribution

The Normal Distribution

Self-Starting Nls Asymptotic Regression Model through the Origin

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

Inverse Interpolation

Self-Starting Nls First-order Compartment Model

The Student t Distribution

Self-Starting Nls Weibull Growth Curve Model

Compute an AR Process Exactly Fitting an ACF

Add or Drop All Possible Single Terms to a Model

Fit Structural Time Series

Distribution of the Wilcoxon Rank Sum Statistic

Self-Starting Nls Four-Parameter Logistic Model

Auto- and Cross- Covariance and -Correlation Function Estimation

Self-Starting Nls Biexponential model

Comparisons between Multivariate Linear Models

Ansari-Bradley Test

Self-Starting Nls Logistic Model

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Self-Starting Nls Michaelis-Menten Model

Compute Summary Statistics of Data Subsets

Distribution of the Wilcoxon Signed Rank Statistic

Find Aliases (Dependencies) in a Model

The Studentized Range Distribution

Bandwidth Selectors for Kernel Density Estimation

Compute Tukey Honest Significant Differences

Bartlett Test of Homogeneity of Variances

Fit Autoregressive Models to Time Series

Biplot of Multivariate Data

Fit Autoregressive Models to Time Series by OLS

Analysis of Deviance for Generalized Linear Model Fits

ANOVA for Linear Model Fits

Fit an Analysis of Variance Model

ARIMA Modelling of Time Series -- Preliminary Version

Interpolation Functions

Convert Objects to Class hclust

Extract Model Coefficients

Exact Binomial Test

Find Complete Cases

Self-Starting Nls Gompertz Growth Model

Box-Pierce and Ljung-Box Tests

Canonical Correlations

The Uniform Distribution

Convolution of Sequences via FFT

The Weibull Distribution

Cophenetic Distances for a Hierarchical Clustering

ARIMA Modelling of Time Series

asOneSidedFormula

Convert to One-Sided Formula

Simulate from an ARIMA Model

Group Averages Over Level Combinations of Factors

Pearson's Chi-squared Test for Count Data

case+variable.names

Case and Variable Names of Fitted Models

Classical (Metric) Multidimensional Scaling

Confidence Intervals for Model Parameters

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Linearly Constrained Optimization

(Possibly Sparse) Contrast Matrices

Symbolic and Algorithmic Derivatives of Simple Expressions

Get and Set Contrast Matrices

Cut a Tree into Groups of Data

General Tree Structures

Classical Seasonal Decomposition by Moving Averages

Effects from Fitted Model

Kernel Density Estimation

biplot.princomp

Biplot for Principal Components

Probability of coincidences

Embedding a Time Series

Weighted Covariance Matrices

Distance Matrix Computation

Linear Filtering on a Time Series

Extract Coefficients in Original Coding

Fisher's Exact Test for Count Data

Plot Cumulative Periodogram

Family Objects for Models

delete.response

Modify Terms Objects

Fast Discrete Fourier Transform (FFT)

Apply a Function to All Nodes of a Dendrogram

expand.model.frame

Add new variables to a model frame

Correlation, Variance and Covariance (Matrices)

Empirical Cumulative Distribution Function

Compute Efficiencies of Multistratum Analysis of Variance

Test for Association/Correlation Between Paired Samples

Fligner-Killeen Test of Homogeneity of Variances

Residual Degrees-of-Freedom

Discrete Integration: Inverse of Differencing

Extract AIC from a Fitted Model

Factor Analysis

Extract Model Fitted Values

Compute Allowed Changes in Adding to or Dropping from a Formula

Tukey Five-Number Summaries

Extract Model Formula from nls Object

Get Initial Parameter Estimates

Fitting Generalized Linear Models

Friedman Rank Sum Test

Test if a Model's Formula is Empty

Flat Contingency Tables

Hierarchical Clustering

Formula Notation for Flat Contingency Tables

Draw a Heat Map

K-Means Clustering

Kolmogorov-Smirnov Tests

Kruskal-Wallis Rank Sum Test

Kernel Regression Smoother

Time Series Lag Plots

Mahalanobis Distance

identify.hclust

Identify Clusters in a Dendrogram

Create a Link for GLM Families

influence.measures

Regression Deletion Diagnostics

Isotonic / Monotone Regression

Robust Line Fitting

Apply Smoothing Kernel

A Class for Lists of (Parts of) Model Fits

Fitting Log-Linear Models

Fitting Linear Models

Smoothing Kernel Objects

Regression Diagnostics

Lag a Time Series

Find the Least Squares Fit

McNemar's Chi-squared Test for Count Data

Scatter Plot Smoothing

Median Polish (Robust Twoway Decomposition) of a Matrix

Compute Tables of Results from an Aov Model Fit

Extract Components from a Model Frame

Mood Two-Sample Test of Scale

Print Loadings in Factor Analysis

Median Absolute Deviation

Local Polynomial Regression Fitting

makepredictcall

Utility Function for Safe Prediction

Compute Diagnostics for lsfit Regression Results

Multivariate Analysis of Variance

Highly Composite Numbers

Non-Linear Minimization

Control the Iterations in nls

Auxiliary for Controlling GLM Fitting

Extract the Number of Observations from a Fit.

Accessing Generalized Linear Model Fits

Plot Method for isoreg Objects

Integration of One-Dimensional Functions

Print lsfit Regression Results

Mauchly's Test of Sphericity

Test for Equal Means in a One-Way Layout

Plot a Seasonal or other Subseries from a Time Series

Optimization using PORT routines

General-purpose Optimization

Nonlinear Least Squares

Plot Diagnostics for an lm Object

Adjust P-values for Multiple Comparisons

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

pairwise.prop.test

Pairwise comparisons for proportions

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Plot Ridge Functions for Projection Pursuit Regression Fit

mantelhaen.test

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

Plot Step Functions

plot.profile.nls

Plot a profile.nls Object

Predict Method for GLM Fits

Model Predictions

Predict method for Linear Model Fits

Principal Components Analysis

Forecast from ARIMA fits

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

pairwise.t.test

Pairwise t tests

Manipulate Flat Contingency Tables

Tabulate p values for pairwise comparisons

Draw Rectangles Around Hierarchical Clusters

interaction.plot

Two-way Interaction Plot

Plotting Spectral Densities

Accessing Linear Model Fits

Printing and Formatting of Time-Series Objects

Fitter Functions for Linear Models

Set Parameters for Loess

Print Coefficient Matrices

Extract Log-Likelihood

Random 2-way Tables with Given Marginals

Random Wishart Distributed Matrices

Reshape Grouped Data

Ordinates for Probability Plotting

Extract Model Residuals

Projection Pursuit Regression

End Points Smoothing (for Running Medians)

Create a sortedXyData Object

Generic Function for Profiling Models

Plot Autocovariance and Autocorrelation Functions

Adjust for Missing Values

Plot Method for Kernel Density Estimation

Adjust for Missing Values

Compute Orthogonal Polynomials

Create a Power Link Object

One Dimensional Optimization

Power calculations for one and two sample t tests

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

GLM Anova Statistics

Defunct Functions in Package stats

Phillips-Perron Test for Unit Roots

Running Medians -- Robust Scatter Plot Smoothing

Predict Loess Curve or Surface

Scatter Plot with Smooth Curve Fitted by Loess

Predicting from Nonlinear Least Squares Fits

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

prop.trend.test

Test for trend in proportions

Interpolating Splines

Quantile-Quantile Plots

Encode the Terminal Times of Time Series

Extracting the Model Frame from a Formula or Fit

Choose a model by AIC in a Stepwise Algorithm

Find Longest Contiguous Stretch of non-NAs

Step Functions - Creation and Class

Handle Missing Values in Objects

Evaluate Derivatives Numerically

Seasonal Decomposition of Time Series by Loess

Include an Offset in a Model Formula

Methods for STL Objects

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Friedman's SuperSmoother

Time-Series Objects

Plot Multiple Time Series

Symbolic Number Coding

Method for Profiling nls Objects

Standard Deviation

Projections of Models

Set the Names in an Object

Shapiro-Wilk Normality Test

Test of Equal or Given Proportions

Reorder Levels of Factor

Construct Design Matrices

reorder.dendrogram

Reorder a Dendrogram

Tukey's (Running Median) Smoothing

plot.HoltWinters

Plot function for HoltWinters objects

Fit a Smoothing Spline

Plotting Time-Series Objects

Construct a terms Object from a Formula

Exact Poisson tests

One Dimensional Root (Zero) Finding

Principal Components Analysis

Taper a Time Series by a Cosine Bell

Estimate Spectral Density of a Time Series from AR Fit

Spectral Density Estimation

Summarizing Non-Linear Least-Squares Model Fits

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

summary.princomp

Summary method for Principal Components Analysis

Summarizing Linear Model Fits

Plot Regression Terms

Summary Method for Multivariate Analysis of Variance

Bind Two or More Time Series

Use Fixed-Interval Smoothing on Time Series

Student's t-Test

Weighted Arithmetic Mean

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

weighted.residuals

Compute Weighted Residuals

Form Symmetric Toeplitz Matrix

predict.smooth.spline

Predict from Smoothing Spline Fit

Methods for Time Series Objects

Pre-computations for a Plotting Object

Diagnostic Plots for Time-Series Fits

Tsp Attribute of Time-Series-like Objects

Update and Re-fit a Model Call

Sample Quantiles

reorder.default

Reorder Levels of a Factor

Cross Tabulation

Number of Replications of Terms

Extract Model Weights

Wilcoxon Rank Sum and Signed Rank Tests

Sets Contrasts for a Factor

Description of Terms Objects

Standard Errors for Contrasts in Model Terms

Sampling Times of Time Series

Construct Self-starting Nonlinear Models

F Test to Compare Two Variances

stats-deprecated

Deprecated Functions in Package stats

Rotation Methods for Factor Analysis

The R Stats Package

Calculate Variance-Covariance Matrix for a Fitted Model Object

Summarize an Analysis of Variance Model

Summarizing Generalized Linear Model Fits