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stats (version 3.5.3)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.5.3

License

Part of R 3.5.3

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.5.3)

The Hypergeometric Distribution

Distribution of the Wilcoxon Rank Sum Statistic

Inverse Interpolation

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

The Beta Distribution

Convert ARMA Process to Infinite MA Process

The Normal Distribution

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

The Poisson Distribution

Extract Model Coefficients

Printing and Formatting of Time-Series Objects

Fit Structural Time Series

Holt-Winters Filtering

Auto- and Cross- Covariance and -Correlation Function Estimation

Self-Starting Nls Biexponential model

Self-Starting Nls First-order Compartment Model

Compute an AR Process Exactly Fitting an ACF

Accessing Generalized Linear Model Fits

Add or Drop All Possible Single Terms to a Model

Fit Autoregressive Models to Time Series

Kernel Regression Smoother

Exact Binomial Test

Formula Notation for Flat Contingency Tables

The Student t Distribution

Extract Log-Likelihood

Compute Allowed Changes in Adding to or Dropping from a Formula

Fit Autoregressive Models to Time Series by OLS

ARIMA Modelling of Time Series -- Preliminary Version

Confidence Intervals for Model Parameters

Biplot of Multivariate Data

Convert Objects to Class hclust

Box-Pierce and Ljung-Box Tests

Canonical Correlations

Find Complete Cases

(Possibly Sparse) Contrast Matrices

Friedman Rank Sum Test

delete.response

Modify Terms Objects

The Cauchy Distribution

Get and Set Contrast Matrices

Linearly Constrained Optimization

Exact Poisson tests

Auxiliary for Controlling GLM Fitting

Cut a Tree into Groups of Data

Classical Seasonal Decomposition by Moving Averages

Empirical Cumulative Distribution Function

Mauchly's Test of Sphericity

Apply a Function to All Nodes of a Dendrogram

Compute Efficiencies of Multistratum Analysis of Variance

Factor Analysis

Extract Model Fitted Values

The Gamma Distribution

Robust Line Fitting

Tukey Five-Number Summaries

Compute Theoretical ACF for an ARMA Process

Extract Model Formula from nls Object

Get Initial Parameter Estimates

Fitting Generalized Linear Models

Test for Association/Correlation Between Paired Samples

Taper a Time Series by a Cosine Bell

Accessing Linear Model Fits

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Find Highly Composite Numbers

Kolmogorov-Smirnov Tests

Fitter Functions for Linear Models

Comparisons between Multivariate Linear Models

Distributions in the stats package

Self-Starting Nls Gompertz Growth Model

identify.hclust

Identify Clusters in a Dendrogram

Print Coefficient Matrices

Mahalanobis Distance

mantelhaen.test

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

Create a Link for GLM Families

A Class for Lists of (Parts of) Model Fits

The Binomial Distribution

Set Parameters for Loess

Classical (Metric) Multidimensional Scaling

One Dimensional Optimization

Test for Equal Means in a One-Way Layout

The F Distribution

Integration of One-Dimensional Functions

General-purpose Optimization

Plot Autocovariance and Autocorrelation Functions

Plot Method for Kernel Density Estimation

Self-Starting Nls Asymptotic Regression Model with an Offset

The Interquartile Range

Compute Orthogonal Polynomials

Create a Power Link Object

Tukey's (Running Median) Smoothing

Family Objects for Models

asOneSidedFormula

Convert to One-Sided Formula

Model Predictions

Adjust P-values for Multiple Comparisons

Forecast from ARIMA fits

Non-Linear Minimization

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Asymptotic Regression Model

Predict Loess Curve or Surface

Predicting from Nonlinear Least Squares Fits

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Kalman Filtering

Random 2-way Tables with Given Marginals

pairwise.prop.test

Pairwise comparisons for proportions

Principal Components Analysis

Random Wishart Distributed Matrices

Symbolic and Algorithmic Derivatives of Simple Expressions

Ansari-Bradley Test

The Negative Binomial Distribution

Linear Filtering on a Time Series

Reshape Grouped Data

Extract Model Residuals

NLSstAsymptotic

Fit the Asymptotic Regression Model

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Bartlett Test of Homogeneity of Variances

Fit an Analysis of Variance Model

Student's t-Test

The Multinomial Distribution

Self-Starting Nls Logistic Model

Akaike's An Information Criterion

Interpolation Functions

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Interpolating Splines

The Geometric Distribution

Kruskal-Wallis Rank Sum Test

Summarizing Linear Model Fits

The (non-central) Chi-Squared Distribution

Self-Starting Nls Asymptotic Regression Model through the Origin

The Exponential Distribution

Summary Method for Multivariate Analysis of Variance

The Log Normal Distribution

Self-Starting Nls Michaelis-Menten Model

Convolution of Sequences via FFT

The R Stats Package

Puts Arbitrary Margins on Multidimensional Tables or Arrays

biplot.princomp

Biplot for Principal Components

Description of Terms Objects

The Uniform Distribution

Bandwidth Selectors for Kernel Density Estimation

Plot Regression Terms

Print Loadings in Factor Analysis

Sampling Times of Time Series

SSD Matrix and Estimated Variance Matrix in Multivariate Models

The Weibull Distribution

Sample Quantiles

Correlation, Variance and Covariance (Matrices)

Group Averages Over Level Combinations of Factors

One Dimensional Root (Zero) Finding

Plot Cumulative Periodogram

Draw a Heat Map

Projections of Models

Embedding a Time Series

Update and Re-fit a Model Call

Pearson's Chi-squared Test for Count Data

Weighted Covariance Matrices

Test of Equal or Given Proportions

Effects from Fitted Model

ANOVA for Linear Model Fits

The Logistic Distribution

Residual Degrees-of-Freedom

Choose a model by AIC in a Stepwise Algorithm

Optimization using PORT routines

Tsp Attribute of Time-Series-like Objects

Compute Summary Statistics of Data Subsets

ARIMA Modelling of Time Series

Apply Smoothing Kernel

Extract the Number of Observations from a Fit.

The Studentized Range Distribution

Handle Missing Values in Objects

influence.measures

Regression Deletion Diagnostics

Seasonal Decomposition of Time Series by Loess

Fit a Smoothing Spline

Discrete Integration: Inverse of Differencing

Analysis of Deviance for Generalized Linear Model Fits

Evaluate Derivatives Numerically

Distance Matrix Computation

Fast Discrete Fourier Transform (FFT)

Flat Contingency Tables

McNemar's Chi-squared Test for Count Data

Self-Starting Nls Weibull Growth Curve Model

Estimate Spectral Density of a Time Series from AR Fit

Extract Coefficients in Original Coding

Local Polynomial Regression Fitting

Extract AIC from a Fitted Model

Predict method for Linear Model Fits

K-Means Clustering

makepredictcall

Utility Function for Safe Prediction

Print lsfit Regression Results

Find Longest Contiguous Stretch of non-NAs

Smoothing Kernel Objects

Probability of coincidences

interaction.plot

Two-way Interaction Plot

Fitting Linear Models

Extract Components from a Model Frame

Spectral Density Estimation

End Points Smoothing (for Running Medians)

Find Aliases (Dependencies) in a Model

Regression Diagnostics

Methods for STL Objects

expand.model.frame

Add new variables to a model frame

Multivariate Analysis of Variance

Plot Method for isoreg Objects

Diagnostic Plots for Time-Series Fits

Compute Diagnostics for lsfit Regression Results

Distribution of the Wilcoxon Signed Rank Statistic

Standard Deviation

Ordinates for Probability Plotting

Sets Contrasts for a Factor

Fisher's Exact Test for Count Data

Compute Tables of Results from an Aov Model Fit

Median Polish (Robust Twoway Decomposition) of a Matrix

Simulate Responses

Plot Diagnostics for an lm Object

Simulate from an ARIMA Model

Compute Tukey Honest Significant Differences

Summarizing Non-Linear Least-Squares Model Fits

Adjust for Missing Values

Projection Pursuit Regression

Adjust for Missing Values

Time Series Lag Plots

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Method for Profiling nls Objects

case+variable.names

Case and Variable Names of Fitted Models

Kernel Density Estimation

Plotting Time-Series Objects

General Tree Structures

Construct a terms Object from a Formula

Cophenetic Distances for a Hierarchical Clustering

Nonlinear Least Squares

Summarize an Analysis of Variance Model

Fitting Log-Linear Models

Hierarchical Clustering

Defunct Functions in Package stats

Mood Two-Sample Test of Scale

Summarizing Generalized Linear Model Fits

Create a sortedXyData Object

Principal Components Analysis

Control the Iterations in nls

Lag a Time Series

Phillips-Perron Test for Unit Roots

Extracting the Model Frame from a Formula or Fit

stats-deprecated

Deprecated Functions in Package stats

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Plotting Spectral Densities

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Generic Function for Profiling Models

Fligner-Killeen Test of Homogeneity of Variances

weighted.residuals

Compute Weighted Residuals

Median Absolute Deviation

Predict Method for GLM Fits

Test if a Model's Formula is Empty

Scatter Plot Smoothing

Weighted Arithmetic Mean

Running Medians -- Robust Scatter Plot Smoothing

Time-Series Objects

Cross Tabulation

Include an Offset in a Model Formula

Isotonic / Monotone Regression

Extract Residual Standard Deviation 'Sigma'

Manipulate Flat Contingency Tables

Scatter Plot with Smooth Curve Fitted by Loess

Plot a Seasonal or other Subseries from a Time Series

plot.HoltWinters

Plot function for HoltWinters objects

Find the Least Squares Fit

Reorder Levels of Factor

Draw Rectangles Around Hierarchical Clusters

Construct Design Matrices

Plot Ridge Functions for Projection Pursuit Regression Fit

Symbolic Number Coding

Standard Errors for Contrasts in Model Terms

predict.smooth.spline

Predict from Smoothing Spline Fit

pairwise.t.test

Pairwise t tests

Rotation Methods for Factor Analysis

Wilcoxon Rank Sum and Signed Rank Tests

Plot Step Functions

Bind Two or More Time Series

Use Fixed-Interval Smoothing on Time Series

summary.princomp

Summary method for Principal Components Analysis

Extract Model Weights

Tabulate p values for pairwise comparisons

plot.profile.nls

Plot a profile.nls Object

Power calculations for one and two sample t tests

Step Functions - Creation and Class

reorder.default

Reorder Levels of a Factor

Friedman's SuperSmoother

prop.trend.test

Test for trend in proportions

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Shapiro-Wilk Normality Test

Construct Self-starting Nonlinear Models

Pre-computations for a Plotting Object

reorder.dendrogram

Reorder a Dendrogram

GLM Anova Statistics

F Test to Compare Two Variances

Calculate Variance-Covariance Matrix for a Fitted Model Object

Quantile-Quantile Plots

Methods for Time Series Objects

Number of Replications of Terms

Set the Names in an Object

Encode the Terminal Times of Time Series

Plot Multiple Time Series

Form Symmetric Toeplitz Matrix