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stats (version 3.6.1)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.6.1

License

Part of R 3.6.1

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.6.1)

The Beta Distribution

The F Distribution

The Cauchy Distribution

Compute Theoretical ACF for an ARMA Process

Akaike's An Information Criterion

The Exponential Distribution

The Binomial Distribution

Convert ARMA Process to Infinite MA Process

The (non-central) Chi-Squared Distribution

Distributions in the stats package

Holt-Winters Filtering

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Multinomial Distribution

The Gamma Distribution

The Geometric Distribution

The Poisson Distribution

Kalman Filtering

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

The Normal Distribution

The Interquartile Range

Inverse Interpolation

Self-Starting Nls Asymptotic Regression Model with an Offset

The Hypergeometric Distribution

Self-Starting Nls Asymptotic Regression Model through the Origin

The Logistic Distribution

The Log Normal Distribution

Self-Starting Nls Michaelis-Menten Model

Self-Starting Nls Logistic Model

Distribution of the Wilcoxon Rank Sum Statistic

Self-Starting Nls Weibull Growth Curve Model

Auto- and Cross- Covariance and -Correlation Function Estimation

Distribution of the Wilcoxon Signed Rank Statistic

The Student t Distribution

The Weibull Distribution

Fit Structural Time Series

The Uniform Distribution

The Negative Binomial Distribution

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Self-Starting Nls Biexponential model

Interpolation Functions

Fit an Analysis of Variance Model

The Studentized Range Distribution

Self-Starting Nls Four-Parameter Logistic Model

Fit Autoregressive Models to Time Series by OLS

Self-Starting Nls Asymptotic Regression Model

Biplot of Multivariate Data

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Fit Autoregressive Models to Time Series

Exact Binomial Test

asOneSidedFormula

Convert to One-Sided Formula

ARIMA Modelling of Time Series

Compute Tukey Honest Significant Differences

Simulate from an ARIMA Model

Self-Starting Nls Gompertz Growth Model

Group Averages Over Level Combinations of Factors

Box-Pierce and Ljung-Box Tests

Canonical Correlations

Find Aliases (Dependencies) in a Model

Self-Starting Nls First-order Compartment Model

Compute an AR Process Exactly Fitting an ACF

Add or Drop All Possible Single Terms to a Model

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Compute Summary Statistics of Data Subsets

Analysis of Deviance for Generalized Linear Model Fits

case+variable.names

Case and Variable Names of Fitted Models

ANOVA for Linear Model Fits

(Possibly Sparse) Contrast Matrices

Find Complete Cases

Test for Association/Correlation Between Paired Samples

Correlation, Variance and Covariance (Matrices)

Extract Model Coefficients

ARIMA Modelling of Time Series -- Preliminary Version

Convert Objects to Class hclust

Pearson's Chi-squared Test for Count Data

Confidence Intervals for Model Parameters

Classical (Metric) Multidimensional Scaling

Get and Set Contrast Matrices

Residual Degrees-of-Freedom

Linearly Constrained Optimization

Kernel Density Estimation

General Tree Structures

Effects from Fitted Model

Embedding a Time Series

Extract Coefficients in Original Coding

Distance Matrix Computation

Discrete Integration: Inverse of Differencing

Compute Allowed Changes in Adding to or Dropping from a Formula

Fast Discrete Fourier Transform (FFT)

Family Objects for Models

Factor Analysis

Comparisons between Multivariate Linear Models

Bandwidth Selectors for Kernel Density Estimation

Ansari-Bradley Test

Convolution of Sequences via FFT

Extract Model Fitted Values

Fligner-Killeen Test of Homogeneity of Variances

Cut a Tree into Groups of Data

Cophenetic Distances for a Hierarchical Clustering

Classical Seasonal Decomposition by Moving Averages

Auxiliary for Controlling GLM Fitting

Probability of coincidences

Bartlett Test of Homogeneity of Variances

biplot.princomp

Biplot for Principal Components

Weighted Covariance Matrices

Plot Cumulative Periodogram

Accessing Generalized Linear Model Fits

delete.response

Modify Terms Objects

Apply a Function to All Nodes of a Dendrogram

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Extract AIC from a Fitted Model

Friedman Rank Sum Test

expand.model.frame

Add new variables to a model frame

identify.hclust

Identify Clusters in a Dendrogram

Extract Model Formula from nls Object

Hierarchical Clustering

Test if a Model's Formula is Empty

Isotonic / Monotone Regression

influence.measures

Regression Deletion Diagnostics

Flat Contingency Tables

Apply Smoothing Kernel

Tukey Five-Number Summaries

Draw a Heat Map

Kruskal-Wallis Rank Sum Test

Accessing Linear Model Fits

K-Means Clustering

Robust Line Fitting

Formula Notation for Flat Contingency Tables

Scatter Plot Smoothing

Fitting Log-Linear Models

mantelhaen.test

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

Symbolic and Algorithmic Derivatives of Simple Expressions

Empirical Cumulative Distribution Function

Compute Efficiencies of Multistratum Analysis of Variance

Integration of One-Dimensional Functions

Fitter Functions for Linear Models

Mauchly's Test of Sphericity

Mahalanobis Distance

Fitting Linear Models

interaction.plot

Two-way Interaction Plot

Create a Link for GLM Families

Find Highly Composite Numbers

Optimization using PORT routines

Set Parameters for Loess

Regression Diagnostics

Extract Log-Likelihood

Non-Linear Minimization

Nonlinear Least Squares

Lag a Time Series

Smoothing Kernel Objects

Time Series Lag Plots

Mood Two-Sample Test of Scale

Fisher's Exact Test for Count Data

Linear Filtering on a Time Series

Include an Offset in a Model Formula

Tabulate p values for pairwise comparisons

power.prop.test

Power Calculations for Two-Sample Test for Proportions

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Evaluate Derivatives Numerically

pairwise.t.test

Pairwise t tests

Principal Components Analysis

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Median Absolute Deviation

Find the Least Squares Fit

Plot Autocovariance and Autocorrelation Functions

Compute Diagnostics for lsfit Regression Results

A Class for Lists of (Parts of) Model Fits

Median Polish (Robust Twoway Decomposition) of a Matrix

Print lsfit Regression Results

Extract Components from a Model Frame

Plot Method for Kernel Density Estimation

Power calculations for one and two sample t tests

Principal Components Analysis

Phillips-Perron Test for Unit Roots

Extracting the Model Frame from a Formula or Fit

Get Initial Parameter Estimates

Construct Design Matrices

Plotting Time-Series Objects

Printing and Formatting of Time-Series Objects

Fitting Generalized Linear Models

Test for Equal Means in a One-Way Layout

Adjust P-values for Multiple Comparisons

Compute Tables of Results from an Aov Model Fit

General-purpose Optimization

Plot a Seasonal or other Subseries from a Time Series

McNemar's Chi-squared Test for Count Data

predict.smooth.spline

Predict from Smoothing Spline Fit

Pre-computations for a Plotting Object

Exact Poisson tests

Print Coefficient Matrices

Create a sortedXyData Object

Sample Quantiles

Scatter Plot with Smooth Curve Fitted by Loess

Running Medians -- Robust Scatter Plot Smoothing

End Points Smoothing (for Running Medians)

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Standard Deviation

Kolmogorov-Smirnov Tests

pairwise.prop.test

Pairwise comparisons for proportions

Handle Missing Values in Objects

One Dimensional Optimization

Find Longest Contiguous Stretch of non-NAs

Model Predictions

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Plot Ridge Functions for Projection Pursuit Regression Fit

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

plot.profile.nls

Plot a profile.nls Object

plot.HoltWinters

Plot function for HoltWinters objects

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

Predict Loess Curve or Surface

Forecast from ARIMA fits

Compute Orthogonal Polynomials

Reorder Levels of Factor

Predicting from Nonlinear Least Squares Fits

Standard Errors for Contrasts in Model Terms

Draw Rectangles Around Hierarchical Clusters

Manipulate Flat Contingency Tables

reorder.dendrogram

Reorder a Dendrogram

Kernel Regression Smoother

Print Loadings in Factor Analysis

Taper a Time Series by a Cosine Bell

Spectral Density Estimation

Choose a model by AIC in a Stepwise Algorithm

Summarize an Analysis of Variance Model

Construct a terms Object from a Formula

Summarizing Generalized Linear Model Fits

Local Polynomial Regression Fitting

Student's t-Test

Step Functions - Creation and Class

Plot Regression Terms

F Test to Compare Two Variances

Construct Self-starting Nonlinear Models

Projections of Models

Friedman's SuperSmoother

Encode the Terminal Times of Time Series

Interpolating Splines

Symbolic Number Coding

Extract Model Weights

Wilcoxon Rank Sum and Signed Rank Tests

Diagnostic Plots for Time-Series Fits

Tsp Attribute of Time-Series-like Objects

Rotation Methods for Factor Analysis

Create a Power Link Object

Test of Equal or Given Proportions

Calculate Variance-Covariance Matrix for a Fitted Model Object

Multivariate Analysis of Variance

makepredictcall

Utility Function for Safe Prediction

reorder.default

Reorder Levels of a Factor

Number of Replications of Terms

Shapiro-Wilk Normality Test

Set the Names in an Object

stats-deprecated

Deprecated Functions in Package stats

Ordinates for Probability Plotting

Projection Pursuit Regression

Adjust for Missing Values

Adjust for Missing Values

Generic Function for Profiling Models

Method for Profiling nls Objects

Plot Step Functions

Extract the Number of Observations from a Fit.

Plot Diagnostics for an lm Object

Plotting Spectral Densities

Control the Iterations in nls

Plot Method for isoreg Objects

Description of Terms Objects

Summarizing Non-Linear Least-Squares Model Fits

The R Stats Package

summary.princomp

Summary method for Principal Components Analysis

Predict Method for GLM Fits

prop.trend.test

Test for trend in proportions

Predict method for Linear Model Fits

Defunct Functions in Package stats

Quantile-Quantile Plots

GLM Anova Statistics

Tukey's (Running Median) Smoothing

Fit a Smoothing Spline

Methods for STL Objects

Seasonal Decomposition of Time Series by Loess

Form Symmetric Toeplitz Matrix

Methods for Time Series Objects

Sampling Times of Time Series

Time-Series Objects

Update and Re-fit a Model Call

weighted.residuals

Compute Weighted Residuals

One Dimensional Root (Zero) Finding

Weighted Arithmetic Mean

Cross Tabulation

Plot Multiple Time Series

Random 2-way Tables with Given Marginals

Random Wishart Distributed Matrices

Reshape Grouped Data

Bind Two or More Time Series

Summarizing Linear Model Fits

Extract Model Residuals

Estimate Spectral Density of a Time Series from AR Fit

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Summary Method for Multivariate Analysis of Variance

Use Fixed-Interval Smoothing on Time Series

Sets Contrasts for a Factor