Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

stats

ADcritBurr
Auxiliary quantlet for estBurr.
ADcritexp
auxiliary quantlet for estexp.
ADcritgamma
auxiliary quantlet for estgamma.
ADcritln
auxiliary quantlet for estln.
ADcritmixexp
auxiliary quantlet for estmixexp.
ADcritPareto
auxiliary quantlet for estPareto.
ADcritWeibull
auxiliary quantlet for estWeibull.
adstat
calculates Anderson-Darling statistics
anddar
performs an Anderson-Darling test for a goodness of fit for normal, exponential or uniform distributions.
anova
anova runs Simple Analysis of Variance
bootstrap
calculates from data vector x different bootstrap replications
boxcox
computes the Box-Cox transformation of x
boxcoxdens
shows the density before and after a Box-Cox transformation of x.
caanalyse
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
caaxe
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
cacheckvar
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
cadisplay
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
cagetdata
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
canaxe
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
canegat
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
castr
supplementary quantlet for corresp which performs correspondence analysis for a contingency table
categorize
creates dummy variables from a data with respect to distinct realizations. The default reference category is the minimal value in each column. Alternatively, categorization can be done by giving a value or the index (rank among the realizations) in a column.
cdfcl
Computes the values of the cumulative distribution function of classificated data at the point x
corresp
corresp executes Correspondence Analysis which analyses and describes a contingency table cross-tabulations) in terms of a reduced number of dimensions. Correspondence Analysis can be viewed as finding the best simultaneous representation of two sets that comprise the rows and columns of a data mat
covcl
Computes the covariance structure of a given interval bounds matrix of classified data.
CPC
CPC computes the common eigenmatrix, eigenvalues, corresponding standard errors and estimated population covariance matrices from sample covariances of k groups using maximum likelihood
CPCp
CPCp computes the common eigenmatrix, eigenvalues, corresponding standard errors, and estimated population covariance matrices from sample covariances of k groups assuming q common eigenvectors in B; CPCp uses maximum likelihood
CPCprop
CPCprop computes the common eigenmatrix, eigenvalues, correlation coefficients, their standard errors and their estimated population covariance matrices from sample covariances of k groups under the restriction that eigenvalues among groups are linked by a positive constant. Estimation is done usin
crosstable
computes pairwise crosstables from all columns of a data matrix, gives the result of a Chi-square independence test and computes contingency coefficients.
cvBurr
auxiliary quantlet for estBurr. It simulates values of EDF statistics for given parameters and estimation method.
cvexp
auxiliary quantlet for estexp. It simulates values of EDF statistics for given parameters and estimation method.
cvgamma
auxiliary quantlet for estgamma. It simulates values of EDF statistics for given parameters and estimation method.
cvln
auxiliary quantlet for estln. It simulates values of EDF statistics for given parameters and estimation method.
cvmixexp
auxiliary quantlet for estmixexp. It simulates values of EDF statistics for given parameters and estimation method.
cvPareto
auxiliary quantlet for estPareto. It simulates values of EDF statistics for given parameters and estimation method.
cvWeibull
auxiliary quantlet for estWeibull. It simulates values of EDF statistics for given parameters and estimation method.
descriptive
provides extensive descriptive statistics for the columns of a data matrix. An additional vector of name strings can be given to identify columns by names.
DOcorr
performs a doubly ordered correspondence analysis on a two-way contingency table
DOcorrOrPoly
auxiliary quantlet for DOcorr
draftman
Generates a draftman plot of X.
estBurr
computes estimators of parameters (alpha, lambda, tau) of the Burr distribution.
estexp
computes estimators of parameter (beta) of exponential distribution.
estgamma
computes estimators of parameters (alpha, beta) of gamma distribution.
estln
computes estimators of parameters (mu, sigma) of lognormal distribution.
estmixexp
computes estimators of parameters (a, beta1, beta2) of mixture of 2 exponentials distribution.
estmommixexp
computes method of moments (MoM) estimators of parameters (a, beta1, beta2) of mixture of 2 exponentials distribution.
estPareto
computes estimators of parameters (alpha, lambda) of Pareto distribution.
estWeibull
computes estimators of parameters (beta, tau) of Weibull distribution.
eterlangexacttest
runs the exact likelihood ratio test of the scale parameter of the Erlang distribution
etexpexacttest
runs the exact likelihood ratio test of the scale parameter of the exponential distribution
etgammaexacttest
runs the exact likelihood ratio test of the scale parameter of the Gamma distribution
etidivf
auxiliary quantlet for etgammaexacttest, computes x-log(x)-value. Used for root finding.
factor
factor performs a Factor Analysis for x (principal component, principal axes). For each method you can interactively between two different criteria for the factors. At the end you get a draftman plot of the the chosen factors.
factoranalysis
performs factor analysis on the data using three different methods and extracts k factors
factorlikehood
auxiliary quantlet for factoranalysis.xpl, which computes the likelihood function
factorrot
performs a rotation of factors from factor analysis
fivenum
computes the five number summary consisting of the minimum and maximum, the quartiles and the median.
FluryStepUp
computes sequentially all possible CPC and CPCp models: Beginning with the proportional model, it steps down to the full CPC model and estimates subsequently all possible CPCp models. Additionally to Chi-Square-Statistics, it provides the Akaike (AIC) and Schwarz (SIC) Information Criteria for mode
frequency
provides frequency tables for all columns of a matrix. An additional vector of name strings can be given to identify columns by names.
ftest
ftest runs ftest
hazard
Nonparametric estimator of the hazard rate. The bandwidth parameter can be optionally chosen.
hinesplot
computes the Hines & Hines plot for a fixed p and a set of quantiles.
ICAjadeR
performs an Independent Component Analysis on X and extracts m components. It uses the so called JADE algorithm for real valued signals.
kaplanmeier
Calculation of the Kaplan-Meir (product limit) estimator of the hazard rate and the survivor function for a set of durations. The first column of the input is a censorship indicator variable, (equal to zero if the duration is censored, and to one otherwise); the second column is the duration.
kstat
calculates Kolmogorov statistics
levene
levene runs Levene-test
linreg
Computes the Generalized Least Squares estimate for the coefficients of a linear model.
linregbs
linregbs computes a backward elimination of a multiple linear regression model.
linregfs
linregfs computes a simple forward selection for a multiple linear regression model.
linregfs2
computes a forward selection for a multiple linear regression model.
linregopt
sets optional parameters for linregbs, linregfs2 and linregstep.
linregres
linregres computes some residual analysis for a linear regression.
linregstep
linregstep computes a stepwise regression for a multiple linear regression model.
loglikBurr
auxiliary function for estBurr.
loglikgamma
auxiliary quantlet for estgamma.
loglikmixexp
auxiliary quantlet for estmixexp.
loglikPareto
auxiliary quantlet for estPareto.
loglikWeibull
auxiliary quantlet for estWeibull
lorenz
calculates the measures of concentration of Gini and Herfindahl
meancl
Computes the mean of the columns of classified data
mediancl
Computes the empirical medians of a classified data set.
mlhyp
estimates distributional parameters of univariate Hyperbolic (HYP) distributed variable
mlnig
estimates the distributional parameters of univariate Normal Inverse Gaussian (NIG) distributed variable
moduscl
Computes the modus structure of a given interval bounds matrix (classified data)
outputanova
creates a anova table for linregbs, linregfs, linregstep
outputbs
creates the parameter output for linregbs.
outputfs2
creates the parameter output for linregfs2
outputpar
creates the parameter output for linregbs, linregfs, linregstep
outputstep
creates the parameter output for linregstep
pca
PCA performs a Principal Component Analysis for x. It is possible to choose interactively between different criteria for the PCA's and confidence intervals.
plotDOcorr
plotting quantlet for the quantlet DOcorr
probbs
sets optional parameters for linregbs interactively
probfs2
sets optional parameters for linregfs interactively
probsw
sets optional parameters for linregstep interactively
quantilecl
Computes the empirical quantiles of a classified data set.
rankcorr
computes rank correlation coefficients according to Spearman and Kendall. In the case of ties, corrected versions are computed.
relation
Computes the relation coefficients (chi^2, contingency, corrected contingency, spearman rank, bravais-pearson) for the data x.
relationchi2
Computes the Chi^2 coefficients for discrete data.
relationcont
Computes the contingency coefficient for discrete data.
relationcorr
Computes the bravais-pearson correlation for metric data.
relationcorrcont
Computes the corrected contingency coefficient for discrete data.
relationrank
Computes the rank correlation of spearman for ordinal data.
simdep
Computes the simplicial depth estimate of location
stabcull
returns parameter estimates of stable distribution using McCulloch's method
stabmom
returns parameter estimates of stable distribution using the method of moments
stabreg
returns parameter estimates of stable distribution using regression method
statsmain
sets defaults for library stats.
statstest
executes some tests for the quantlets defined in stats.lib. Is invoked by vertestl().
summarize
provides a short summary table (min, max, mean, median standard error) for all columns of a data matrix. An additional vector of name strings can be given to identify columns by names.
summarizex
provides a summary table (containing: N, Nmiss, min, max, mean, standard error, 1%, 10%, 25%, 50%, 75%, 90%, 99% quantiles) for all columns of a data matrix. Missings values are omitted. An additional vector of name strings can be given to identify the columns by names.
table2
computes a two way table from two-dimensional data.
tableN
tableN returns a N way table for N-dimensional data.
ttest
runs a t-test
varcl
Computes the variance of elements of a given interval bounds matrix (classified data)
varimax
performs a varimax rotation of loadings by maximizing the so-called varimax criterion
varimaxval
auxiliary quantlet for varimax, it calculates the value of the varimax negative criterion
wilcoxon2
performs the two-sample Wilcoxon test
wilgenfun
calculates coefficients of the generating function of Wilcoxon test statistic

Keywords - Function Groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 05.02.2006Impressum