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stats (version 3.2.4)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.2.4

License

Part of R 3.2.4

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.2.4)

Compute Summary Statistics of Data Subsets

Auto- and Cross- Covariance and -Correlation Function Estimation

Analysis of Deviance for Generalized Linear Model Fits

Add or Drop All Possible Single Terms to a Model

Akaike's An Information Criterion

Puts Arbitrary Margins on Multidimensional Tables or Arrays

ANOVA for Linear Model Fits

Compute an AR Process Exactly Fitting an ACF

Find Aliases (Dependencies) in a Model

ARIMA Modelling of Time Series -- Preliminary Version

Comparisons between Multivariate Linear Models

ARIMA Modelling of Time Series

Simulate from an ARIMA Model

Ansari-Bradley Test

Fit an Analysis of Variance Model

Fit Autoregressive Models to Time Series by OLS

Compute Theoretical ACF for an ARMA Process

Interpolation Functions

Fit Autoregressive Models to Time Series

Biplot of Multivariate Data

Convert ARMA Process to Infinite MA Process

Group Averages Over Level Combinations of Factors

Exact Binomial Test

Bandwidth Selectors for Kernel Density Estimation

The Binomial Distribution

asOneSidedFormula

Convert to One-Sided Formula

The Beta Distribution

Convert Objects to Class hclust

Bartlett Test of Homogeneity of Variances

Box-Pierce and Ljung-Box Tests

The Cauchy Distribution

biplot.princomp

Biplot for Principal Components

The (non-central) Chi-Squared Distribution

Classical (Metric) Multidimensional Scaling

Canonical Correlations

Probability of coincidences

case+variable.names

Case and Variable Names of Fitted Models

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Pearson's Chi-squared Test for Count Data

Confidence Intervals for Model Parameters

Convolution of Sequences via FFT

(Possibly Sparse) Contrast Matrices

Get and Set Contrast Matrices

Extract Model Coefficients

Cophenetic Distances for a Hierarchical Clustering

Test for Association/Correlation Between Paired Samples

Find Complete Cases

Correlation, Variance and Covariance (Matrices)

Linearly Constrained Optimization

Residual Degrees-of-Freedom

Plot Cumulative Periodogram

Cut a Tree into Groups of Data

Weighted Covariance Matrices

delete.response

Modify Terms Objects

Classical Seasonal Decomposition by Moving Averages

Symbolic and Algorithmic Derivatives of Simple Expressions

Kernel Density Estimation

Apply a Function to All Nodes of a Dendrogram

expand.model.frame

Add new variables to a model frame

Extract AIC from a Fitted Model

Effects from Fitted Model

Compute Efficiencies of Multistratum Analysis of Variance

Empirical Cumulative Distribution Function

Embedding a Time Series

Extract Coefficients in Original Coding

Distributions in the stats package

Discrete Integration: Inverse of Differencing

Distance Matrix Computation

Extract Model Fitted Values

Tukey Five-Number Summaries

The Gamma Distribution

Test if a Model's Formula is Empty

The Geometric Distribution

The Interquartile Range

The F Distribution

Fast Discrete Fourier Transform (FFT)

Get Initial Parameter Estimates

Auxiliary for Controlling GLM Fitting

Apply Smoothing Kernel

Smoothing Kernel Objects

Compute Allowed Changes in Adding to or Dropping from a Formula

The Hypergeometric Distribution

Holt-Winters Filtering

Family Objects for Models

Isotonic / Monotone Regression

Kalman Filtering

A Class for Lists of (Parts of) Model Fits

Robust Line Fitting

Linear Filtering on a Time Series

Fisher's Exact Test for Count Data

Fitting Generalized Linear Models

influence.measures

Regression Deletion Diagnostics

identify.hclust

Identify Clusters in a Dendrogram

Accessing Generalized Linear Model Fits

Kernel Regression Smoother

Kolmogorov-Smirnov Tests

Set Parameters for Loess

Print Loadings in Factor Analysis

Fitting Log-Linear Models

The Log Normal Distribution

Extract Components from a Model Frame

Median Polish of a Matrix

The Negative Binomial Distribution

Test for Equal Means in a One-Way Layout

Highly Composite Numbers

General-purpose Optimization

pairwise.t.test

Pairwise t tests

Tabulate p values for pairwise comparisons

K-Means Clustering

Regression Diagnostics

Kruskal-Wallis Rank Sum Test

Scatter Plot Smoothing

Fitting Linear Models

Compute Tables of Results from an Aov Model Fit

Construct Design Matrices

Compute Diagnostics for lsfit Regression Results

Find Longest Contiguous Stretch of non-NAs

Extract Model Formula from nls Object

Friedman Rank Sum Test

Draw a Heat Map

Hierarchical Clustering

Time Series Lag Plots

Lag a Time Series

Multivariate Analysis of Variance

makepredictcall

Utility Function for Safe Prediction

Adjust for Missing Values

mantelhaen.test

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

Mauchly's Test of Sphericity

Adjust for Missing Values

Inverse Interpolation

NLSstAsymptotic

Fit the Asymptotic Regression Model

Plot Autocovariance and Autocorrelation Functions

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Accessing Linear Model Fits

Fitter Functions for Linear Models

McNemar's Chi-squared Test for Count Data

Extract the Number of Observations from a Fit.

The Normal Distribution

Adjust P-values for Multiple Comparisons

Plotting Spectral Densities

pairwise.prop.test

Pairwise comparisons for proportions

Plot Step Functions

Power calculations for one and two sample t tests

predict.smooth.spline

Predict from Smoothing Spline Fit

Phillips-Perron Test for Unit Roots

prop.trend.test

Test for trend in proportions

Pre-computations for a Plotting Object

Quantile-Quantile Plots

Number of Replications of Terms

End Points Smoothing (for Running Medians)

Reshape Grouped Data

Fit a Smoothing Spline

Principal Components Analysis

Forecast from ARIMA fits

Printing and Formatting of Time-Series Objects

Print Coefficient Matrices

Generic Function for Profiling Models

Method for Profiling nls Objects

Tukey's (Running Median) Smoothing

Distribution of the Wilcoxon Signed Rank Statistic

Spectral Density Estimation

Fligner-Killeen Test of Homogeneity of Variances

Formula Notation for Flat Contingency Tables

Integration of One-Dimensional Functions

Flat Contingency Tables

interaction.plot

Two-way Interaction Plot

Mahalanobis Distance

Create a Link for GLM Families

Plot a Seasonal or other Subseries from a Time Series

Mood Two-Sample Test of Scale

The Multinomial Distribution

Plot Method for isoreg Objects

Plot Diagnostics for an lm Object

Model Predictions

Predict method for Linear Model Fits

Random 2-way Tables with Given Marginals

Manipulate Flat Contingency Tables

Random Wishart Distributed Matrices

Set the Names in an Object

Scatter Plot with Smooth Curve Fitted by Loess

Interpolating Splines

Self-Starting Nls Logistic Model

Seasonal Decomposition of Time Series by Loess

Self-Starting Nls Michaelis-Menten Model

Methods for STL Objects

Time-Series Objects

Plot Multiple Time Series

The Uniform Distribution

One Dimensional Root (Zero) Finding

The Logistic Distribution

Extract Log-Likelihood

Find the Least Squares Fit

Print lsfit Regression Results

Non-Linear Minimization

Control the Iterations in nls

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

One Dimensional Optimization

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Handle Missing Values in Objects

Include an Offset in a Model Formula

Evaluate Derivatives Numerically

Plot Method for Kernel Density Estimation

plot.HoltWinters

Plot function for HoltWinters objects

Plotting Time-Series Objects

The Poisson Distribution

Create a Power Link Object

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Principal Components Analysis

Exact Poisson tests

Ordinates for Probability Plotting

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Predict Loess Curve or Surface

Projection Pursuit Regression

Predicting from Nonlinear Least Squares Fits

Test of Equal or Given Proportions

Projections of Models

Draw Rectangles Around Hierarchical Clusters

Reorder Levels of Factor

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Taper a Time Series by a Cosine Bell

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Gompertz Growth Model

Summarize an Analysis of Variance Model

Fit Structural Time Series

Construct a terms Object from a Formula

Tsp Attribute of Time-Series-like Objects

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Use Fixed-Interval Smoothing on Time Series

Sample Quantiles

reorder.default

Reorder Levels of a Factor

reorder.dendrogram

Reorder a Dendrogram

Self-Starting Nls Asymptotic Regression Model

Standard Deviation

Self-Starting Nls Asymptotic Regression Model with an Offset

F Test to Compare Two Variances

Rotation Methods for Factor Analysis

Weighted Arithmetic Mean

weighted.residuals

Compute Weighted Residuals

Self-Starting Nls Weibull Growth Curve Model

Estimate Spectral Density of a Time Series from AR Fit

Create a sortedXyData Object

Encode the Terminal Times of Time Series

Choose a model by AIC in a Stepwise Algorithm

Symbolic Number Coding

Step Functions - Creation and Class

Student's t-Test

Bind Two or More Time Series

Diagnostic Plots for Time-Series Fits

Self-Starting Nls Asymptotic Regression Model through the Origin

Shapiro-Wilk Normality Test

Self-Starting Nls Biexponential model

GLM Anova Statistics

Defunct Functions in Package stats

stats-deprecated

Deprecated Functions in Package stats

The R Stats Package

Summary Method for Multivariate Analysis of Variance

Summarizing Non-Linear Least-Squares Model Fits

Plot Ridge Functions for Projection Pursuit Regression Fit

Predict Method for GLM Fits

plot.profile.nls

Plot a profile.nls Object

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Running Medians -- Robust Scatter Plot Smoothing

Extract Model Residuals

Standard Errors for Contrasts in Model Terms

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Construct Self-starting Nonlinear Models

Summarizing Generalized Linear Model Fits

The Student t Distribution

Summarizing Linear Model Fits

Description of Terms Objects

Plot Regression Terms

Sampling Times of Time Series

Update and Re-fit a Model Call

Extract Model Weights

Self-Starting Nls First-order Compartment Model

summary.princomp

Summary method for Principal Components Analysis

Friedman's SuperSmoother

Form Symmetric Toeplitz Matrix

The Studentized Range Distribution

Methods for Time Series Objects

Compute Tukey Honest Significant Differences

Sets Contrasts for a Factor

Distribution of the Wilcoxon Rank Sum Statistic

Calculate Variance-Covariance Matrix for a Fitted Model Object

The Weibull Distribution

Wilcoxon Rank Sum and Signed Rank Tests