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stats (version 3.2.5)

The R Stats Package

Description

R statistical functions.

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Version

Version

3.2.5

License

Part of R 3.2.5

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.2.5)

Auto- and Cross- Covariance and -Correlation Function Estimation

Compute an AR Process Exactly Fitting an ACF

ANOVA for Linear Model Fits

Akaike's An Information Criterion

Find Aliases (Dependencies) in a Model

Compute Summary Statistics of Data Subsets

Add or Drop All Possible Single Terms to a Model

Analysis of Deviance for Generalized Linear Model Fits

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Comparisons between Multivariate Linear Models

Fit an Analysis of Variance Model

Compute Theoretical ACF for an ARMA Process

Ansari-Bradley Test

Fit Autoregressive Models to Time Series

ARIMA Modelling of Time Series -- Preliminary Version

Simulate from an ARIMA Model

Interpolation Functions

Fit Autoregressive Models to Time Series by OLS

ARIMA Modelling of Time Series

Bartlett Test of Homogeneity of Variances

Convert ARMA Process to Infinite MA Process

Biplot of Multivariate Data

Exact Binomial Test

asOneSidedFormula

Convert to One-Sided Formula

The Beta Distribution

Convert Objects to Class hclust

Group Averages Over Level Combinations of Factors

The Binomial Distribution

Bandwidth Selectors for Kernel Density Estimation

biplot.princomp

Biplot for Principal Components

case+variable.names

Case and Variable Names of Fitted Models

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

The (non-central) Chi-Squared Distribution

Canonical Correlations

Box-Pierce and Ljung-Box Tests

Classical (Metric) Multidimensional Scaling

Pearson's Chi-squared Test for Count Data

Probability of coincidences

The Cauchy Distribution

Extract Model Coefficients

Confidence Intervals for Model Parameters

Convolution of Sequences via FFT

Linearly Constrained Optimization

Find Complete Cases

Correlation, Variance and Covariance (Matrices)

Cophenetic Distances for a Hierarchical Clustering

Test for Association/Correlation Between Paired Samples

(Possibly Sparse) Contrast Matrices

Get and Set Contrast Matrices

delete.response

Modify Terms Objects

Symbolic and Algorithmic Derivatives of Simple Expressions

Cut a Tree into Groups of Data

Residual Degrees-of-Freedom

Weighted Covariance Matrices

Classical Seasonal Decomposition by Moving Averages

Plot Cumulative Periodogram

Apply a Function to All Nodes of a Dendrogram

Kernel Density Estimation

Compute Efficiencies of Multistratum Analysis of Variance

Empirical Cumulative Distribution Function

Compute Allowed Changes in Adding to or Dropping from a Formula

Family Objects for Models

Get Initial Parameter Estimates

Embedding a Time Series

Effects from Fitted Model

Auxiliary for Controlling GLM Fitting

Fast Discrete Fourier Transform (FFT)

The F Distribution

Extract AIC from a Fitted Model

expand.model.frame

Add new variables to a model frame

Fligner-Killeen Test of Homogeneity of Variances

Extract Model Formula from nls Object

Discrete Integration: Inverse of Differencing

Friedman Rank Sum Test

Distance Matrix Computation

Fitting Generalized Linear Models

Accessing Generalized Linear Model Fits

interaction.plot

Two-way Interaction Plot

Integration of One-Dimensional Functions

K-Means Clustering

Kruskal-Wallis Rank Sum Test

Holt-Winters Filtering

The Hypergeometric Distribution

Kolmogorov-Smirnov Tests

Kernel Regression Smoother

The Logistic Distribution

Extract Log-Likelihood

Fitting Log-Linear Models

The Log Normal Distribution

mantelhaen.test

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

Mauchly's Test of Sphericity

Hierarchical Clustering

Draw a Heat Map

Apply Smoothing Kernel

Smoothing Kernel Objects

Print Loadings in Factor Analysis

Set Parameters for Loess

Print lsfit Regression Results

Find the Least Squares Fit

Construct Design Matrices

Scatter Plot Smoothing

Compute Tables of Results from an Aov Model Fit

Find Longest Contiguous Stretch of non-NAs

Compute Diagnostics for lsfit Regression Results

Handle Missing Values in Objects

Plot Method for Kernel Density Estimation

plot.HoltWinters

Plot function for HoltWinters objects

Printing and Formatting of Time-Series Objects

Control the Iterations in nls

Non-Linear Minimization

Print Coefficient Matrices

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Plot Step Functions

Plotting Spectral Densities

Predict Method for GLM Fits

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Linear Filtering on a Time Series

Predicting from Nonlinear Least Squares Fits

Predict Loess Curve or Surface

Flat Contingency Tables

Formula Notation for Flat Contingency Tables

Fisher's Exact Test for Count Data

Test if a Model's Formula is Empty

The Interquartile Range

Lag a Time Series

Time Series Lag Plots

Robust Line Fitting

NLSstAsymptotic

Fit the Asymptotic Regression Model

The Multinomial Distribution

Plot Autocovariance and Autocorrelation Functions

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Inverse Interpolation

plot.profile.nls

Plot a profile.nls Object

Plot Ridge Functions for Projection Pursuit Regression Fit

Principal Components Analysis

Isotonic / Monotone Regression

Kalman Filtering

Regression Diagnostics

Fitting Linear Models

Plot a Seasonal or other Subseries from a Time Series

Test for Equal Means in a One-Way Layout

Mood Two-Sample Test of Scale

General-purpose Optimization

One Dimensional Optimization

A Class for Lists of (Parts of) Model Fits

Create a Link for GLM Families

Mahalanobis Distance

McNemar's Chi-squared Test for Count Data

The Negative Binomial Distribution

Highly Composite Numbers

pairwise.t.test

Pairwise t tests

The Normal Distribution

Extract the Number of Observations from a Fit.

Forecast from ARIMA fits

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Principal Components Analysis

Projections of Models

Random Wishart Distributed Matrices

Test of Equal or Given Proportions

End Points Smoothing (for Running Medians)

Fit a Smoothing Spline

Scatter Plot with Smooth Curve Fitted by Loess

Spectral Density Estimation

Random 2-way Tables with Given Marginals

Number of Replications of Terms

Manipulate Flat Contingency Tables

Reshape Grouped Data

Seasonal Decomposition of Time Series by Loess

Shapiro-Wilk Normality Test

Set the Names in an Object

Student's t-Test

Symbolic Number Coding

Methods for STL Objects

Interpolating Splines

Self-Starting Nls Weibull Growth Curve Model

Encode the Terminal Times of Time Series

summary.princomp

Summary method for Principal Components Analysis

Friedman's SuperSmoother

Bind Two or More Time Series

Diagnostic Plots for Time-Series Fits

The Uniform Distribution

One Dimensional Root (Zero) Finding

Weighted Arithmetic Mean

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Plot Method for isoreg Objects

Plot Diagnostics for an lm Object

Create a Power Link Object

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Model Predictions

Predict method for Linear Model Fits

Draw Rectangles Around Hierarchical Clusters

Reorder Levels of Factor

Distribution of the Wilcoxon Signed Rank Statistic

Distribution of the Wilcoxon Rank Sum Statistic

weighted.residuals

Compute Weighted Residuals

Tabulate p values for pairwise comparisons

The Poisson Distribution

Plotting Time-Series Objects

Pre-computations for a Plotting Object

predict.smooth.spline

Predict from Smoothing Spline Fit

Phillips-Perron Test for Unit Roots

Power calculations for one and two sample t tests

Sample Quantiles

reorder.dendrogram

Reorder a Dendrogram

prop.trend.test

Test for trend in proportions

Estimate Spectral Density of a Time Series from AR Fit

Create a sortedXyData Object

Construct Self-starting Nonlinear Models

Quantile-Quantile Plots

Standard Errors for Contrasts in Model Terms

reorder.default

Reorder Levels of a Factor

Taper a Time Series by a Cosine Bell

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Self-Starting Nls First-order Compartment Model

Fit Structural Time Series

Plot Regression Terms

The Student t Distribution

Summarize an Analysis of Variance Model

Description of Terms Objects

Self-Starting Nls Asymptotic Regression Model through the Origin

Tukey's (Running Median) Smoothing

Self-Starting Nls Four-Parameter Logistic Model

Self-Starting Nls Biexponential model

Self-Starting Nls Gompertz Growth Model

Choose a model by AIC in a Stepwise Algorithm

Construct a terms Object from a Formula

Step Functions - Creation and Class

Time-Series Objects

Plot Multiple Time Series

GLM Anova Statistics

Update and Re-fit a Model Call

Defunct Functions in Package stats

The R Stats Package

stats-deprecated

Deprecated Functions in Package stats

Tsp Attribute of Time-Series-like Objects

Calculate Variance-Covariance Matrix for a Fitted Model Object

Use Fixed-Interval Smoothing on Time Series

The Weibull Distribution

Extract Model Weights

Wilcoxon Rank Sum and Signed Rank Tests

Sampling Times of Time Series

The Studentized Range Distribution

Compute Tukey Honest Significant Differences

Extract Coefficients in Original Coding

Distributions in the stats package

Sets Contrasts for a Factor

Extract Model Fitted Values

Tukey Five-Number Summaries

The Geometric Distribution

The Gamma Distribution

identify.hclust

Identify Clusters in a Dendrogram

influence.measures

Regression Deletion Diagnostics

Accessing Linear Model Fits

Fitter Functions for Linear Models

Multivariate Analysis of Variance

makepredictcall

Utility Function for Safe Prediction

Median Polish of a Matrix

Extract Components from a Model Frame

Adjust for Missing Values

Adjust for Missing Values

Evaluate Derivatives Numerically

Include an Offset in a Model Formula

Adjust P-values for Multiple Comparisons

pairwise.prop.test

Pairwise comparisons for proportions

Exact Poisson tests

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Ordinates for Probability Plotting

Projection Pursuit Regression

Method for Profiling nls Objects

Generic Function for Profiling Models

Extract Model Residuals

Running Medians -- Robust Scatter Plot Smoothing

Self-Starting Nls Asymptotic Regression Model

Standard Deviation

Self-Starting Nls Asymptotic Regression Model with an Offset

Self-Starting Nls Logistic Model

Summarizing Generalized Linear Model Fits

Self-Starting Nls Michaelis-Menten Model

Summary Method for Multivariate Analysis of Variance

Summarizing Linear Model Fits

Summarizing Non-Linear Least-Squares Model Fits

Form Symmetric Toeplitz Matrix

Methods for Time Series Objects

F Test to Compare Two Variances

Rotation Methods for Factor Analysis