stats v3.3.2

The R Stats Package

R statistical functions.

Functions in stats

Name Description
alias Find Aliases (Dependencies) in a Model
acf2AR Compute an AR Process Exactly Fitting an ACF
anova.lm ANOVA for Linear Model Fits
anova.glm Analysis of Deviance for Generalized Linear Model Fits
add1 Add or Drop All Possible Single Terms to a Model
aggregate Compute Summary Statistics of Data Subsets
AIC Akaike's An Information Criterion
anova Anova Tables
acf Auto- and Cross- Covariance and -Correlation Function Estimation
ar Fit Autoregressive Models to Time Series
approxfun Interpolation Functions
ARMAacf Compute Theoretical ACF for an ARMA Process
ar.ols Fit Autoregressive Models to Time Series by OLS
aov Fit an Analysis of Variance Model
arima ARIMA Modelling of Time Series
arima0 ARIMA Modelling of Time Series -- Preliminary Version
ansari.test Ansari-Bradley Test
anova.mlm Comparisons between Multivariate Linear Models
arima.sim Simulate from an ARIMA Model
asOneSidedFormula Convert to One-Sided Formula
ARMAtoMA Convert ARMA Process to Infinite MA Process
ave Group Averages Over Level Combinations of Factors
binom.test Exact Binomial Test
Beta The Beta Distribution
Binomial The Binomial Distribution
bartlett.test Bartlett Test of Homogeneity of Variances
bandwidth Bandwidth Selectors for Kernel Density Estimation
biplot Biplot of Multivariate Data
as.hclust Convert Objects to Class hclust
.checkMFClasses Functions to Check the Type of Variables passed to Model Frames
Box.test Box-Pierce and Ljung-Box Tests
Chisquare The (non-central) Chi-Squared Distribution
case+variable.names Case and Variable Names of Fitted Models
cancor Canonical Correlations
Cauchy The Cauchy Distribution
birthday Probability of coincidences
cmdscale Classical (Metric) Multidimensional Scaling
chisq.test Pearson's Chi-squared Test for Count Data
contrast (Possibly Sparse) Contrast Matrices
coef Extract Model Coefficients
contrasts Get and Set Contrast Matrices
convolve Convolution of Sequences via FFT
complete.cases Find Complete Cases
cor Correlation, Variance and Covariance (Matrices)
cophenetic Cophenetic Distances for a Hierarchical Clustering
cor.test Test for Association/Correlation Between Paired Samples
constrOptim Linearly Constrained Optimization
confint Confidence Intervals for Model Parameters
delete.response Modify Terms Objects
cutree Cut a Tree into Groups of Data
dendrapply Apply a Function to All Nodes of a Dendrogram
dendrogram General Tree Structures
deviance Model Deviance
deriv Symbolic and Algorithmic Derivatives of Simple Expressions
cov.wt Weighted Covariance Matrices
density Kernel Density Estimation
ecdf Empirical Cumulative Distribution Function
expand.model.frame Add new variables to a model frame
eff.aovlist Compute Efficiencies of Multistratum Analysis of Variance
embed Embedding a Time Series
diffinv Discrete Integration: Inverse of Differencing
effects Effects from Fitted Model
dummy.coef Extract Coefficients in Original Coding
df.residual Residual Degrees-of-Freedom
dist Distance Matrix Computation
Distributions Distributions in the stats package
fft Fast Discrete Fourier Transform (FFT)
formula.nls Extract Model Formula from nls Object
formula Model Formulae
filter Linear Filtering on a Time Series
integrate Integration of One-Dimensional Functions
interaction.plot Two-way Interaction Plot
family Family Objects for Models
FDist The F Distribution
influence.measures Regression Deletion Diagnostics
identify.hclust Identify Clusters in a Dendrogram
isoreg Isotonic / Monotone Regression
lm.summaries Accessing Linear Model Fits
KalmanLike Kalman Filtering
kruskal.test Kruskal-Wallis Rank Sum Test Fitter Functions for Linear Models Create a Link for GLM Families
Geometric The Geometric Distribution
makepredictcall Utility Function for Safe Prediction
getInitial Get Initial Parameter Estimates
kernapply Apply Smoothing Kernel
logLik Extract Log-Likelihood
kernel Smoothing Kernel Objects
mantelhaen.test Cochran-Mantel-Haenszel Chi-Squared Test for Count Data
manova Multivariate Analysis of Variance
loglin Fitting Log-Linear Models
mood.test Mood Two-Sample Test of Scale
nls.control Control the Iterations in nls
NLSstAsymptotic Fit the Asymptotic Regression Model
pairwise.prop.test Pairwise comparisons for proportions
pairwise.t.test Pairwise t tests
fitted Extract Model Fitted Values
fisher.test Fisher's Exact Test for Count Data
ftable.formula Formula Notation for Flat Contingency Tables
friedman.test Friedman Rank Sum Test
is.empty.model Test if a Model's Formula is Empty
lag Lag a Time Series
IQR The Interquartile Range
lag.plot Time Series Lag Plots
loadings Print Loadings in Factor Analysis
loess.control Set Parameters for Loess
plot.profile.nls Plot a profile.nls Object
Poisson The Poisson Distribution
plot.spec Plotting Spectral Densities
predict.HoltWinters Prediction Function for Fitted Holt-Winters Models
predict.glm Predict Method for GLM Fits
poisson.test Exact Poisson tests
prop.test Test of Equal or Given Proportions
proj Projections of Models
se.contrast Standard Errors for Contrasts in Model Terms
model.matrix Construct Design Matrices
selfStart Construct Self-starting Nonlinear Models
plot.isoreg Plot Method for isoreg Objects
plot.HoltWinters Plot function for HoltWinters objects
NLSstLfAsymptote Horizontal Asymptote on the Left Side
model.tables Compute Tables of Results from an Aov Model Fit
NLSstClosestX Inverse Interpolation
power.prop.test Power Calculations for Two-Sample Test for Proportions
power Create a Power Link Object
prcomp Principal Components Analysis
predict.Arima Forecast from ARIMA fits
NLSstRtAsymptote Horizontal Asymptote on the Right Side
pairwise.wilcox.test Pairwise Wilcoxon Rank Sum Tests
pairwise.table Tabulate p values for pairwise comparisons
plot.lm Plot Diagnostics for an lm Object
quade.test Quade Test
quantile Sample Quantiles
simulate Simulate Responses
SSgompertz Self-Starting Nls Gompertz Growth Model
SSfpl Self-Starting Nls Four-Parameter Logistic Model
smooth Tukey's (Running Median) Smoothing
summary.manova Summary Method for Multivariate Analysis of Variance
stepfun Step Functions - Creation and Class
summary.nls Summarizing Non-Linear Least-Squares Model Fits
line Robust Line Fitting
listof A Class for Lists of (Parts of) Model Fits
Lognormal The Log Normal Distribution
lowess Scatter Plot Smoothing
nextn Highly Composite Numbers
mcnemar.test McNemar's Chi-squared Test for Count Data
mauchly.test Mauchly's Test of Sphericity
NegBinomial The Negative Binomial Distribution
p.adjust Adjust P-values for Multiple Comparisons
order.dendrogram Ordering or Labels of the Leaves in a Dendrogram
extractAIC Extract AIC from a Fitted Model
factor.scope Compute Allowed Changes in Adding to or Dropping from a Formula
heatmap Draw a Heat Map
ftable Flat Contingency Tables
GammaDist The Gamma Distribution
HoltWinters Holt-Winters Filtering
Logistic The Logistic Distribution
loess Local Polynomial Regression Fitting
ls.diag Compute Diagnostics for
ls.print Print
TDist The Student t Distribution
termplot Plot Regression Terms
ts Time-Series Objects
update.formula Model Updating
ts.plot Plot Multiple Time Series
update Update and Re-fit a Model Call
C Sets Contrasts for a Factor
xtabs Cross Tabulation
print.power.htest Print Methods for Hypothesis Tests and Power Calculation Objects
princomp Principal Components Analysis
rect.hclust Draw Rectangles Around Hierarchical Clusters
relevel Reorder Levels of Factor
SSD SSD Matrix and Estimated Variance Matrix in Multivariate Models
scatter.smooth Scatter Plot with Smooth Curve Fitted by Loess
rWishart Random Wishart Distributed Matrices
SSfol Self-Starting Nls First-order Compartment Model
screeplot Screeplots
SSmicmen Self-Starting Nls Michaelis-Menten Model
SSlogis Self-Starting Nls Logistic Model
sd Standard Deviation
sigma Extract Residual Standard Deviation 'Sigma'
SSasymp Self-Starting Nls Asymptotic Regression Model
SignRank Distribution of the Wilcoxon Signed Rank Statistic
SSweibull Self-Starting Nls Weibull Growth Curve Model
SSasympOff Self-Starting Nls Asymptotic Regression Model with an Offset
terms.object Description of Terms Objects
start Encode the Terminal Times of Time Series
time Sampling Times of Time Series
supsmu Friedman's SuperSmoother
summary.princomp Summary method for Principal Components Analysis
weights Extract Model Weights
toeplitz Form Symmetric Toeplitz Matrix
Wilcoxon Distribution of the Wilcoxon Rank Sum Statistic
ts-methods Methods for Time Series Objects
wilcox.test Wilcoxon Rank Sum and Signed Rank Tests
window Time Windows
model.extract Extract Components from a Model Frame
model.frame Extracting the Model Frame from a Formula or Fit
Multinom The Multinomial Distribution
na.action NA Action
numericDeriv Evaluate Derivatives Numerically
Normal The Normal Distribution
oneway.test Test for Equal Means in a One-Way Layout
offset Include an Offset in a Model Formula
plot.stepfun Plot Step Functions
Tukey The Studentized Range Distribution
plot.ts Plotting Time-Series Objects
TukeyHSD Compute Tukey Honest Significant Differences
fligner.test Fligner-Killeen Test of Homogeneity of Variances
fivenum Tukey Five-Number Summaries
glm.control Auxiliary for Controlling GLM Fitting
glm Fitting Generalized Linear Models
ks.test Kolmogorov-Smirnov Tests
glm.summaries Accessing Generalized Linear Model Fits
hclust Hierarchical Clustering
ksmooth Kernel Regression Smoother
lm Fitting Linear Models
lm.influence Regression Diagnostics
lsfit Find the Least Squares Fit
mahalanobis Mahalanobis Distance
median Median Value
medpolish Median Polish (Robust Twoway Decomposition) of a Matrix
na.contiguous Find Longest Contiguous Stretch of non-NAs
nlminb Optimization using PORT routines
nlm Non-Linear Minimization Handle Missing Values in Objects
optimize One Dimensional Optimization
optim General-purpose Optimization
power.t.test Power calculations for one and two sample t tests
PP.test Phillips-Perron Test for Unit Roots
predict.loess Predict Loess Curve or Surface
predict.nls Predicting from Nonlinear Least Squares Fits
printCoefmat Print Coefficient Matrices
print.ts Printing and Formatting of Time-Series Objects
reorder.default Reorder Levels of a Factor
reorder.dendrogram Reorder a Dendrogram
residuals Extract Model Residuals
plot.acf Plot Autocovariance and Autocorrelation Functions
runmed Running Medians -- Robust Scatter Plot Smoothing
plot.density Plot Method for Kernel Density Estimation
poly Compute Orthogonal Polynomials
predict.smooth.spline Predict from Smoothing Spline Fit
power.anova.test Power Calculations for Balanced One-Way Analysis of Variance Tests
replications Number of Replications of Terms
qqnorm Quantile-Quantile Plots
preplot Pre-computations for a Plotting Object
prop.trend.test Test for trend in proportions
setNames Set the Names in an Object
reshape Reshape Grouped Data
shapiro.test Shapiro-Wilk Normality Test
smooth.spline Fit a Smoothing Spline
splinefun Interpolating Splines
spectrum Spectral Density Estimation
smoothEnds End Points Smoothing (for Running Medians)
symnum Symbolic Number Coding
summary.lm Summarizing Linear Model Fits
summary.glm Summarizing Generalized Linear Model Fits
spec.pgram Estimate Spectral Density of a Time Series by a Smoothed
t.test Student's t-Test
spec.taper Taper a Time Series by a Cosine Bell
SSasympOrig Self-Starting Nls Asymptotic Regression Model through the Origin
stat.anova GLM Anova Statistics
stats-defunct Defunct Functions in Package
SSbiexp Self-Starting Nls Biexponential model
stlmethods Methods for STL Objects
stl Seasonal Decomposition of Time Series by Loess
terms Model Terms
terms.formula Construct a terms Object from a Formula
ppr Projection Pursuit Regression
ppoints Ordinates for Probability Plotting
predict Model Predictions
predict.lm Predict method for Linear Model Fits
profile Generic Function for Profiling Models
r2dtable Random 2-way Tables with Given Marginals
profile.nls Method for Profiling nls Objects
sortedXyData Create a
read.ftable Manipulate Flat Contingency Tables Estimate Spectral Density of a Time Series from AR Fit
Uniform The Uniform Distribution
uniroot One Dimensional Root (Zero) Finding
Weibull The Weibull Distribution
stats-deprecated Deprecated Functions in Package
summary.aov Summarize an Analysis of Variance Model
StructTS Fit Structural Time Series
ts.union Bind Two or More Time Series
weighted.mean Weighted Arithmetic Mean
tsdiag Diagnostic Plots for Time-Series Fits
weighted.residuals Compute Weighted Residuals
tsSmooth Use Fixed-Interval Smoothing on Time Series
tsp Tsp Attribute of Time-Series-like Objects
varimax Rotation Methods for Factor Analysis
var.test F Test to Compare Two Variances
Exponential The Exponential Distribution
Hypergeometric The Hypergeometric Distribution
factanal Factor Analysis
mad Median Absolute Deviation
nls Nonlinear Least Squares
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Priority base
License Part of R 3.3.2
NeedsCompilation yes

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