Learn R Programming

⚠️There's a newer version (3.6.2) of this package.Take me there.

stats (version 3.5.0)

The R Stats Package

Description

R statistical functions.

Copy Link

Version

Version

3.5.0

License

Part of R 3.5.0

Maintainer

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

Last Published

December 12th, 2019

Functions in stats (3.5.0)

Self-Starting Nls Asymptotic Regression Model through the Origin

Self-Starting Nls Gompertz Growth Model

Self-Starting Nls Four-Parameter Logistic Model

The Uniform Distribution

The Weibull Distribution

Comparisons between Multivariate Linear Models

Ansari-Bradley Test

asOneSidedFormula

Convert to One-Sided Formula

Group Averages Over Level Combinations of Factors

Extract Model Coefficients

Find Complete Cases

Correlation, Variance and Covariance (Matrices)

Test for Association/Correlation Between Paired Samples

Residual Degrees-of-Freedom

The Binomial Distribution

The Cauchy Distribution

Akaike's An Information Criterion

Compute Theoretical ACF for an ARMA Process

The Gamma Distribution

The Interquartile Range

Kalman Filtering

The Normal Distribution

The Poisson Distribution

The Geometric Distribution

NLSstRtAsymptote

Horizontal Asymptote on the Right Side

Self-Starting Nls Weibull Growth Curve Model

Discrete Integration: Inverse of Differencing

Distribution of the Wilcoxon Signed Rank Statistic

Puts Arbitrary Margins on Multidimensional Tables or Arrays

Effects from Fitted Model

The Negative Binomial Distribution

Embedding a Time Series

Compute Summary Statistics of Data Subsets

Self-Starting Nls First-order Compartment Model

Self-Starting Nls Biexponential model

Compute an AR Process Exactly Fitting an ACF

Extract Model Formula from nls Object

Friedman Rank Sum Test

Add or Drop All Possible Single Terms to a Model

Analysis of Deviance for Generalized Linear Model Fits

Flat Contingency Tables

Formula Notation for Flat Contingency Tables

Fit an Analysis of Variance Model

Integration of One-Dimensional Functions

ANOVA for Linear Model Fits

Bandwidth Selectors for Kernel Density Estimation

interaction.plot

Two-way Interaction Plot

Robust Line Fitting

Interpolation Functions

Bartlett Test of Homogeneity of Variances

A Class for Lists of (Parts of) Model Fits

Pearson's Chi-squared Test for Count Data

ARIMA Modelling of Time Series

Box-Pierce and Ljung-Box Tests

Simulate from an ARIMA Model

Canonical Correlations

Fitting Log-Linear Models

Scatter Plot Smoothing

(Possibly Sparse) Contrast Matrices

McNemar's Chi-squared Test for Count Data

Get and Set Contrast Matrices

Symbolic and Algorithmic Derivatives of Simple Expressions

Weighted Covariance Matrices

The (non-central) Chi-Squared Distribution

Classical (Metric) Multidimensional Scaling

Distributions in the stats package

Plot Cumulative Periodogram

Distance Matrix Computation

Cut a Tree into Groups of Data

Extract Coefficients in Original Coding

Holt-Winters Filtering

Classical Seasonal Decomposition by Moving Averages

Fligner-Killeen Test of Homogeneity of Variances

The Hypergeometric Distribution

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Get Initial Parameter Estimates

Self-Starting Nls Asymptotic Regression Model

expand.model.frame

Add new variables to a model frame

Extract AIC from a Fitted Model

Self-Starting Nls Logistic Model

K-Means Clustering

Self-Starting Nls Michaelis-Menten Model

Family Objects for Models

Fitting Generalized Linear Models

Kruskal-Wallis Rank Sum Test

Accessing Linear Model Fits

Distribution of the Wilcoxon Rank Sum Statistic

Fast Discrete Fourier Transform (FFT)

Auxiliary for Controlling GLM Fitting

Fitter Functions for Linear Models

Auto- and Cross- Covariance and -Correlation Function Estimation

Fit Autoregressive Models to Time Series

Mood Two-Sample Test of Scale

Accessing Generalized Linear Model Fits

Set Parameters for Loess

One Dimensional Optimization

Extract Log-Likelihood

mantelhaen.test

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

order.dendrogram

Ordering or Labels of the Leaves in a Dendrogram

Fit Autoregressive Models to Time Series by OLS

Plot Method for isoreg Objects

ARIMA Modelling of Time Series -- Preliminary Version

Kolmogorov-Smirnov Tests

case+variable.names

Case and Variable Names of Fitted Models

Convert Objects to Class hclust

Plot Diagnostics for an lm Object

Mauchly's Test of Sphericity

Kernel Regression Smoother

Compute Tables of Results from an Aov Model Fit

.checkMFClasses

Functions to Check the Type of Variables passed to Model Frames

Lag a Time Series

Plot a Seasonal or other Subseries from a Time Series

Optimization using PORT routines

Time Series Lag Plots

Confidence Intervals for Model Parameters

Nonlinear Least Squares

Linearly Constrained Optimization

General Tree Structures

Find the Least Squares Fit

Plotting Spectral Densities

pairwise.wilcox.test

Pairwise Wilcoxon Rank Sum Tests

Kernel Density Estimation

Factor Analysis

plot.HoltWinters

Plot function for HoltWinters objects

Plot Step Functions

Plotting Time-Series Objects

Exact Poisson tests

Power calculations for one and two sample t tests

Median Absolute Deviation

Convert ARMA Process to Infinite MA Process

The Beta Distribution

Compute Allowed Changes in Adding to or Dropping from a Formula

Median Polish (Robust Twoway Decomposition) of a Matrix

The Logistic Distribution

Ordinates for Probability Plotting

The Log Normal Distribution

Inverse Interpolation

predict.smooth.spline

Predict from Smoothing Spline Fit

Projection Pursuit Regression

Linear Filtering on a Time Series

Pre-computations for a Plotting Object

NLSstLfAsymptote

Horizontal Asymptote on the Left Side

prop.trend.test

Test for trend in proportions

Extract Components from a Model Frame

Fit Structural Time Series

Quantile-Quantile Plots

Fisher's Exact Test for Count Data

The Student t Distribution

The Studentized Range Distribution

Compute Tukey Honest Significant Differences

identify.hclust

Identify Clusters in a Dendrogram

influence.measures

Regression Deletion Diagnostics

Find Aliases (Dependencies) in a Model

Highly Composite Numbers

Biplot of Multivariate Data

Exact Binomial Test

biplot.princomp

Biplot for Principal Components

Reorder Levels of Factor

Non-Linear Minimization

Principal Components Analysis

Phillips-Perron Test for Unit Roots

Apply Smoothing Kernel

print.power.htest

Print Methods for Hypothesis Tests and Power Calculation Objects

Test for Equal Means in a One-Way Layout

Random 2-way Tables with Given Marginals

Random Wishart Distributed Matrices

reorder.dendrogram

Reorder a Dendrogram

Probability of coincidences

Smoothing Kernel Objects

Fitting Linear Models

Convolution of Sequences via FFT

Regression Diagnostics

General-purpose Optimization

Cophenetic Distances for a Hierarchical Clustering

Compute Diagnostics for lsfit Regression Results

Print lsfit Regression Results

pairwise.t.test

Pairwise t tests

Tabulate p values for pairwise comparisons

delete.response

Modify Terms Objects

Extracting the Model Frame from a Formula or Fit

Construct Design Matrices

Find Longest Contiguous Stretch of non-NAs

reorder.default

Reorder Levels of a Factor

Handle Missing Values in Objects

power.anova.test

Power Calculations for Balanced One-Way Analysis of Variance Tests

Control the Iterations in nls

power.prop.test

Power Calculations for Two-Sample Test for Proportions

Apply a Function to All Nodes of a Dendrogram

Number of Replications of Terms

Empirical Cumulative Distribution Function

Compute Efficiencies of Multistratum Analysis of Variance

Extract the Number of Observations from a Fit.

Extract Model Fitted Values

Adjust P-values for Multiple Comparisons

pairwise.prop.test

Pairwise comparisons for proportions

Plot Ridge Functions for Projection Pursuit Regression Fit

Tukey Five-Number Summaries

plot.profile.nls

Plot a profile.nls Object

End Points Smoothing (for Running Medians)

Create a sortedXyData Object

Principal Components Analysis

Draw a Heat Map

Hierarchical Clustering

Test if a Model's Formula is Empty

predict.HoltWinters

Prediction Function for Fitted Holt-Winters Models

Generic Function for Profiling Models

Isotonic / Monotone Regression

Print Loadings in Factor Analysis

Method for Profiling nls Objects

Local Polynomial Regression Fitting

Taper a Time Series by a Cosine Bell

Mahalanobis Distance

Predict Method for GLM Fits

Create a Link for GLM Families

Predict method for Linear Model Fits

Predict Loess Curve or Surface

makepredictcall

Utility Function for Safe Prediction

Tukey's (Running Median) Smoothing

Predicting from Nonlinear Least Squares Fits

Fit a Smoothing Spline

Spectral Density Estimation

Multivariate Analysis of Variance

Sample Quantiles

Manipulate Flat Contingency Tables

stats-deprecated

Deprecated Functions in Package stats

Adjust for Missing Values

Adjust for Missing Values

Draw Rectangles Around Hierarchical Clusters

The R Stats Package

Evaluate Derivatives Numerically

Include an Offset in a Model Formula

Summary Method for Multivariate Analysis of Variance

Summarizing Linear Model Fits

Standard Deviation

Seasonal Decomposition of Time Series by Loess

Plot Autocovariance and Autocorrelation Functions

Compute Orthogonal Polynomials

Methods for STL Objects

Create a Power Link Object

Plot Method for Kernel Density Estimation

Reshape Grouped Data

Plot Regression Terms

Student's t-Test

Model Predictions

Extract Residual Standard Deviation 'Sigma'

Simulate Responses

Forecast from ARIMA fits

Bind Two or More Time Series

Printing and Formatting of Time-Series Objects

GLM Anova Statistics

Defunct Functions in Package stats

Extract Model Residuals

Friedman's SuperSmoother

Symbolic Number Coding

Set the Names in an Object

Shapiro-Wilk Normality Test

Diagnostic Plots for Time-Series Fits

Projections of Models

Print Coefficient Matrices

summary.princomp

Summary method for Principal Components Analysis

Summarizing Non-Linear Least-Squares Model Fits

Description of Terms Objects

Use Fixed-Interval Smoothing on Time Series

Test of Equal or Given Proportions

Sampling Times of Time Series

Extract Model Weights

Running Medians -- Robust Scatter Plot Smoothing

Scatter Plot with Smooth Curve Fitted by Loess

Tsp Attribute of Time-Series-like Objects

Calculate Variance-Covariance Matrix for a Fitted Model Object

Estimate Spectral Density of a Time Series from AR Fit

Estimate Spectral Density of a Time Series by a Smoothed Periodogram

Plot Multiple Time Series

Choose a model by AIC in a Stepwise Algorithm

Time-Series Objects

Standard Errors for Contrasts in Model Terms

Step Functions - Creation and Class

Wilcoxon Rank Sum and Signed Rank Tests

Cross Tabulation

Form Symmetric Toeplitz Matrix

Construct Self-starting Nonlinear Models

Methods for Time Series Objects

Rotation Methods for Factor Analysis

One Dimensional Root (Zero) Finding

Update and Re-fit a Model Call

Interpolating Splines

Sets Contrasts for a Factor

Encode the Terminal Times of Time Series

Summarize an Analysis of Variance Model

Summarizing Generalized Linear Model Fits

Construct a terms Object from a Formula

Weighted Arithmetic Mean

F Test to Compare Two Variances

weighted.residuals

Compute Weighted Residuals

The Exponential Distribution

The F Distribution

The Multinomial Distribution

NLSstAsymptotic

Fit the Asymptotic Regression Model

Self-Starting Nls Asymptotic Regression Model with an Offset