stats v3.5.2

The R Stats Package

R statistical functions.

Functions in stats

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