stats v3.5.3

The R Stats Package

R statistical functions.

Functions in stats

Name Description
Hypergeometric The Hypergeometric Distribution
Wilcoxon Distribution of the Wilcoxon Rank Sum Statistic
NLSstClosestX Inverse Interpolation
NLSstLfAsymptote Horizontal Asymptote on the Left Side
Beta The Beta Distribution
ARMAtoMA Convert ARMA Process to Infinite MA Process
Normal The Normal Distribution
order.dendrogram Ordering or Labels of the Leaves in a Dendrogram
Poisson The Poisson Distribution
coef Extract Model Coefficients
print.ts Printing and Formatting of Time-Series Objects
StructTS Fit Structural Time Series
HoltWinters Holt-Winters Filtering
acf Auto- and Cross- Covariance and -Correlation Function Estimation
SSbiexp Self-Starting Nls Biexponential model
SSfol Self-Starting Nls First-order Compartment Model
acf2AR Compute an AR Process Exactly Fitting an ACF
glm.summaries Accessing Generalized Linear Model Fits
add1 Add or Drop All Possible Single Terms to a Model
ar Fit Autoregressive Models to Time Series
ksmooth Kernel Regression Smoother
binom.test Exact Binomial Test
ftable.formula Formula Notation for Flat Contingency Tables
TDist The Student t Distribution
logLik Extract Log-Likelihood
factor.scope Compute Allowed Changes in Adding to or Dropping from a Formula
ar.ols Fit Autoregressive Models to Time Series by OLS
arima0 ARIMA Modelling of Time Series -- Preliminary Version
confint Confidence Intervals for Model Parameters
biplot Biplot of Multivariate Data
as.hclust Convert Objects to Class hclust
Box.test Box-Pierce and Ljung-Box Tests
cancor Canonical Correlations
complete.cases Find Complete Cases
contrast (Possibly Sparse) Contrast Matrices
friedman.test Friedman Rank Sum Test
delete.response Modify Terms Objects
Cauchy The Cauchy Distribution
contrasts Get and Set Contrast Matrices
constrOptim Linearly Constrained Optimization
poisson.test Exact Poisson tests
glm.control Auxiliary for Controlling GLM Fitting
cutree Cut a Tree into Groups of Data
decompose Classical Seasonal Decomposition by Moving Averages
ecdf Empirical Cumulative Distribution Function
mauchly.test Mauchly's Test of Sphericity
dendrapply Apply a Function to All Nodes of a Dendrogram
eff.aovlist Compute Efficiencies of Multistratum Analysis of Variance
factanal Factor Analysis
fitted Extract Model Fitted Values
GammaDist The Gamma Distribution
line Robust Line Fitting
fivenum Tukey Five-Number Summaries
ARMAacf Compute Theoretical ACF for an ARMA Process
formula.nls Extract Model Formula from nls Object
getInitial Get Initial Parameter Estimates
glm Fitting Generalized Linear Models
cor.test Test for Association/Correlation Between Paired Samples
spec.taper Taper a Time Series by a Cosine Bell
lm.summaries Accessing Linear Model Fits
power.anova.test Power Calculations for Balanced One-Way Analysis of Variance Tests
nextn Find Highly Composite Numbers
ks.test Kolmogorov-Smirnov Tests Fitter Functions for Linear Models
anova.mlm Comparisons between Multivariate Linear Models
median Median Value
Distributions Distributions in the stats package
SSgompertz Self-Starting Nls Gompertz Growth Model
identify.hclust Identify Clusters in a Dendrogram
printCoefmat Print Coefficient Matrices
mahalanobis Mahalanobis Distance
mantelhaen.test Cochran-Mantel-Haenszel Chi-Squared Test for Count Data Create a Link for GLM Families
listof A Class for Lists of (Parts of) Model Fits
Binomial The Binomial Distribution
loess.control Set Parameters for Loess
cmdscale Classical (Metric) Multidimensional Scaling
optimize One Dimensional Optimization
oneway.test Test for Equal Means in a One-Way Layout
FDist The F Distribution
integrate Integration of One-Dimensional Functions
optim General-purpose Optimization
plot.acf Plot Autocovariance and Autocorrelation Functions
deviance Model Deviance
plot.density Plot Method for Kernel Density Estimation
SSasympOff Self-Starting Nls Asymptotic Regression Model with an Offset
IQR The Interquartile Range
poly Compute Orthogonal Polynomials
power Create a Power Link Object
smooth Tukey's (Running Median) Smoothing
family Family Objects for Models
asOneSidedFormula Convert to One-Sided Formula
predict Model Predictions
p.adjust Adjust P-values for Multiple Comparisons
predict.Arima Forecast from ARIMA fits
nlm Non-Linear Minimization
SSfpl Self-Starting Nls Four-Parameter Logistic Model
SSasymp Self-Starting Nls Asymptotic Regression Model
predict.loess Predict Loess Curve or Surface
predict.nls Predicting from Nonlinear Least Squares Fits
NLSstRtAsymptote Horizontal Asymptote on the Right Side
KalmanLike Kalman Filtering
r2dtable Random 2-way Tables with Given Marginals
pairwise.prop.test Pairwise comparisons for proportions
prcomp Principal Components Analysis
rWishart Random Wishart Distributed Matrices
deriv Symbolic and Algorithmic Derivatives of Simple Expressions
ansari.test Ansari-Bradley Test
NegBinomial The Negative Binomial Distribution
filter Linear Filtering on a Time Series
reshape Reshape Grouped Data
residuals Extract Model Residuals
NLSstAsymptotic Fit the Asymptotic Regression Model
power.prop.test Power Calculations for Two-Sample Test for Proportions
bartlett.test Bartlett Test of Homogeneity of Variances
aov Fit an Analysis of Variance Model
t.test Student's t-Test
Multinom The Multinomial Distribution
SSlogis Self-Starting Nls Logistic Model
AIC Akaike's An Information Criterion
approxfun Interpolation Functions
predict.HoltWinters Prediction Function for Fitted Holt-Winters Models
splinefun Interpolating Splines
Geometric The Geometric Distribution
kruskal.test Kruskal-Wallis Rank Sum Test
summary.lm Summarizing Linear Model Fits
Chisquare The (non-central) Chi-Squared Distribution
SSasympOrig Self-Starting Nls Asymptotic Regression Model through the Origin
Exponential The Exponential Distribution
summary.manova Summary Method for Multivariate Analysis of Variance
Lognormal The Log Normal Distribution
SSmicmen Self-Starting Nls Michaelis-Menten Model
anova Anova Tables
convolve Convolution of Sequences via FFT
stats-package The R Stats Package
addmargins Puts Arbitrary Margins on Multidimensional Tables or Arrays
biplot.princomp Biplot for Principal Components
terms.object Description of Terms Objects
Uniform The Uniform Distribution
bandwidth Bandwidth Selectors for Kernel Density Estimation
termplot Plot Regression Terms
loadings Print Loadings in Factor Analysis
time Sampling Times of Time Series
SSD SSD Matrix and Estimated Variance Matrix in Multivariate Models
Weibull The Weibull Distribution
quantile Sample Quantiles
cor Correlation, Variance and Covariance (Matrices)
ave Group Averages Over Level Combinations of Factors
uniroot One Dimensional Root (Zero) Finding
cpgram Plot Cumulative Periodogram
heatmap Draw a Heat Map
proj Projections of Models
embed Embedding a Time Series
update Update and Re-fit a Model Call
chisq.test Pearson's Chi-squared Test for Count Data
cov.wt Weighted Covariance Matrices
prop.test Test of Equal or Given Proportions
effects Effects from Fitted Model
anova.lm ANOVA for Linear Model Fits
Logistic The Logistic Distribution
df.residual Residual Degrees-of-Freedom
step Choose a model by AIC in a Stepwise Algorithm
nlminb Optimization using PORT routines
tsp Tsp Attribute of Time-Series-like Objects
aggregate Compute Summary Statistics of Data Subsets
arima ARIMA Modelling of Time Series
kernapply Apply Smoothing Kernel
nobs Extract the Number of Observations from a Fit.
Tukey The Studentized Range Distribution Handle Missing Values in Objects
influence.measures Regression Deletion Diagnostics
stl Seasonal Decomposition of Time Series by Loess
smooth.spline Fit a Smoothing Spline
diffinv Discrete Integration: Inverse of Differencing
anova.glm Analysis of Deviance for Generalized Linear Model Fits
numericDeriv Evaluate Derivatives Numerically
dist Distance Matrix Computation
fft Fast Discrete Fourier Transform (FFT)
ftable Flat Contingency Tables
mcnemar.test McNemar's Chi-squared Test for Count Data
SSweibull Self-Starting Nls Weibull Growth Curve Model Estimate Spectral Density of a Time Series from AR Fit
dummy.coef Extract Coefficients in Original Coding
loess Local Polynomial Regression Fitting
extractAIC Extract AIC from a Fitted Model
predict.lm Predict method for Linear Model Fits
kmeans K-Means Clustering
makepredictcall Utility Function for Safe Prediction
ls.print Print lsfit Regression Results
na.contiguous Find Longest Contiguous Stretch of non-NAs
kernel Smoothing Kernel Objects
birthday Probability of coincidences
interaction.plot Two-way Interaction Plot
lm Fitting Linear Models
model.extract Extract Components from a Model Frame
spectrum Spectral Density Estimation
smoothEnds End Points Smoothing (for Running Medians)
alias Find Aliases (Dependencies) in a Model
lm.influence Regression Diagnostics
stlmethods Methods for STL Objects
expand.model.frame Add new variables to a model frame
manova Multivariate Analysis of Variance
plot.isoreg Plot Method for isoreg Objects
tsdiag Diagnostic Plots for Time-Series Fits
ls.diag Compute Diagnostics for lsfit Regression Results
SignRank Distribution of the Wilcoxon Signed Rank Statistic
sd Standard Deviation
ppoints Ordinates for Probability Plotting
C Sets Contrasts for a Factor
fisher.test Fisher's Exact Test for Count Data
quade.test Quade Test
model.tables Compute Tables of Results from an Aov Model Fit
medpolish Median Polish (Robust Twoway Decomposition) of a Matrix
simulate Simulate Responses
plot.lm Plot Diagnostics for an lm Object
arima.sim Simulate from an ARIMA Model
TukeyHSD Compute Tukey Honest Significant Differences
summary.nls Summarizing Non-Linear Least-Squares Model Fits
naresid Adjust for Missing Values
ppr Projection Pursuit Regression
naprint Adjust for Missing Values
lag.plot Time Series Lag Plots
.checkMFClasses Functions to Check the Type of Variables passed to Model Frames
profile.nls Method for Profiling nls Objects
case+variable.names Case and Variable Names of Fitted Models
density Kernel Density Estimation
plot.ts Plotting Time-Series Objects
dendrogram General Tree Structures
terms.formula Construct a terms Object from a Formula
cophenetic Cophenetic Distances for a Hierarchical Clustering
nls Nonlinear Least Squares
summary.aov Summarize an Analysis of Variance Model
loglin Fitting Log-Linear Models
hclust Hierarchical Clustering
stats-defunct Defunct Functions in Package stats
screeplot Screeplots
mood.test Mood Two-Sample Test of Scale
summary.glm Summarizing Generalized Linear Model Fits
sortedXyData Create a sortedXyData Object
princomp Principal Components Analysis
nls.control Control the Iterations in nls
lag Lag a Time Series
PP.test Phillips-Perron Test for Unit Roots
model.frame Extracting the Model Frame from a Formula or Fit
stats-deprecated Deprecated Functions in Package stats
spec.pgram Estimate Spectral Density of a Time Series by a Smoothed Periodogram
plot.spec Plotting Spectral Densities
pairwise.wilcox.test Pairwise Wilcoxon Rank Sum Tests
profile Generic Function for Profiling Models
terms Model Terms
formula Model Formulae
fligner.test Fligner-Killeen Test of Homogeneity of Variances
weighted.residuals Compute Weighted Residuals
mad Median Absolute Deviation
predict.glm Predict Method for GLM Fits
is.empty.model Test if a Model's Formula is Empty
lowess Scatter Plot Smoothing
weighted.mean Weighted Arithmetic Mean
runmed Running Medians -- Robust Scatter Plot Smoothing
ts Time-Series Objects
xtabs Cross Tabulation
offset Include an Offset in a Model Formula
isoreg Isotonic / Monotone Regression
sigma Extract Residual Standard Deviation 'Sigma'
read.ftable Manipulate Flat Contingency Tables
scatter.smooth Scatter Plot with Smooth Curve Fitted by Loess
monthplot Plot a Seasonal or other Subseries from a Time Series
plot.HoltWinters Plot function for HoltWinters objects
lsfit Find the Least Squares Fit
relevel Reorder Levels of Factor
rect.hclust Draw Rectangles Around Hierarchical Clusters
model.matrix Construct Design Matrices
plot.ppr Plot Ridge Functions for Projection Pursuit Regression Fit
na.action NA Action
symnum Symbolic Number Coding
se.contrast Standard Errors for Contrasts in Model Terms
predict.smooth.spline Predict from Smoothing Spline Fit
pairwise.t.test Pairwise t tests
varimax Rotation Methods for Factor Analysis
wilcox.test Wilcoxon Rank Sum and Signed Rank Tests
plot.stepfun Plot Step Functions
ts.union Bind Two or More Time Series
tsSmooth Use Fixed-Interval Smoothing on Time Series
summary.princomp Summary method for Principal Components Analysis
weights Extract Model Weights
pairwise.table Tabulate p values for pairwise comparisons
plot.profile.nls Plot a profile.nls Object
power.t.test Power calculations for one and two sample t tests
update.formula Model Updating
stepfun Step Functions - Creation and Class
reorder.default Reorder Levels of a Factor
supsmu Friedman's SuperSmoother
prop.trend.test Test for trend in proportions
print.power.htest Print Methods for Hypothesis Tests and Power Calculation Objects
shapiro.test Shapiro-Wilk Normality Test
selfStart Construct Self-starting Nonlinear Models
preplot Pre-computations for a Plotting Object
reorder.dendrogram Reorder a Dendrogram
stat.anova GLM Anova Statistics
var.test F Test to Compare Two Variances
vcov Calculate Variance-Covariance Matrix for a Fitted Model Object
qqnorm Quantile-Quantile Plots
ts-methods Methods for Time Series Objects
replications Number of Replications of Terms
setNames Set the Names in an Object
start Encode the Terminal Times of Time Series
ts.plot Plot Multiple Time Series
toeplitz Form Symmetric Toeplitz Matrix
window Time Windows
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License Part of R 3.5.3
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