stats v3.6.1

The R Stats Package

R statistical functions.

Functions in stats

Name Description
Beta The Beta Distribution
FDist The F Distribution
Cauchy The Cauchy Distribution
ARMAacf Compute Theoretical ACF for an ARMA Process
AIC Akaike's An Information Criterion
Exponential The Exponential Distribution
Binomial The Binomial Distribution
ARMAtoMA Convert ARMA Process to Infinite MA Process
Chisquare The (non-central) Chi-Squared Distribution
Distributions Distributions in the stats package
HoltWinters Holt-Winters Filtering
NLSstAsymptotic Fit the Asymptotic Regression Model
Multinom The Multinomial Distribution
GammaDist The Gamma Distribution
Geometric The Geometric Distribution
Poisson The Poisson Distribution
KalmanLike Kalman Filtering
NLSstLfAsymptote Horizontal Asymptote on the Left Side
Normal The Normal Distribution
IQR The Interquartile Range
NLSstClosestX Inverse Interpolation
SSasympOff Self-Starting Nls Asymptotic Regression Model with an Offset
Hypergeometric The Hypergeometric Distribution
SSasympOrig Self-Starting Nls Asymptotic Regression Model through the Origin
Logistic The Logistic Distribution
Lognormal The Log Normal Distribution
SSmicmen Self-Starting Nls Michaelis-Menten Model
SSlogis Self-Starting Nls Logistic Model
Wilcoxon Distribution of the Wilcoxon Rank Sum Statistic
SSweibull Self-Starting Nls Weibull Growth Curve Model
acf Auto- and Cross- Covariance and -Correlation Function Estimation
SignRank Distribution of the Wilcoxon Signed Rank Statistic
TDist The Student t Distribution
Weibull The Weibull Distribution
StructTS Fit Structural Time Series
Uniform The Uniform Distribution
NegBinomial The Negative Binomial Distribution
NLSstRtAsymptote Horizontal Asymptote on the Right Side
SSbiexp Self-Starting Nls Biexponential model
approxfun Interpolation Functions
aov Fit an Analysis of Variance Model
Tukey The Studentized Range Distribution
SSfpl Self-Starting Nls Four-Parameter Logistic Model
ar.ols Fit Autoregressive Models to Time Series by OLS
SSasymp Self-Starting Nls Asymptotic Regression Model
biplot Biplot of Multivariate Data
SSD SSD Matrix and Estimated Variance Matrix in Multivariate Models
ar Fit Autoregressive Models to Time Series
binom.test Exact Binomial Test
asOneSidedFormula Convert to One-Sided Formula
arima ARIMA Modelling of Time Series
TukeyHSD Compute Tukey Honest Significant Differences
arima.sim Simulate from an ARIMA Model
SSgompertz Self-Starting Nls Gompertz Growth Model
ave Group Averages Over Level Combinations of Factors
Box.test Box-Pierce and Ljung-Box Tests
cancor Canonical Correlations
alias Find Aliases (Dependencies) in a Model
SSfol Self-Starting Nls First-order Compartment Model
acf2AR Compute an AR Process Exactly Fitting an ACF
anova Anova Tables
add1 Add or Drop All Possible Single Terms to a Model
addmargins Puts Arbitrary Margins on Multidimensional Tables or Arrays
aggregate Compute Summary Statistics of Data Subsets
anova.glm Analysis of Deviance for Generalized Linear Model Fits
case+variable.names Case and Variable Names of Fitted Models
anova.lm ANOVA for Linear Model Fits
contrast (Possibly Sparse) Contrast Matrices
complete.cases Find Complete Cases
cor.test Test for Association/Correlation Between Paired Samples
cor Correlation, Variance and Covariance (Matrices)
coef Extract Model Coefficients
arima0 ARIMA Modelling of Time Series -- Preliminary Version
as.hclust Convert Objects to Class hclust
chisq.test Pearson's Chi-squared Test for Count Data
confint Confidence Intervals for Model Parameters
cmdscale Classical (Metric) Multidimensional Scaling
contrasts Get and Set Contrast Matrices
df.residual Residual Degrees-of-Freedom
constrOptim Linearly Constrained Optimization
density Kernel Density Estimation
dendrogram General Tree Structures
effects Effects from Fitted Model
embed Embedding a Time Series
dummy.coef Extract Coefficients in Original Coding
dist Distance Matrix Computation
diffinv Discrete Integration: Inverse of Differencing
factor.scope Compute Allowed Changes in Adding to or Dropping from a Formula
fft Fast Discrete Fourier Transform (FFT)
family Family Objects for Models
factanal Factor Analysis
anova.mlm Comparisons between Multivariate Linear Models
bandwidth Bandwidth Selectors for Kernel Density Estimation
ansari.test Ansari-Bradley Test
convolve Convolution of Sequences via FFT
fitted Extract Model Fitted Values
fligner.test Fligner-Killeen Test of Homogeneity of Variances
cutree Cut a Tree into Groups of Data
cophenetic Cophenetic Distances for a Hierarchical Clustering
decompose Classical Seasonal Decomposition by Moving Averages
glm.control Auxiliary for Controlling GLM Fitting
formula Model Formulae
birthday Probability of coincidences
bartlett.test Bartlett Test of Homogeneity of Variances
biplot.princomp Biplot for Principal Components
cov.wt Weighted Covariance Matrices
cpgram Plot Cumulative Periodogram
glm.summaries Accessing Generalized Linear Model Fits
delete.response Modify Terms Objects
dendrapply Apply a Function to All Nodes of a Dendrogram
.checkMFClasses Functions to Check the Type of Variables passed to Model Frames
extractAIC Extract AIC from a Fitted Model
friedman.test Friedman Rank Sum Test
expand.model.frame Add new variables to a model frame
identify.hclust Identify Clusters in a Dendrogram
formula.nls Extract Model Formula from nls Object
hclust Hierarchical Clustering
is.empty.model Test if a Model's Formula is Empty
isoreg Isotonic / Monotone Regression
influence.measures Regression Deletion Diagnostics
ftable Flat Contingency Tables
kernapply Apply Smoothing Kernel
fivenum Tukey Five-Number Summaries
heatmap Draw a Heat Map
kruskal.test Kruskal-Wallis Rank Sum Test
lm.summaries Accessing Linear Model Fits
kmeans K-Means Clustering
line Robust Line Fitting
ftable.formula Formula Notation for Flat Contingency Tables
lowess Scatter Plot Smoothing
loglin Fitting Log-Linear Models
mantelhaen.test Cochran-Mantel-Haenszel Chi-Squared Test for Count Data
deviance Model Deviance
deriv Symbolic and Algorithmic Derivatives of Simple Expressions
ecdf Empirical Cumulative Distribution Function
eff.aovlist Compute Efficiencies of Multistratum Analysis of Variance
integrate Integration of One-Dimensional Functions Fitter Functions for Linear Models
mauchly.test Mauchly's Test of Sphericity
mahalanobis Mahalanobis Distance
lm Fitting Linear Models
interaction.plot Two-way Interaction Plot Create a Link for GLM Families
nextn Find Highly Composite Numbers
nlminb Optimization using PORT routines
loess.control Set Parameters for Loess
lm.influence Regression Diagnostics
logLik Extract Log-Likelihood
nlm Non-Linear Minimization
nls Nonlinear Least Squares
lag Lag a Time Series
kernel Smoothing Kernel Objects
lag.plot Time Series Lag Plots
mood.test Mood Two-Sample Test of Scale
fisher.test Fisher's Exact Test for Count Data
filter Linear Filtering on a Time Series
na.action NA Action
offset Include an Offset in a Model Formula
pairwise.table Tabulate p values for pairwise comparisons
power.prop.test Power Calculations for Two-Sample Test for Proportions
power.anova.test Power Calculations for Balanced One-Way Analysis of Variance Tests
numericDeriv Evaluate Derivatives Numerically
pairwise.t.test Pairwise t tests
prcomp Principal Components Analysis
predict.HoltWinters Prediction Function for Fitted Holt-Winters Models
mad Median Absolute Deviation
lsfit Find the Least Squares Fit
plot.acf Plot Autocovariance and Autocorrelation Functions
ls.diag Compute Diagnostics for lsfit Regression Results
listof A Class for Lists of (Parts of) Model Fits
medpolish Median Polish (Robust Twoway Decomposition) of a Matrix
ls.print Print lsfit Regression Results
model.extract Extract Components from a Model Frame
plot.density Plot Method for Kernel Density Estimation
power.t.test Power calculations for one and two sample t tests
princomp Principal Components Analysis
PP.test Phillips-Perron Test for Unit Roots
model.frame Extracting the Model Frame from a Formula or Fit
getInitial Get Initial Parameter Estimates
model.matrix Construct Design Matrices
plot.ts Plotting Time-Series Objects
print.ts Printing and Formatting of Time-Series Objects
glm Fitting Generalized Linear Models
oneway.test Test for Equal Means in a One-Way Layout
p.adjust Adjust P-values for Multiple Comparisons
model.tables Compute Tables of Results from an Aov Model Fit
optim General-purpose Optimization
monthplot Plot a Seasonal or other Subseries from a Time Series
mcnemar.test McNemar's Chi-squared Test for Count Data
predict.smooth.spline Predict from Smoothing Spline Fit
preplot Pre-computations for a Plotting Object
poisson.test Exact Poisson tests
median Median Value
printCoefmat Print Coefficient Matrices
sortedXyData Create a sortedXyData Object
quantile Sample Quantiles
scatter.smooth Scatter Plot with Smooth Curve Fitted by Loess
quade.test Quade Test
runmed Running Medians -- Robust Scatter Plot Smoothing
smoothEnds End Points Smoothing (for Running Medians)
print.power.htest Print Methods for Hypothesis Tests and Power Calculation Objects
screeplot Screeplots
sd Standard Deviation
ks.test Kolmogorov-Smirnov Tests
pairwise.prop.test Pairwise comparisons for proportions Handle Missing Values in Objects
optimize One Dimensional Optimization
na.contiguous Find Longest Contiguous Stretch of non-NAs
predict Model Predictions
pairwise.wilcox.test Pairwise Wilcoxon Rank Sum Tests
plot.ppr Plot Ridge Functions for Projection Pursuit Regression Fit
order.dendrogram Ordering or Labels of the Leaves in a Dendrogram
plot.profile.nls Plot a profile.nls Object
plot.HoltWinters Plot function for HoltWinters objects
sigma Extract Residual Standard Deviation 'Sigma'
simulate Simulate Responses
predict.loess Predict Loess Curve or Surface
predict.Arima Forecast from ARIMA fits
poly Compute Orthogonal Polynomials
relevel Reorder Levels of Factor
predict.nls Predicting from Nonlinear Least Squares Fits
se.contrast Standard Errors for Contrasts in Model Terms
rect.hclust Draw Rectangles Around Hierarchical Clusters
read.ftable Manipulate Flat Contingency Tables
reorder.dendrogram Reorder a Dendrogram
ksmooth Kernel Regression Smoother
loadings Print Loadings in Factor Analysis
spec.taper Taper a Time Series by a Cosine Bell
spectrum Spectral Density Estimation
step Choose a model by AIC in a Stepwise Algorithm
summary.aov Summarize an Analysis of Variance Model
terms.formula Construct a terms Object from a Formula
terms Model Terms
summary.glm Summarizing Generalized Linear Model Fits
loess Local Polynomial Regression Fitting
t.test Student's t-Test
stepfun Step Functions - Creation and Class
termplot Plot Regression Terms
update.formula Model Updating
var.test F Test to Compare Two Variances
selfStart Construct Self-starting Nonlinear Models
proj Projections of Models
supsmu Friedman's SuperSmoother
start Encode the Terminal Times of Time Series
splinefun Interpolating Splines
symnum Symbolic Number Coding
weights Extract Model Weights
wilcox.test Wilcoxon Rank Sum and Signed Rank Tests
tsdiag Diagnostic Plots for Time-Series Fits
tsp Tsp Attribute of Time-Series-like Objects
varimax Rotation Methods for Factor Analysis
power Create a Power Link Object
prop.test Test of Equal or Given Proportions
vcov Calculate Variance-Covariance Matrix for a Fitted Model Object
manova Multivariate Analysis of Variance
makepredictcall Utility Function for Safe Prediction
reorder.default Reorder Levels of a Factor
replications Number of Replications of Terms
shapiro.test Shapiro-Wilk Normality Test
setNames Set the Names in an Object
stats-deprecated Deprecated Functions in Package stats
ppoints Ordinates for Probability Plotting
ppr Projection Pursuit Regression
naresid Adjust for Missing Values
naprint Adjust for Missing Values
profile Generic Function for Profiling Models
profile.nls Method for Profiling nls Objects
plot.stepfun Plot Step Functions
nobs Extract the Number of Observations from a Fit.
plot.lm Plot Diagnostics for an lm Object
plot.spec Plotting Spectral Densities
nls.control Control the Iterations in nls
plot.isoreg Plot Method for isoreg Objects
terms.object Description of Terms Objects
summary.nls Summarizing Non-Linear Least-Squares Model Fits
stats-package The R Stats Package
summary.princomp Summary method for Principal Components Analysis
predict.glm Predict Method for GLM Fits
prop.trend.test Test for trend in proportions
predict.lm Predict method for Linear Model Fits
stats-defunct Defunct Functions in Package stats
qqnorm Quantile-Quantile Plots
stat.anova GLM Anova Statistics
smooth Tukey's (Running Median) Smoothing
smooth.spline Fit a Smoothing Spline
stlmethods Methods for STL Objects
stl Seasonal Decomposition of Time Series by Loess
toeplitz Form Symmetric Toeplitz Matrix
ts-methods Methods for Time Series Objects
time Sampling Times of Time Series
ts Time-Series Objects
update Update and Re-fit a Model Call
weighted.residuals Compute Weighted Residuals
uniroot One Dimensional Root (Zero) Finding
weighted.mean Weighted Arithmetic Mean
xtabs Cross Tabulation
window Time Windows
ts.plot Plot Multiple Time Series
r2dtable Random 2-way Tables with Given Marginals
rWishart Random Wishart Distributed Matrices
reshape Reshape Grouped Data
ts.union Bind Two or More Time Series
summary.lm Summarizing Linear Model Fits
residuals Extract Model Residuals Estimate Spectral Density of a Time Series from AR Fit
spec.pgram Estimate Spectral Density of a Time Series by a Smoothed Periodogram
summary.manova Summary Method for Multivariate Analysis of Variance
tsSmooth Use Fixed-Interval Smoothing on Time Series
C Sets Contrasts for a Factor
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License Part of R 3.6.1
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