G01 Chapter Contents (PDF version)
G01 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

G01 – Simple Calculations on Statistical Data

G01 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
G01AAF
Example Text
Example Data
4 nagf_stat_withdraw_summary_1var
Mean, variance, skewness, kurtosis, etc., one variable, from raw data
Note: this routine is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
G01ABF
Example Text
Example Data
4 nagf_stat_summary_2var
Means, corrected sums of squares and cross-products, etc., two variables, from raw data
G01ADF
Example Text
Example Data
4 nagf_stat_summary_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
G01AEF
Example Text
Example Data
4 nagf_stat_frequency_table
Frequency table from raw data
G01AFF
Example Text
Example Data
4 nagf_stat_contingency_table
Two-way contingency table analysis, with χ2/Fisher's exact test
G01AGF
Example Text
Example Data
8 nagf_stat_plot_scatter_2var
Lineprinter scatterplot of two variables
G01AHF
Example Text
Example Data
8 nagf_stat_plot_scatter_normal
Lineprinter scatterplot of one variable against Normal scores
G01AJF
Example Text
Example Data
10 nagf_stat_plot_histogram
Lineprinter histogram of one variable
G01ALF
Example Text
Example Data
14 nagf_stat_5pt_summary
Computes a five-point summary (median, hinges and extremes)
G01AMF
Example Text
Example Data
22 nagf_stat_quantiles
Find quantiles of an unordered vector, real numbers
G01ANF
Example Text
Example Data
23 nagf_stat_quantiles_stream_fixed
Calculates approximate quantiles from a data stream of known size
G01APF
Example Text
Example Data
23 nagf_stat_quantiles_stream_arbitrary
Calculates approximate quantiles from a data stream of unknown size
G01ARF
Example Text
Example Data
14 nagf_stat_plot_stem_leaf
Constructs a stem and leaf plot
G01ASF
Example Text
Example Data
14 nagf_stat_plot_box_whisker
Constructs a box and whisker plot
G01ATF
Example Text
Example Data
24 nagf_stat_summary_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
G01AUF
Example Text
Example Data
24 nagf_stat_summary_onevar_combine
Combines multiple sets of summary information, for use after G01ATF
G01BJF
Example Text
Example Data
13 nagf_stat_prob_binomial
Binomial distribution function
G01BKF
Example Text
Example Data
13 nagf_stat_prob_poisson
Poisson distribution function
G01BLF
Example Text
Example Data
13 nagf_stat_prob_hypergeom
Hypergeometric distribution function
G01DAF
Example Text
Example Plot
8 nagf_stat_normal_scores_exact
Normal scores, accurate values
G01DBF
Example Text
Example Plot
12 nagf_stat_normal_scores_approx
Normal scores, approximate values
G01DCF
Example Text
12 nagf_stat_normal_scores_var
Normal scores, approximate variance-covariance matrix
G01DDF
Example Text
Example Data
12 nagf_stat_test_shapiro_wilk
Shapiro and Wilk's W test for Normality
G01DHF
Example Text
Example Data
15 nagf_stat_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
G01EAF
Example Text
Example Data
15 nagf_stat_prob_normal
Computes probabilities for the standard Normal distribution
G01EBF
Example Text
Example Data
14 nagf_stat_prob_students_t
Computes probabilities for Student's t-distribution
G01ECF
Example Text
Example Data
14 nagf_stat_prob_chisq
Computes probabilities for χ2 distribution
G01EDF
Example Text
Example Data
14 nagf_stat_prob_f
Computes probabilities for F-distribution
G01EEF
Example Text
Example Data
14 nagf_stat_prob_beta
Computes upper and lower tail probabilities and probability density function for the beta distribution
G01EFF
Example Text
Example Data
14 nagf_stat_prob_gamma
Computes probabilities for the gamma distribution
G01EMF
Example Text
Example Data
15 nagf_stat_prob_studentized_range
Computes probability for the Studentized range statistic
G01EPF
Example Text
Example Data
15 nagf_stat_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
G01ERF
Example Text
Example Data
16 nagf_stat_prob_vonmises
Computes probability for von Mises distribution
G01ETF
Example Text
Example Data
21 nagf_stat_prob_landau
Landau distribution function
G01EUF
Example Text
Example Data
21 nagf_stat_prob_vavilov
Vavilov distribution function
G01EWF 25 nagf_stat_prob_dickey_fuller_unit
Computes probabilities for the Dickey–Fuller unit root test
G01EYF
Example Text
Example Data
14 nagf_stat_prob_kolmogorov1
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
G01EZF
Example Text
Example Data
14 nagf_stat_prob_kolmogorov2
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
G01FAF
Example Text
Example Data
15 nagf_stat_inv_cdf_normal
Computes deviates for the standard Normal distribution
G01FBF
Example Text
Example Data
14 nagf_stat_inv_cdf_students_t
Computes deviates for Student's t-distribution
G01FCF
Example Text
Example Data
14 nagf_stat_inv_cdf_chisq
Computes deviates for the χ2 distribution
G01FDF
Example Text
Example Data
14 nagf_stat_inv_cdf_f
Computes deviates for the F-distribution
G01FEF
Example Text
Example Data
14 nagf_stat_inv_cdf_beta
Computes deviates for the beta distribution
G01FFF
Example Text
Example Data
14 nagf_stat_inv_cdf_gamma
Computes deviates for the gamma distribution
G01FMF
Example Text
Example Data
15 nagf_stat_inv_cdf_studentized_range
Computes deviates for the Studentized range statistic
G01FTF
Example Text
Example Data
21 nagf_stat_inv_cdf_landau
Landau inverse function Ψx
G01GBF
Example Text
Example Data
14 nagf_stat_prob_students_t_noncentral
Computes probabilities for the non-central Student's t-distribution
G01GCF
Example Text
Example Data
14 nagf_stat_prob_chisq_noncentral
Computes probabilities for the non-central χ2 distribution
G01GDF
Example Text
Example Data
14 nagf_stat_prob_f_noncentral
Computes probabilities for the non-central F-distribution
G01GEF
Example Text
Example Data
14 nagf_stat_prob_beta_noncentral
Computes probabilities for the non-central beta distribution
G01HAF
Example Text
Example Data
14 nagf_stat_prob_bivariate_normal
Computes probability for the bivariate Normal distribution
G01HBF
Example Text
Example Data
15 nagf_stat_prob_multi_normal
Computes probabilities for the multivariate Normal distribution
G01HCF
Example Text
Example Data
23 nagf_stat_prob_bivariate_students_t
Computes probabilities for the bivariate Student's t-distribution
G01HDF
Example Text
Example Data
24 nagf_multi_students_t
Computes the probability for the multivariate Student's t-distribution
G01JCF
Example Text
Example Data
14 nagf_stat_prob_chisq_noncentral_lincomb
Computes probability for a positive linear combination of χ2 variables
G01JDF
Example Text
Example Data
15 nagf_stat_prob_chisq_lincomb
Computes lower tail probability for a linear combination of (central) χ2 variables
G01KAF
Example Text
Example Data
Example Plot
23 nagf_stat_pdf_normal
Calculates the value for the probability density function of the Normal distribution at a chosen point
G01KFF
Example Text
Example Data
Example Plot
23 nagf_stat_pdf_gamma
Calculates the value for the probability density function of the gamma distribution at a chosen point
G01KKF
Example Text
Example Data
Example Plot
24 nagf_stat_pdf_gamma_vector
Computes a vector of values for the probability density function of the gamma distribution
G01KQF
Example Text
Example Data
Example Plot
24 nagf_stat_pdf_normal_vector
Computes a vector of values for the probability density function of the Normal distribution
G01LBF
Example Text
Example Data
24 nagf_stat_pdf_multi_normal_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
G01MBF
Example Text
Example Data
15 nagf_stat_mills_ratio
Computes reciprocal of Mills' Ratio
G01MTF
Example Text
Example Data
21 nagf_stat_pdf_landau
Landau density function ϕ λ
G01MUF
Example Text
Example Data
21 nagf_stat_pdf_vavilov
Vavilov density function ϕV λ;κ,β2
G01NAF
Example Text
Example Data
16 nagf_stat_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
G01NBF
Example Text
Example Data
16 nagf_stat_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
G01PTF
Example Text
Example Data
21 nagf_stat_pdf_landau_moment1
Landau first moment function Φ1x 
G01QTF
Example Text
Example Data
21 nagf_stat_pdf_landau_moment2
Landau second moment function Φ2x 
G01RTF
Example Text
Example Data
21 nagf_stat_pdf_landau_deriv
Landau derivative function ϕλ
G01SAF
Example Text
Example Data
24 nagf_stat_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
G01SBF
Example Text
Example Data
24 nagf_stat_prob_students_t_vector
Computes a vector of probabilities for the Student's t-distribution
G01SCF
Example Text
Example Data
24 nagf_stat_prob_chisq_vector
Computes a vector of probabilities for χ2 distribution
G01SDF
Example Text
Example Data
24 nagf_stat_prob_f_vector
Computes a vector of probabilities for F-distribution
G01SEF
Example Text
Example Data
24 nagf_stat_prob_beta_vector
Computes a vector of probabilities for the beta distribution
G01SFF
Example Text
Example Data
24 nagf_stat_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
G01SJF
Example Text
Example Data
24 nagf_stat_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
G01SKF
Example Text
Example Data
24 nagf_stat_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
G01SLF
Example Text
Example Data
24 nagf_stat_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
G01TAF
Example Text
Example Data
24 nagf_stat_inv_cdf_normal_vector
Computes a vector of deviates for the standard Normal distribution
G01TBF
Example Text
Example Data
24 nagf_stat_inv_cdf_students_t_vector
Computes a vector of deviates for Student's t-distribution
G01TCF
Example Text
Example Data
24 nagf_stat_inv_cdf_chisq_vector
Computes a vector of deviates for χ2 distribution
G01TDF
Example Text
Example Data
24 nagf_stat_inv_cdf_f_vector
Computes a vector of deviates for F-distribution
G01TEF
Example Text
Example Data
24 nagf_stat_inv_cdf_beta_vector
Computes a vector of deviates for the beta distribution
G01TFF
Example Text
Example Data
24 nagf_stat_inv_cdf_gamma_vector
Computes a vector of deviates for the gamma distribution
G01WAF
Example Text
Example Data
Example Plot
24 nagf_stat_moving_average
Computes the mean and standard deviation using a rolling window
G01ZUF 21 nagf_stat_init_vavilov
Initialization routine for G01MUF and G01EUF

G01 Chapter Contents (PDF version)
G01 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015