NAG CL Interface
G01 (Stat)
Simple Calculations on Statistical Data

G01 (Stat) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
g01adc
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7 nag_stat_summary_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
g01aec
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6 nag_stat_frequency_table
Frequency table from raw data
g01alc
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4 nag_stat_five_point_summary
Five-point summary (median, hinges and extremes)
g01amc
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9 nag_stat_quantiles
Quantiles of a set of unordered values
g01anc
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23 nag_stat_quantiles_stream_fixed
Calculates approximate quantiles from a data stream of known size
g01apc
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23 nag_stat_quantiles_stream_arbitrary
Calculates approximate quantiles from a data stream of unknown size
g01atc
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24 nag_stat_summary_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
g01auc
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24 nag_stat_summary_onevar_combine
Combines multiple sets of summary information, for use after g01atc
g01bjc
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4 nag_stat_prob_binomial
Binomial distribution function
g01bkc
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4 nag_stat_prob_poisson
Poisson distribution function
g01blc
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4 nag_stat_prob_hypergeom
Hypergeometric distribution function
g01dac
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7 nag_stat_normal_scores_exact
Normal scores, accurate values
g01dcc
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7 nag_stat_normal_scores_var
Normal scores, approximate variance-covariance matrix
g01ddc
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4 nag_stat_test_shapiro_wilk
Shapiro and Wilk's W test for Normality
g01dhc
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4 nag_stat_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
g01eac
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4 nag_stat_prob_normal
Probabilities for the standard Normal distribution
g01ebc
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1 nag_stat_prob_students_t
Probabilities for Student's t-distribution
g01ecc
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1 nag_stat_prob_chisq
Probabilities for χ2 distribution
g01edc
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1 nag_stat_prob_f
Probabilities for F-distribution
g01eec
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1 nag_stat_prob_beta
Upper and lower tail probabilities and probability density function for the beta distribution
g01efc
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1 nag_stat_prob_gamma
Probabilities for the gamma distribution
g01emc
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7 nag_stat_prob_studentized_range
Computes probability for the Studentized range statistic
g01epc
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7 nag_stat_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
g01erc
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7 nag_stat_prob_vonmises
Computes probability for von Mises distribution
g01etc
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7 nag_stat_prob_landau
Landau distribution function
g01euc
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7 nag_stat_prob_vavilov
Vavilov distribution function
g01ewc 25 nag_stat_prob_dickey_fuller_unit
Computes probabilities for the Dickey–Fuller unit root test
g01eyc
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7 nag_stat_prob_kolmogorov1
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
g01ezc
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7 nag_stat_prob_kolmogorov2
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
g01fac
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4 nag_stat_inv_cdf_normal
Deviates for the Normal distribution
g01fbc
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1 nag_stat_inv_cdf_students_t
Deviates for Student's t-distribution
g01fcc
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1 nag_stat_inv_cdf_chisq
Deviates for the χ2 distribution
g01fdc
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1 nag_stat_inv_cdf_f
Deviates for the F-distribution
g01fec
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1 nag_stat_inv_cdf_beta
Deviates for the beta distribution
g01ffc
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1 nag_stat_inv_cdf_gamma
Deviates for the gamma distribution
g01fmc
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7 nag_stat_inv_cdf_studentized_range
Computes deviates for the Studentized range statistic
g01ftc
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7 nag_stat_inv_cdf_landau
Landau inverse function Ψx
g01gbc
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6 nag_stat_prob_students_t_noncentral
Computes probabilities for the non-central Student's t-distribution
g01gcc
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6 nag_stat_prob_chisq_noncentral
Computes probabilities for the non-central χ2 distribution
g01gdc
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6 nag_stat_prob_f_noncentral
Computes probabilities for the non-central F-distribution
g01gec
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6 nag_stat_prob_beta_noncentral
Computes probabilities for the non-central beta distribution
g01hac
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1 nag_stat_prob_bivariate_normal
Probability for the bivariate Normal distribution
g01hbc
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6 nag_stat_prob_multi_normal
Computes probabilities for the multivariate Normal distribution
g01hcc
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23 nag_stat_prob_bivariate_students_t
Computes probabilities for the bivariate Student's t-distribution
g01hdc
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24 nag_stat_prob_multi_students_t
Computes the probability for the multivariate Student's t-distribution
g01jcc
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7 nag_stat_prob_chisq_noncentral_lincomb
Computes probability for a positive linear combination of χ2 variables
g01jdc
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7 nag_stat_prob_chisq_lincomb
Computes lower tail probability for a linear combination of (central) χ2 variables
g01kac
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9 nag_stat_pdf_normal
Calculates the value for the probability density function of the Normal distribution at a chosen point
g01kfc
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9 nag_stat_pdf_gamma
Calculates the value for the probability density function of the gamma distribution at a chosen point
g01kkc
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23 nag_stat_pdf_gamma_vector
Computes a vector of values for the probability density function of the gamma distribution
g01kqc
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23 nag_stat_pdf_normal_vector
Computes a vector of values for the probability density function of the Normal distribution
g01lbc
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24 nag_stat_pdf_multi_normal_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
g01mbc
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7 nag_stat_mills_ratio
Computes reciprocal of Mills' Ratio
g01mtc
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7 nag_stat_pdf_landau
Landau density function ϕ λ
g01muc
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7 nag_stat_pdf_vavilov
Vavilov density function ϕV λ;κ,β2
g01nac
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7 nag_stat_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
g01nbc
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7 nag_stat_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
g01ptc
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7 nag_stat_pdf_landau_moment1
Landau first moment function Φ1x
g01qtc
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7 nag_stat_pdf_landau_moment2
Landau second moment function Φ2x
g01rtc
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7 nag_stat_pdf_landau_deriv
Landau derivative function ϕλ
g01sac
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23 nag_stat_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
g01sbc
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23 nag_stat_prob_students_t_vector
Computes a vector of probabilities for the Student's t-distribution
g01scc
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23 nag_stat_prob_chisq_vector
Computes a vector of probabilities for χ2 distribution
g01sdc
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23 nag_stat_prob_f_vector
Computes a vector of probabilities for F-distribution
g01sec
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23 nag_stat_prob_beta_vector
Computes a vector of probabilities for the beta distribution
g01sfc
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23 nag_stat_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
g01sjc
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23 nag_stat_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
g01skc
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23 nag_stat_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
g01slc
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23 nag_stat_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
g01tac
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23 nag_stat_inv_cdf_normal_vector
Computes a vector of deviates for the standard Normal distribution
g01tbc
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23 nag_stat_inv_cdf_students_t_vector
Computes a vector of deviates for Student's t-distribution
g01tcc
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23 nag_stat_inv_cdf_chisq_vector
Computes a vector of deviates for χ2 distribution
g01tdc
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23 nag_stat_inv_cdf_f_vector
Computes a vector of deviates for F-distribution
g01tec
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23 nag_stat_inv_cdf_beta_vector
Computes a vector of deviates for the beta distribution
g01tfc
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23 nag_stat_inv_cdf_gamma_vector
Computes a vector of deviates for the gamma distribution
g01wac
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24 nag_stat_moving_average
Computes the mean and standard deviation using a rolling window
g01zuc 7 nag_stat_init_vavilov
Initialization function for g01muc and g01euc