NAG CL InterfaceG07 (Univar)Univariate Estimation

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G07 (Univar) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
g07aac 7 nag_univar_ci_binomial
Computes confidence interval for the parameter of a binomial distribution
g07abc 7 nag_univar_ci_poisson
Computes confidence interval for the parameter of a Poisson distribution
g07bbc 7 nag_univar_estim_normal
Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data
g07bec 7 nag_univar_estim_weibull
Computes maximum likelihood estimates for parameters of the Weibull distribution
g07bfc 9 nag_univar_estim_genpareto
Estimates parameter values of the generalized Pareto distribution
g07cac 4 nag_univar_ttest_2normal
Computes $t$-test statistic for a difference in means between two Normal populations, confidence interval
g07dac 3 nag_univar_robust_1var_median
Robust estimation, median, median absolute deviation, robust standard deviation
g07dbc 4 nag_univar_robust_1var_mestim
Robust estimation, $M$-estimates for location and scale parameters, standard weight functions
g07dcc 7 nag_univar_robust_1var_mestim_wgt
Robust estimation, $M$-estimates for location and scale parameters, user-defined weight functions
g07ddc 4 nag_univar_robust_1var_trimmed
Trimmed and winsorized mean of a sample with estimates of the variances of the two means
g07eac 7 nag_univar_robust_1var_ci
Robust confidence intervals, one-sample
g07ebc 7 nag_univar_robust_2var_ci
Robust confidence intervals, two-sample
g07gac 23 nag_univar_outlier_peirce_1var
Outlier detection using method of Peirce, raw data or single variance supplied
g07gbc 23 nag_univar_outlier_peirce_2var
Outlier detection using method of Peirce, two variances supplied