This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.

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

Settings help

CL Name Style:


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

Function
Mark of
Introduction

Purpose
g01adc 7 nag_stat_summary_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
g01aec 6 nag_stat_frequency_table
Frequency table from raw data
g01alc 4 nag_stat_five_point_summary
Five-point summary (median, hinges and extremes)
g01amc 9 nag_stat_quantiles
Quantiles of a set of unordered values
g01anc 23 nag_stat_quantiles_stream_fixed
Calculates approximate quantiles from a data stream of known size
g01apc 23 nag_stat_quantiles_stream_arbitrary
Calculates approximate quantiles from a data stream of unknown size
g01atc 24 nag_stat_summary_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
g01auc 24 nag_stat_summary_onevar_combine
Combines multiple sets of summary information, for use after g01atc
g01bjc 4 nag_stat_prob_binomial
Binomial distribution function
g01bkc 4 nag_stat_prob_poisson
Poisson distribution function
g01blc 4 nag_stat_prob_hypergeom
Hypergeometric distribution function
g01dac 7 nag_stat_normal_scores_exact
Normal scores, accurate values
g01dcc 7 nag_stat_normal_scores_var
Normal scores, approximate variance-covariance matrix
g01ddc 4 nag_stat_test_shapiro_wilk
Shapiro and Wilk's W test for Normality
g01dhc 4 nag_stat_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
g01eac 4 nag_stat_prob_normal
Probabilities for the standard Normal distribution
g01ebc 1 nag_stat_prob_students_t
Probabilities for Student's t-distribution
g01ecc 1 nag_stat_prob_chisq
Probabilities for χ2 distribution
g01edc 1 nag_stat_prob_f
Probabilities for F-distribution
g01eec 1 nag_stat_prob_beta
Upper and lower tail probabilities and probability density function for the beta distribution
g01efc 1 nag_stat_prob_gamma
Probabilities for the gamma distribution
g01emc 7 nag_stat_prob_studentized_range
Computes probability for the Studentized range statistic
g01epc 7 nag_stat_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
g01erc 7 nag_stat_prob_vonmises
Computes probability for von Mises distribution
g01etc 7 nag_stat_prob_landau
Landau distribution function
g01euc 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 7 nag_stat_prob_kolmogorov1
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
g01ezc 7 nag_stat_prob_kolmogorov2
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
g01fac 4 nag_stat_inv_cdf_normal
Deviates for the Normal distribution
g01fbc 1 nag_stat_inv_cdf_students_t
Deviates for Student's t-distribution
g01fcc 1 nag_stat_inv_cdf_chisq
Deviates for the χ2 distribution
g01fdc 1 nag_stat_inv_cdf_f
Deviates for the F-distribution
g01fec 1 nag_stat_inv_cdf_beta
Deviates for the beta distribution
g01ffc 1 nag_stat_inv_cdf_gamma
Deviates for the gamma distribution
g01fmc 7 nag_stat_inv_cdf_studentized_range
Computes deviates for the Studentized range statistic
g01ftc 7 nag_stat_inv_cdf_landau
Landau inverse function Ψ(x)
g01gbc 6 nag_stat_prob_students_t_noncentral
Computes probabilities for the non-central Student's t-distribution
g01gcc 6 nag_stat_prob_chisq_noncentral
Computes probabilities for the non-central χ2 distribution
g01gdc 6 nag_stat_prob_f_noncentral
Computes probabilities for the non-central F-distribution
g01gec 6 nag_stat_prob_beta_noncentral
Computes probabilities for the non-central beta distribution
g01hac 1 nag_stat_prob_bivariate_normal
Probability for the bivariate Normal distribution
g01hbc 6 nag_stat_prob_multi_normal
Computes probabilities for the multivariate Normal distribution
g01hcc 23 nag_stat_prob_bivariate_students_t
Computes probabilities for the bivariate Student's t-distribution
g01hdc 24 nag_stat_prob_multi_students_t
Computes the probability for the multivariate Student's t-distribution
g01jcc 7 nag_stat_prob_chisq_noncentral_lincomb
Computes probability for a positive linear combination of χ2 variables
g01jdc 7 nag_stat_prob_chisq_lincomb
Computes lower tail probability for a linear combination of (central) χ2 variables
g01kac 9 nag_stat_pdf_normal
Calculates the value for the probability density function of the Normal distribution at a chosen point
g01kfc 9 nag_stat_pdf_gamma
Calculates the value for the probability density function of the gamma distribution at a chosen point
g01kkc 23 nag_stat_pdf_gamma_vector
Computes a vector of values for the probability density function of the gamma distribution
g01kqc 23 nag_stat_pdf_normal_vector
Computes a vector of values for the probability density function of the Normal distribution
g01lbc 24 nag_stat_pdf_multi_normal_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
g01mbc 7 nag_stat_mills_ratio
Computes reciprocal of Mills' Ratio
g01mtc 7 nag_stat_pdf_landau
Landau density function ϕ (λ)
g01muc 7 nag_stat_pdf_vavilov
Vavilov density function ϕV (λ;κ,β2)
g01nac 7 nag_stat_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
g01nbc 7 nag_stat_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
g01ptc 7 nag_stat_pdf_landau_moment1
Landau first moment function Φ1(x)
g01qtc 7 nag_stat_pdf_landau_moment2
Landau second moment function Φ2(x)
g01rtc 7 nag_stat_pdf_landau_deriv
Landau derivative function ϕ(λ)
g01sac 23 nag_stat_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
g01sbc 23 nag_stat_prob_students_t_vector
Computes a vector of probabilities for the Student's t-distribution
g01scc 23 nag_stat_prob_chisq_vector
Computes a vector of probabilities for χ2 distribution
g01sdc 23 nag_stat_prob_f_vector
Computes a vector of probabilities for F-distribution
g01sec 23 nag_stat_prob_beta_vector
Computes a vector of probabilities for the beta distribution
g01sfc 23 nag_stat_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
g01sjc 23 nag_stat_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
g01skc 23 nag_stat_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
g01slc 23 nag_stat_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
g01tac 23 nag_stat_inv_cdf_normal_vector
Computes a vector of deviates for the standard Normal distribution
g01tbc 23 nag_stat_inv_cdf_students_t_vector
Computes a vector of deviates for Student's t-distribution
g01tcc 23 nag_stat_inv_cdf_chisq_vector
Computes a vector of deviates for χ2 distribution
g01tdc 23 nag_stat_inv_cdf_f_vector
Computes a vector of deviates for F-distribution
g01tec 23 nag_stat_inv_cdf_beta_vector
Computes a vector of deviates for the beta distribution
g01tfc 23 nag_stat_inv_cdf_gamma_vector
Computes a vector of deviates for the gamma distribution
g01wac 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