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MATLAB Statistics Toolbox

The document describes the functions available in the Statistics Toolbox for MATLAB. It includes functions for distributions, parameter estimation, random number generation, descriptive statistics, linear models, nonlinear models, and statistical process control. Some key capabilities include probability density functions, cumulative distribution functions, random number generation, hypothesis testing, regression, analysis of variance, and process capability analysis.

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Fari Alex
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0% found this document useful (0 votes)
2K views

MATLAB Statistics Toolbox

The document describes the functions available in the Statistics Toolbox for MATLAB. It includes functions for distributions, parameter estimation, random number generation, descriptive statistics, linear models, nonlinear models, and statistical process control. Some key capabilities include probability density functions, cumulative distribution functions, random number generation, hypothesis testing, regression, analysis of variance, and process capability analysis.

Uploaded by

Fari Alex
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics Toolbox MATLAB

Version 5.0.1 (R14SP1) 05-Sep-2004

Distributions.
Parameter estimation.
betafit - Beta parameter estimation.
binofit - Binomial parameter estimation.
dfittool - Distribution fitting tool.
evfit - Extreme value parameter estimation.
expfit - Exponential parameter estimation.
gamfit - Gamma parameter estimation.
lognfit - Lognormal parameter estimation.
mle - Maximum likelihood estimation (MLE).
mlecov - Asymptotic covariance matrix of MLE.
nbinfit - Negative binomial parameter estimation.
normfit - Normal parameter estimation.
poissfit - Poisson parameter estimation.
raylfit - Rayleigh parameter estimation.
unifit - Uniform parameter estimation.
wblfit - Weibull parameter estimation.

Probability density functions (pdf).


betapdf - Beta density.
binopdf - Binomial density.
chi2pdf - Chi square density.
evpdf - Extreme value density.
exppdf - Exponential density.
fpdf - F density.
gampdf - Gamma density.
geopdf - Geometric density.
hygepdf - Hypergeometric density.
lognpdf - Lognormal density.
mvnpdf - Multivariate normal density.
nbinpdf - Negative binomial density.
ncfpdf - Noncentral F density.
nctpdf - Noncentral t density.
ncx2pdf - Noncentral Chi-square density.
normpdf - Normal (Gaussian) density.
pdf - Density function for a specified distribution.
poisspdf - Poisson density.
raylpdf - Rayleigh density.
tpdf - T density.
unidpdf - Discrete uniform density.
unifpdf - Uniform density.
wblpdf - Weibull density.

Cumulative Distribution functions (cdf).


betacdf - Beta cdf.
binocdf - Binomial cdf.
cdf - Specified cumulative distribution function.
chi2cdf - Chi square cdf.
ecdf - Empirical cdf (Kaplan-Meier estimate).
evcdf - Extreme value cumulative distribution function.
expcdf - Exponential cdf.
fcdf - F cdf.
gamcdf - Gamma cdf.
geocdf - Geometric cdf.
hygecdf - Hypergeometric cdf.
logncdf - Lognormal cdf.
nbincdf - Negative binomial cdf.
ncfcdf - Noncentral F cdf.
nctcdf - Noncentral t cdf.
ncx2cdf - Noncentral Chi-square cdf.
normcdf - Normal (Gaussian) cdf.
poisscdf - Poisson cdf.
raylcdf - Rayleigh cdf.
tcdf - T cdf.
unidcdf - Discrete uniform cdf.
unifcdf - Uniform cdf.
wblcdf - Weibull cdf.

Critical Values of Distribution functions.


betainv - Beta inverse cumulative distribution function.
binoinv - Binomial inverse cumulative distribution function.
chi2inv - Chi square inverse cumulative distribution function.
evinv - Extreme value inverse cumulative distribution function.
expinv - Exponential inverse cumulative distribution function.
finv - F inverse cumulative distribution function.
gaminv - Gamma inverse cumulative distribution function.
geoinv - Geometric inverse cumulative distribution function.
hygeinv - Hypergeometric inverse cumulative distribution function.
icdf - Specified inverse cdf.
logninv - Lognormal inverse cumulative distribution function.
nbininv - Negative binomial inverse distribution function.
ncfinv - Noncentral F inverse cumulative distribution function.
nctinv - Noncentral t inverse cumulative distribution function.
ncx2inv - Noncentral Chi-square inverse distribution function.
norminv - Normal (Gaussian) inverse cumulative distribution function.
poissinv - Poisson inverse cumulative distribution function.
raylinv - Rayleigh inverse cumulative distribution function.
tinv - T inverse cumulative distribution function.
unidinv - Discrete uniform inverse cumulative distribution function.
unifinv - Uniform inverse cumulative distribution function.
wblinv - Weibull inverse cumulative distribution function.

Random Number Generators.


betarnd - Beta random numbers.
binornd - Binomial random numbers.
chi2rnd - Chi square random numbers.
evrnd - Extreme value random numbers.
exprnd - Exponential random numbers.
frnd - F random numbers.
gamrnd - Gamma random numbers.
geornd - Geometric random numbers.
hygernd - Hypergeometric random numbers.
iwishrnd - Inverse Wishart random matrix.
lognrnd - Lognormal random numbers.
mvnrnd - Multivariate normal random numbers.
mvtrnd - Multivariate t random numbers.
nbinrnd - Negative binomial random numbers.
ncfrnd - Noncentral F random numbers.
nctrnd - Noncentral t random numbers.
ncx2rnd - Noncentral Chi-square random numbers.
normrnd - Normal (Gaussian) random numbers.
poissrnd - Poisson random numbers.
randg - Gamma random numbers (unit scale).
random - Random numbers from specified distribution.
randsample - Random sample from finite population.
raylrnd - Rayleigh random numbers.
trnd - T random numbers.
unidrnd - Discrete uniform random numbers.
unifrnd - Uniform random numbers.
wblrnd - Weibull random numbers.
wishrnd - Wishart random matrix.

Statistics.
betastat - Beta mean and variance.
binostat - Binomial mean and variance.
chi2stat - Chi square mean and variance.
evstat - Extreme value mean and variance.
expstat - Exponential mean and variance.
fstat - F mean and variance.
gamstat - Gamma mean and variance.
geostat - Geometric mean and variance.
hygestat - Hypergeometric mean and variance.
lognstat - Lognormal mean and variance.
nbinstat - Negative binomial mean and variance.
ncfstat - Noncentral F mean and variance.
nctstat - Noncentral t mean and variance.
ncx2stat - Noncentral Chi-square mean and variance.
normstat - Normal (Gaussian) mean and variance.
poisstat - Poisson mean and variance.
raylstat - Rayleigh mean and variance.
tstat - T mean and variance.
unidstat - Discrete uniform mean and variance.
unifstat - Uniform mean and variance.
wblstat - Weibull mean and variance.

Likelihood functions.
betalike - Negative beta log-likelihood.
evlike - Negative extreme value log-likelihood.
explike - Negative exponential log-likelihood.
gamlike - Negative gamma log-likelihood.
lognlike - Negative lognormal log-likelihood.
nbinlike - Negative likelihood for negative binomial distribution.
normlike - Negative normal likelihood.
wbllike - Negative Weibull log-likelihood.

Descriptive Statistics.
bootstrp - Bootstrap statistics for any function.
corr - Linear or rank correlation coefficient.
corrcoef - Linear correlation coefficient with confidence intervals.
cov - Covariance.
crosstab - Cross tabulation.
geomean - Geometric mean.
grpstats - Summary statistics by group.
harmmean - Harmonic mean.
iqr - Interquartile range.
kurtosis - Kurtosis.
mad - Median Absolute Deviation.
mean - Sample average (in MATLAB toolbox).
median - 50th percentile of a sample.
moment - Moments of a sample.
nancov - Covariance matrix ignoring NaNs.
nanmax - Maximum ignoring NaNs.
nanmean - Mean ignoring NaNs.
nanmedian - Median ignoring NaNs.
nanmin - Minimum ignoring NaNs.
nanstd - Standard deviation ignoring NaNs.
nansum - Sum ignoring NaNs.
nanvar - Variance ignoring NaNs.
prctile - Percentiles.
quantile - Quantiles.
range - Range.
skewness - Skewness.
std - Standard deviation (in MATLAB toolbox).
tabulate - Frequency table.
trimmean - Trimmed mean.
var - Variance (in MATLAB toolbox).

Linear Models.
addedvarplot - Created added-variable plot for stepwise regression.
anova1 - One-way analysis of variance.
anova2 - Two-way analysis of variance.
anovan - n-way analysis of variance.
aoctool - Interactive tool for analysis of covariance.
dummyvar - Dummy-variable coding.
friedman - Friedman's test (nonparametric two-way anova).
glmfit - Generalized linear model fitting.
glmval - Evaluate fitted values for generalized linear model.
kruskalwallis - Kruskal-Wallis test (nonparametric one-way anova).
leverage - Regression diagnostic.
lscov - Least-squares estimates with known covariance matrix.
lsqnonneg - Non-negative least-squares.
manova1 - One-way multivariate analysis of variance.
manovacluster - Draw clusters of group means for manova1.
multcompare - Multiple comparisons of means and other estimates.
polyconf - Polynomial evaluation and confidence interval estimation.
polyfit - Least-squares polynomial fitting.
polyval - Predicted values for polynomial functions.
rcoplot - Residuals case order plot.
regress - Multivariate linear regression.
regstats - Regression diagnostics.
ridge - Ridge regression.
robustfit - Robust regression model fitting.
rstool - Multidimensional response surface visualization (RSM).
stepwise - Interactive tool for stepwise regression.
stepwisefit - Non-interactive stepwise regression.
x2fx - Factor settings matrix (x) to design matrix (fx).

Nonlinear Models.
nlinfit - Nonlinear least-squares data fitting.
nlintool - Interactive graphical tool for prediction in nonlinear models.
nlpredci - Confidence intervals for prediction.
nlparci - Confidence intervals for parameters.

Design of Experiments (DOE).


bbdesign - Box-Behnken design.
candexch - D-optimal design (row exchange algorithm for candidate set).
candgen - Candidates set for D-optimal design generation.
ccdesign - Central composite design.
cordexch - D-optimal design (coordinate exchange algorithm).
daugment - Augment D-optimal design.
dcovary - D-optimal design with fixed covariates.
ff2n - Two-level full-factorial design.
fracfact - Two-level fractional factorial design.
fullfact - Mixed-level full-factorial design.
hadamard - Hadamard matrices (orthogonal arrays).
lhsdesign - Latin hypercube sampling design.
lhsnorm - Latin hypercube multivariate normal sample.
rowexch - D-optimal design (row exchange algorithm).

Statistical Process Control (SPC).


capable - Capability indices.
capaplot - Capability plot.
ewmaplot - Exponentially weighted moving average plot.
histfit - Histogram with superimposed normal density.
normspec - Plot normal density between specification limits.
schart - S chart for monitoring variability.
xbarplot - Xbar chart for monitoring the mean.
Multivariate Statistics.
Cluster Analysis.
cophenet - Cophenetic coefficient.
cluster - Construct clusters from LINKAGE output.
clusterdata - Construct clusters from data.
dendrogram - Generate dendrogram plot.
inconsistent - Inconsistent values of a cluster tree.
kmeans - k-means clustering.
linkage - Hierarchical cluster information.
pdist - Pairwise distance between observations.
silhouette - Silhouette plot of clustered data.
squareform - Square matrix formatted distance.

Dimension Reduction Techniques.


factoran - Factor analysis.
pcacov - Principal components from covariance matrix.
pcares - Residuals from principal components.
princomp - Principal components analysis from raw data.
rotatefactors - Rotation of FA or PCA loadings.

Plotting.
andrewsplot - Andrews plot for multivariate data.
biplot - Biplot of variable/factor coefficients and scores.
glyphplot - Plot stars or Chernoff faces for multivariate data.
gplotmatrix - Matrix of scatter plots grouped by a common variable.
parallelcoords - Parallel coordinates plot for multivariate data.

Other Multivariate Methods.


barttest - Bartlett's test for dimensionality.
canoncorr - Cannonical correlation analysis.
cmdscale - Classical multidimensional scaling.
classify - Linear discriminant analysis.
mahal - Mahalanobis distance.
manova1 - One-way multivariate analysis of variance.
mdscale - Metric and non-metric multidimensional scaling.
procrustes - Procrustes analysis.

Decision Tree Techniques.


treedisp - Display decision tree.
treefit - Fit data using a classification or regression tree.
treeprune - Prune decision tree or creating optimal pruning sequence.
treetest - Estimate error for decision tree.
treeval - Compute fitted values using decision tree.

Hypothesis Tests.
ranksum - Wilcoxon rank sum test (independent samples).
signrank - Wilcoxon sign rank test (paired samples).
signtest - Sign test (paired samples).
ztest - Z test.
ttest - One sample t test.
ttest2 - Two sample t test.

Distribution Testing.
jbtest - Jarque-Bera test of normality
kstest - Kolmogorov-Smirnov test for one sample
kstest2 - Kolmogorov-Smirnov test for two samples
lillietest - Lilliefors test of normality

Nonparametric Functions.
friedman - Friedman's test (nonparametric two-way anova).
kruskalwallis - Kruskal-Wallis test (nonparametric one-way anova).
ksdensity - Kernel smoothing density estimation.
ranksum - Wilcoxon rank sum test (independent samples).
signrank - Wilcoxon sign rank test (paired samples).
signtest - Sign test (paired samples).

Hidden Markov Models.


hmmdecode - Calculate HMM posterior state probabilities.
hmmestimate - Estimate HMM parameters given state information.
hmmgenerate - Generate random sequence for HMM.
hmmtrain - Calculate maximum likelihood estimates for HMM parameters.
hmmviterbi - Calculate most probable state path for HMM sequence.

Statistical Plotting.
andrewsplot - Andrews plot for multivariate data.
biplot - Biplot of variable/factor coefficients and scores.
boxplot - Boxplots of a data matrix (one per column).
cdfplot - Plot of empirical cumulative distribution function.
ecdfhist - Histogram calculated from empirical cdf.
fsurfht - Interactive contour plot of a function.
gline - Point, drag and click line drawing on figures.
glyphplot - Plot stars or Chernoff faces for multivariate data.
gname - Interactive point labeling in x-y plots.
gplotmatrix - Matrix of scatter plots grouped by a common variable.
gscatter - Scatter plot of two variables grouped by a third.
hist - Histogram (in MATLAB toolbox).
hist3 - Three-dimensional histogram of bivariate data.
lsline - Add least-square fit line to scatter plot.
normplot - Normal probability plot.
parallelcoords - Parallel coordinates plot for multivariate data.
probplot - Probability plot.
qqplot - Quantile-Quantile plot.
refcurve - Reference polynomial curve.
refline - Reference line.
surfht - Interactive contour plot of a data grid.
wblplot - Weibull probability plot.

Statistics Demos.
aoctool - Interactive tool for analysis of covariance.
disttool - GUI tool for exploring probability distribution functions.
polytool - Interactive graph for prediction of fitted polynomials.
randtool - GUI tool for generating random numbers.
rsmdemo - Reaction simulation (DOE, RSM, nonlinear curve fitting).
robustdemo - Interactive tool to compare robust and least squares fits.

File Based I/O.


tblread - Read in data in tabular format.
tblwrite - Write out data in tabular format to file.
tdfread - Read in text and numeric data from tab-delimitted file.
caseread - Read in case names.
casewrite - Write out case names to file.

Utility Functions.
combnk - Enumeration of all combinations of n objects k at a time.
grp2idx - Convert grouping variable to indices and array of names.
hougen - Prediction function for Hougen model (nonlinear example).
statget - Get STATS options parameter value.
statset - Set STATS options parameter value.
tiedrank - Compute ranks of sample, adjusting for ties.
zscore - Normalize matrix columns to mean 0, variance 1.
Specialized math functions. [matlab\specfun]

Specialized math functions.


airy - Airy functions.
besselj - Bessel function of the first kind.
bessely - Bessel function of the second kind.
besselh - Bessel functions of the third kind (Hankel function).
besseli - Modified Bessel function of the first kind.
besselk - Modified Bessel function of the second kind.
beta - Beta function.
betainc - Incomplete beta function.
betaln - Logarithm of beta function.
ellipj - Jacobi elliptic functions.
ellipke - Complete elliptic integral.
erf - Error function.
erfc - Complementary error function.
erfcx - Scaled complementary error function.
erfinv - Inverse error function.
expint - Exponential integral function.
gamma - Gamma function.
gammainc - Incomplete gamma function.
gammaln - Logarithm of gamma function.
psi - Psi (polygamma) function.
legendre - Associated Legendre function.
cross - Vector cross product.
dot - Vector dot product.

Number theoretic functions.


factor - Prime factors.
isprime - True for prime numbers.
primes - Generate list of prime numbers.
gcd - Greatest common divisor.
lcm - Least common multiple.
rat - Rational approximation.
rats - Rational output.
perms - All possible permutations.
nchoosek - All combinations of N elements taken K at a time.
factorial - Factorial function.

Coordinate transforms.
cart2sph - Transform Cartesian to spherical coordinates.
cart2pol - Transform Cartesian to polar coordinates.
pol2cart - Transform polar to Cartesian coordinates.
sph2cart - Transform spherical to Cartesian coordinates.
hsv2rgb - Convert hue-saturation-value colors to red-green-blue.
rgb2hsv - Convert red-green-blue colors to hue-saturation-value.

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