# NAG Statistical Excel Add-Ins Functionality (Set 1)

The Statistical Excel Add-Ins are organized in the form of 'books'. Set 1 - Modelling and Multivariate Methods - includes:

- Book 0: Distribution Functions and Summary Statistics
- Book 1: Regression and Correlation and Time Series
- Book 2: Analysis of Experiments and Generalized Linear Methods
- Book 3: Variable-Directed Methods and Individual-Directed Methods

Functionality found in Set 2 of NAG's Statistical Add-Ins for Excel, **Nonparametric Statistics**, can viewed here.

The following tables list the available Statistical Excel Add-Ins (Set 1) functions, a short description and the reference to the associated NAG routine which contains detailed background information.

Distribution Functions (Book 0) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

NORMAL_PROB | Returns, as a single value, a one or two tail probability for the standard Normal distribution. | (G01EAF) |

NORMAL_PPT | Returns, as a single value, the deviate associated with the given probability of the standard Normal distribution. | (G01FAF) |

MULTI_NORMAL_PROB | Returns, as a single value, the upper tail, lower tail or central probability associated with a multivariate Normal distribution of up to ten dimensions. | (G01HBF) |

T_PROB | Returns, as a single value, the lower tail, upper tail or two tail probability for the Student's t-distribution. |
(G01EBF) |

T_PPT | Returns, as a single value, the deviate associated with the given tail probability of Student's t-distribution. |
(G01FBF) |

CHI_PROB | Returns, as a single value, the lower or upper tail probability for the X² distribution. | (G01ECF) |

CHI_PPT | Returns, as a single value, the deviate associated with the given lower probability of the X² distribution. | (G01FCF) |

F_PROB | Returns, as a single value, the lower or upper tail of the F or variance-ratio distribution. | (G01EDF) |

F_PPT | Returns, as a single value, the deviate associated with the given lower tail probability, of the F or variance-ratio distribution. | (G01FDF) |

BETA_PROB | Returns, as a single value, the lower or upper tail probability of the beta distribution. | (G01EEF) |

BETA_PPT | Returns, as a single value, the deviate associated with the given lower tail probability of the beta distribution. | (G01FEF) |

GAMMA_PROB | Returns, as a single value, the lower or upper tail probability of the gamma distribution. | (G01EFF) |

GAMMA_PPT | Returns, as a single value, the deviate associated with the given lower tail probability of the gamma distribution. | (G01FFF) |

Summary Statistics (Book 0) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

SUMMARY_STATS | Calculates the mean, standard deviation, coefficients of skewness and kurtosis, and the maximum and minimum values for a set of ungrouped data. Weighting may be used. | (G01AAF) |

S5PT_SUMMARY | Calculates a five-point summary for a single sample. | (G01ALF) |

TWO_WAY_TABLE | Computes chi-squared statistics for a two-way contingency table. For a 2 × 2 table with 40 or fewer observations an exact probability is computed. | (G11AAF) |

Regression and Correlation (Book 1) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

CORREL_MAT | Calculates the product-moment correlation matrix and the variance-covariance matrix. | (G02BXF) |

PARTIAL_CORREL_MAT | Computes a partial correlation/variance-covariance matrix from a correlation or variance-covariance matrix computed by CORREL_MAT. | (G02BYF) |

MULT_LIN_REG | Fits a general multiple linear regression model. | (G02DAF) |

MM_MLR | Computes the model matrix for a general linear model specified by a formula. It is for use with MULT_LIN_REG, where it is called instead of providing the X array. | (G02DAF) |

DURBIN_WATSON | Calculates the Durbin-Watson test for serial correlation in linear regression. | (G02FCF) |

STAND_RESIDS | Calculates two types of standardized residuals and two measures of influences for a linear regression. | (G02FAF) |

DUMMY_VARS | Computes orthogonal polynomial or dummy variables for a factor or classification variable. | (G04EAF) |

Time Series (Book 1) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

TIME_SERIES_DIFF | Carries out non-seasonal and seasonal differencing on a time series. | (G13AAF) |

ACF | Computes the sample autocorrelation function of a time series along with a test for autocorrelation. | (G13ABF) |

PACF | Calculates the partial autocorrelation function from the autocorrelation function. | (G13ACF) |

ARIMA_APPROX_FIT | Calculates preliminary estimates of the parameters of an autoregressive integrated moving average(ARIMA) model from the autocorrelation function of the appropriately differenced time series. | (G13ADF) |

ARIMA_FIT | Fits either a (seasonal) ARIMA model or a multi-input (transfer function) model. | (G13BEF) |

ARIMA_FORECAST | Forecasts from a fitted ARIMA model. | (G13AJF) |

TRNS_FUNC_FORECAST | Produces forecasts of a time series which depends on one or more other series via a previously estimated multi-input model. | (G13BJF) |

SPECTRAL | Calculates the smoothed sample spectrum of a univariate time series using spectral smoothing by the trapezium frequency (Daniell) window. | (G13CBF) |

Analysis of Experiments (Book 2) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

ANOVA_BLOCK | Computes the analysis of variance for a block design with equal sized blocks or a completely Randomized design. | (G04BBF) |

ANOVA_ROW_COLUMN | Computes the analysis of variance for a general row and column design such as a Latin square. | (G04BCF) |

ANOVA_CONTRASTS | Computes sum of squares for a user defined contrast between treatment means. | (G04DAF) |

MULT_COMPN | Computes simultaneous confidence intervals for the differences between means following an analysis of variance. | (G04DBF) |

ANOVA_FACTORIAL | Computes an analysis of variance table and treatment means for a complete factorial design. | (G04CAF) |

Generalized Linear Models (Book 2) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

NORMAL_GLM | Fits a generalized linear model with normal errors. | (G02GAF) |

BINOMIAL_GLM | Fits a generalized linear model with binomial errors. | (G02GBF) |

POISSON_GLM | Fits a generalized linear model with Poisson errors. | (G02GCF) |

GAMMA_GLM | Fits a generalized linear model with gamma errors. | (G02GDF) |

MM_GLM | Computes the model matrix for a linear model specified by a formula. It is for use with NORMAL_GLM, BINOMIAL_GLM, POISSON_GLM and GAMMA_GLM where it is called instead of providing the X array. | (G02GDF) |

Variable-Directed Methods (Book 3) | ||
---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] |

PRIN_COMP | Performs a principal component analysis on a data matrix. | (G03AAF) |

FACTOR | Computes the maximum likelihood estimates of the parameters of a factor analysis model. Either the data matrix or a correlation/covariance matrix may be input. | (G03CAF) |

FACTOR_SCORE | Computes factor score coefficients from the result of fitting a factor analysis model by maximum likelihood as performed by FACTOR. | (G03CCF) |

ORTHOG_ROTATION | Computes orthogonal rotations for a matrix of loadings. | (G03BAF) |

Individual-Directed Methods (Book 3) | |||
---|---|---|---|

Excel Add-Ins Function | Function Description | Associated NAG subroutine [PDF] | |

DIST_MAT | Computes a distance (dissimilarity) matrix. | (G03EAF) | |

CLUSTER | Performs hierarchical cluster analysis. | (G03ECF) | |

GROUPS_FROM_CLUSTER | Computes a cluster indicator variable from the results of a cluster analysis performed ny CLUSTER. | (G03EJF) | |

DISCRIM_ALLOC | Allocates observations to groups according to selected rules. It is intended for use after DISCRIM_TEST. | (G03DCF) | |

DISCRIM_DIST | Computes Mahalanobis squared distances for group or pooled variance-covariance matrices. It is intended for use after DISCRIM_TEST. | (G03DBF) | |

DISCRIM_TEST | Computes a test statistic for the equality of within-group covariance matrices and also computes information for use in discriminant analysis. | (G03DAF) | |

MDS | Performs non-metric (ordinal) multidimensional scaling. | (G03FCF) | |

METRIC_SCAL | Performs a principal coordinate analysis also known as classical metric scaling. | (G03FAF) |