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:

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)