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

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

Routine
Mark of
Introduction

Purpose
g01abf
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4 nagf_stat_summary_2var
Means, corrected sums of squares and cross-products, etc., two variables, from raw data
g01adf
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4 nagf_stat_summary_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
g01aef
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4 nagf_stat_frequency_table
Frequency table from raw data
g01aff
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4 nagf_stat_contingency_table
Two-way contingency table analysis, with χ2/Fisher's exact test
g01alf
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14 nagf_stat_five_point_summary
Computes a five-point summary (median, hinges and extremes)
g01amf
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22 nagf_stat_quantiles
Find quantiles of an unordered vector, real numbers
g01anf
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23 nagf_stat_quantiles_stream_fixed
Calculates approximate quantiles from a data stream of known size
g01apf
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23 nagf_stat_quantiles_stream_arbitrary
Calculates approximate quantiles from a data stream of unknown size
g01arf
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14 nagf_stat_plot_stem_leaf
Constructs a stem and leaf plot
g01asf
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14 nagf_stat_plot_box_whisker
Constructs a box and whisker plot
g01atf
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24 nagf_stat_summary_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
g01auf
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24 nagf_stat_summary_onevar_combine
Combines multiple sets of summary information, for use after g01atf
g01bjf
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13 nagf_stat_prob_binomial
Binomial distribution function
g01bkf
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13 nagf_stat_prob_poisson
Poisson distribution function
g01blf
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13 nagf_stat_prob_hypergeom
Hypergeometric distribution function
g01daf
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8 nagf_stat_normal_scores_exact
Normal scores, accurate values
g01dbf
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12 nagf_stat_normal_scores_approx
Normal scores, approximate values
g01dcf
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12 nagf_stat_normal_scores_var
Normal scores, approximate variance-covariance matrix
g01ddf
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12 nagf_stat_test_shapiro_wilk
Shapiro and Wilk's W test for Normality
g01dhf
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15 nagf_stat_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
g01eaf
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15 nagf_stat_prob_normal
Computes probabilities for the standard Normal distribution
g01ebf
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14 nagf_stat_prob_students_t
Computes probabilities for Student's t-distribution
g01ecf
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14 nagf_stat_prob_chisq
Computes probabilities for χ2 distribution
g01edf
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14 nagf_stat_prob_f
Computes probabilities for F-distribution
g01eef
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14 nagf_stat_prob_beta
Computes upper and lower tail probabilities and probability density function for the beta distribution
g01eff
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14 nagf_stat_prob_gamma
Computes probabilities for the gamma distribution
g01emf
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15 nagf_stat_prob_studentized_range
Computes probability for the Studentized range statistic
g01epf
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15 nagf_stat_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
g01erf
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16 nagf_stat_prob_vonmises
Computes probability for von Mises distribution
g01etf
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21 nagf_stat_prob_landau
Landau distribution function
g01euf
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21 nagf_stat_prob_vavilov
Vavilov distribution function
g01ewf 25 nagf_stat_prob_dickey_fuller_unit
Computes probabilities for the Dickey–Fuller unit root test
g01eyf
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14 nagf_stat_prob_kolmogorov1
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
g01ezf
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14 nagf_stat_prob_kolmogorov2
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
g01faf
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15 nagf_stat_inv_cdf_normal
Computes deviates for the standard Normal distribution
g01fbf
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14 nagf_stat_inv_cdf_students_t
Computes deviates for Student's t-distribution
g01fcf
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14 nagf_stat_inv_cdf_chisq
Computes deviates for the χ2 distribution
g01fdf
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14 nagf_stat_inv_cdf_f
Computes deviates for the F-distribution
g01fef
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14 nagf_stat_inv_cdf_beta
Computes deviates for the beta distribution
g01fff
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14 nagf_stat_inv_cdf_gamma
Computes deviates for the gamma distribution
g01fmf
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15 nagf_stat_inv_cdf_studentized_range
Computes deviates for the Studentized range statistic
g01ftf
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21 nagf_stat_inv_cdf_landau
Landau inverse function Ψx
g01gbf
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14 nagf_stat_prob_students_t_noncentral
Computes probabilities for the non-central Student's t-distribution
g01gcf
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14 nagf_stat_prob_chisq_noncentral
Computes probabilities for the non-central χ2 distribution
g01gdf
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14 nagf_stat_prob_f_noncentral
Computes probabilities for the non-central F-distribution
g01gef
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14 nagf_stat_prob_beta_noncentral
Computes probabilities for the non-central beta distribution
g01haf
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14 nagf_stat_prob_bivariate_normal
Computes probability for the bivariate Normal distribution
g01hbf
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15 nagf_stat_prob_multi_normal
Computes probabilities for the multivariate Normal distribution
g01hcf
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23 nagf_stat_prob_bivariate_students_t
Computes probabilities for the bivariate Student's t-distribution
g01hdf
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24 nagf_stat_prob_multi_students_t
Computes the probability for the multivariate Student's t-distribution
g01jcf
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14 nagf_stat_prob_chisq_noncentral_lincomb
Computes probability for a positive linear combination of χ2 variables
g01jdf
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15 nagf_stat_prob_chisq_lincomb
Computes lower tail probability for a linear combination of (central) χ2 variables
g01kaf
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23 nagf_stat_pdf_normal
Calculates the value for the probability density function of the Normal distribution at a chosen point
g01kff
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23 nagf_stat_pdf_gamma
Calculates the value for the probability density function of the gamma distribution at a chosen point
g01kkf
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24 nagf_stat_pdf_gamma_vector
Computes a vector of values for the probability density function of the gamma distribution
g01kqf
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24 nagf_stat_pdf_normal_vector
Computes a vector of values for the probability density function of the Normal distribution
g01lbf
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24 nagf_stat_pdf_multi_normal_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
g01mbf
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15 nagf_stat_mills_ratio
Computes reciprocal of Mills' Ratio
g01mtf
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21 nagf_stat_pdf_landau
Landau density function ϕ λ
g01muf
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21 nagf_stat_pdf_vavilov
Vavilov density function ϕV λ;κ,β2
g01naf
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16 nagf_stat_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
g01nbf
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16 nagf_stat_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
g01ptf
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21 nagf_stat_pdf_landau_moment1
Landau first moment function Φ1x
g01qtf
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21 nagf_stat_pdf_landau_moment2
Landau second moment function Φ2x
g01rtf
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21 nagf_stat_pdf_landau_deriv
Landau derivative function ϕλ
g01saf
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24 nagf_stat_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
g01sbf
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24 nagf_stat_prob_students_t_vector
Computes a vector of probabilities for the Student's t-distribution
g01scf
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24 nagf_stat_prob_chisq_vector
Computes a vector of probabilities for χ2 distribution
g01sdf
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24 nagf_stat_prob_f_vector
Computes a vector of probabilities for F-distribution
g01sef
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24 nagf_stat_prob_beta_vector
Computes a vector of probabilities for the beta distribution
g01sff
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24 nagf_stat_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
g01sjf
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24 nagf_stat_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
g01skf
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24 nagf_stat_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
g01slf
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24 nagf_stat_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
g01taf
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24 nagf_stat_inv_cdf_normal_vector
Computes a vector of deviates for the standard Normal distribution
g01tbf
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24 nagf_stat_inv_cdf_students_t_vector
Computes a vector of deviates for Student's t-distribution
g01tcf
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24 nagf_stat_inv_cdf_chisq_vector
Computes a vector of deviates for χ2 distribution
g01tdf
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24 nagf_stat_inv_cdf_f_vector
Computes a vector of deviates for F-distribution
g01tef
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24 nagf_stat_inv_cdf_beta_vector
Computes a vector of deviates for the beta distribution
g01tff
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24 nagf_stat_inv_cdf_gamma_vector
Computes a vector of deviates for the gamma distribution
g01waf
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24 nagf_stat_moving_average
Computes the mean and standard deviation using a rolling window
g01zuf 21 nagf_stat_init_vavilov
Initialization routine for g01muf and g01euf