Statistical Functionality

Function Type Description
Basic Statistics Includes univariate summary statistics, frequency tables, and rank and order statistics.
Regression Includes stepwise regression, all best regression, multiple linear regression models, polynomial models and nonlinear models.
Correlation Includes sample variance-covariance,partial correlation and covariances, pooled variance-covariance and robust estimates of a covariance matrix and mean factor.
Analysis of Variance Includes one-way classification models, a balanced factorial design with fixed effects and the Student-Newman-Keuls multiple comparisons test.
Categorical and Discrete Data Analysis Includes chi-squared analysis of a two-way contingency table, exact probabilities in a two-way contingency table and analysis of categorical data using general linear models.
Nonparametric Statistics Includes sign tests, Wilcoxon sum tests and Cochran Q test for related observations.
Tests of Goodness-of-Fit and Randomness Includes chi-squared goodness-of-fit tests, Kolmogorov/Smirnov tests and tests for normality.
Time Series Analysis and Forecasting Includes analysis and forecasting of time series using a nonseasonal ARMA model, GARCH (Generalized Autoregressive Conditional Heteroskedasticity), Kalman filtering, Automatic Model Selection, Bayesian Seasonal Analysis and Prediction, Optimum Controller Design, Spectral Density Estimation, portmanteau lack of fit test and difference of a seasonal or nonseasonal time series.
Covariance Structures and Factor Analysis Includes principal components and factor analysis.
Discriminant Analysis Includes analysis of data using a generalized linear model and using various parametric models
Cluster Analysis Includes hierarchical cluster analysis and k-means cluster analysis.
Sampling Includes analysis of data using a simple or stratified random sample.
Survival Analysis, Life Testing, and Reliability Includes Kaplan-Meier estimates of survival probabilities.
Multidimensional Scaling Includes alternating least squares methods.
Density and Hazard Estimation Includes estimates for density and modified likelihood for hazards.
Line Printer Graphics Includes routines for printing histograms.
Probability Distribution Functions and Inverses Includes binomial, hypergeometric, bivariate normal, gamma and many more.
Random Number Generation Includes the Mersenne Twister generator and a generator for multivariate normal distributions and pseudorandom numbers from several distributions, including gamma, Poisson, beta, and low discrepancy sequence.
Utilities Includes CPU time used, machine, mathematical, physical constants, retrieval of machine constants and customizable errorhandling.
Mathematical Support Includes linear systems, special functions, and nearest neighbors.