The R Stats Package
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Documentation for package ‘stats’ version 4.4.1
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misc
acf
Auto- and Cross- Covariance and -Correlation Function Estimation
acf2AR
Compute an AR Process Exactly Fitting an ACF
add.scope
Compute Allowed Changes in Adding to or Dropping from a Formula
add1
Add or Drop All Possible Single Terms to a Model
addmargins
Puts Arbitrary Margins on Multidimensional Tables or Arrays
aggregate
Compute Summary Statistics of Data Subsets
AIC
Akaike's An Information Criterion
alias
Find Aliases (Dependencies) in a Model
anova.glm
Analysis of Deviance for Generalized Linear Model Fits
anova.mlm
Comparisons between Multivariate Linear Models
aov
Fit an Analysis of Variance Model
approx
Interpolation Functions
ar
Fit Autoregressive Models to Time Series
ar.burg
Fit Autoregressive Models to Time Series
ar.mle
Fit Autoregressive Models to Time Series
ar.ols
Fit Autoregressive Models to Time Series by OLS
ar.yw
Fit Autoregressive Models to Time Series
arima
ARIMA Modelling of Time Series
arima0
ARIMA Modelling of Time Series - Preliminary Version
ARMAacf
Compute Theoretical ACF for an ARMA Process
ARMAtoMA
Convert ARMA Process to Infinite MA Process
as.dist
Distance Matrix Computation
as.hclust
Convert Objects to Class '"hclust"'
as.ts
Time-Series Objects
ave
Group Averages Over Level Combinations of Factors
Beta
The Beta Distribution
BIC
Akaike's An Information Criterion
biplot
Biplot of Multivariate Data
bw.bcv
Bandwidth Selectors for Kernel Density Estimation
bw.nrd
Bandwidth Selectors for Kernel Density Estimation
bw.nrd0
Bandwidth Selectors for Kernel Density Estimation
bw.SJ
Bandwidth Selectors for Kernel Density Estimation
bw.ucv
Bandwidth Selectors for Kernel Density Estimation
C
Sets Contrasts for a Factor
case.names
Case and Variable Names of Fitted Models
Cauchy
The Cauchy Distribution
ccf
Auto- and Cross- Covariance and -Correlation Function Estimation
chisq.test
Pearson's Chi-squared Test for Count Data
Chisquare
The (non-central) Chi-Squared Distribution
cmdscale
Classical (Metric) Multidimensional Scaling
coef
Extract Model Coefficients
confint
Confidence Intervals for Model Parameters
contr.SAS
(Possibly Sparse) Contrast Matrices
contr.sum
(Possibly Sparse) Contrast Matrices
convolve
Convolution of Sequences via FFT
cophenetic
Cophenetic Distances for a Hierarchical Clustering
cor
Correlation, Variance and Covariance (Matrices)
cor.test
Test for Association/Correlation Between Paired Samples
cov
Correlation, Variance and Covariance (Matrices)
cov.wt
Weighted Covariance Matrices
cov2cor
Correlation, Variance and Covariance (Matrices)
covratio
Regression Deletion Diagnostics
cpgram
Plot Cumulative Periodogram
cutree
Cut a Tree into Groups of Data
cycle
Sampling Times of Time Series
D
Symbolic and Algorithmic Derivatives of Simple Expressions
dbeta
The Beta Distribution
dbinom
The Binomial Distribution
dchisq
The (non-central) Chi-Squared Distribution
decompose
Classical Seasonal Decomposition by Moving Averages
deltat
Sampling Times of Time Series
dendrapply
Apply a Function to All Nodes of a Dendrogram
deriv
Symbolic and Algorithmic Derivatives of Simple Expressions
deriv3
Symbolic and Algorithmic Derivatives of Simple Expressions
dexp
The Exponential Distribution
dfbeta
Regression Deletion Diagnostics
dfbetas
Regression Deletion Diagnostics
dffits
Regression Deletion Diagnostics
dgeom
The Geometric Distribution
dhyper
The Hypergeometric Distribution
diff.ts
Methods for Time Series Objects
diffinv
Discrete Integration: Inverse of Differencing
dist
Distance Matrix Computation
dlnorm
The Log Normal Distribution
dlogis
The Logistic Distribution
dnbinom
The Negative Binomial Distribution
dnorm
The Normal Distribution
dpois
The Poisson Distribution
drop.scope
Compute Allowed Changes in Adding to or Dropping from a Formula
drop1
Add or Drop All Possible Single Terms to a Model
dsignrank
Distribution of the Wilcoxon Signed Rank Statistic
dt
The Student t Distribution
dummy.coef
Extract Coefficients in Original Coding
dunif
The Uniform Distribution
dwilcox
Distribution of the Wilcoxon Rank Sum Statistic
ecdf
Empirical Cumulative Distribution Function
eff.aovlist
Compute Efficiencies of Multistratum Analysis of Variance
embed
Embedding a Time Series
end
Encode the Terminal Times of Time Series
Error
Fit an Analysis of Variance Model
estVar
SSD Matrix and Estimated Variance Matrix in Multivariate Models
factor.scope
Compute Allowed Changes in Adding to or Dropping from a Formula
family
Family Objects for Models
family.glm
Accessing Generalized Linear Model Fits
fft
Fast Discrete Fourier Transform (FFT)
filter
Linear Filtering on a Time Series
fivenum
Tukey Five-Number Summaries
fligner.test
Fligner-Killeen Test of Homogeneity of Variances
ftable
Flat Contingency Tables
Gamma
Family Objects for Models
getCall
Update and Re-fit a Model Call
get_all_vars
Extracting the Model Frame from a Formula or Fit
glm
Fitting Generalized Linear Models
hasTsp
Tsp Attribute of Time-Series-like Objects
hat
Regression Deletion Diagnostics
hclust
Hierarchical Clustering
integrate
Integration of One-Dimensional Functions
IQR
The Interquartile Range
is.ts
Time-Series Objects
isoreg
Isotonic / Monotone Regression
kernel
Smoothing Kernel Objects
knots
Step Functions - Creation and Class
listof
A Class for Lists of (Parts of) Model Fits
lm.fit
Fitter Functions for Linear Models
lm.wfit
Fitter Functions for Linear Models
loadings
Print Loadings in Factor Analysis
loess
Local Polynomial Regression Fitting
loess.smooth
Scatter Plot with Smooth Curve Fitted by 'loess'
loglin
Fitting Log-Linear Models
ls.diag
Compute Diagnostics for 'lsfit' Regression Results
ls.print
Print 'lsfit' Regression Results
lsfit
Find the Least Squares Fit
mad
Median Absolute Deviation
manova
Multivariate Analysis of Variance
medpolish
Median Polish (Robust Two-way Decomposition) of a Matrix
model.frame
Extracting the Model Frame from a Formula or Fit
model.tables
Compute Tables of Results from an 'aov' Model Fit
monthplot
Plot a Seasonal or other Subseries from a Time Series
mvfft
Fast Discrete Fourier Transform (FFT)
na.fail
Handle Missing Values in Objects
na.omit
Handle Missing Values in Objects
na.pass
Handle Missing Values in Objects
nextn
Find Highly Composite Numbers
nlm
Non-Linear Minimization
nlminb
Optimization using PORT routines
nls
Nonlinear Least Squares
nobs
Extract the Number of Observations from a Fit
Normal
The Normal Distribution
offset
Include an Offset in a Model Formula
optim
General-purpose Optimization
p.adjust
Adjust P-values for Multiple Comparisons
pacf
Auto- and Cross- Covariance and -Correlation Function Estimation
Pair
Construct a Paired-Data Object
pbeta
The Beta Distribution
pbinom
The Binomial Distribution
pchisq
The (non-central) Chi-Squared Distribution
pexp
The Exponential Distribution
pgeom
The Geometric Distribution
phyper
The Hypergeometric Distribution
plnorm
The Log Normal Distribution
plogis
The Logistic Distribution
plot.acf
Plot Autocovariance and Autocorrelation Functions
plot.ecdf
Empirical Cumulative Distribution Function
plot.lm
Plot Diagnostics for an 'lm' Object
plot.ppr
Plot Ridge Functions for Projection Pursuit Regression Fit
plot.ts
Plotting Time-Series Objects
pnbinom
The Negative Binomial Distribution
pnorm
The Normal Distribution
poly
Compute Orthogonal Polynomials
polym
Compute Orthogonal Polynomials
power
Create a Power Link Object
power.anova.test
Power Calculations for Balanced One-Way Analysis of Variance Tests
power.t.test
Power calculations for one and two sample t tests
PP.test
Phillips-Perron Test for Unit Roots
ppoints
Ordinates for Probability Plotting
ppois
The Poisson Distribution
ppr
Projection Pursuit Regression
prcomp
Principal Components Analysis
predict.ar
Fit Autoregressive Models to Time Series
predict.nls
Predicting from Nonlinear Least Squares Fits
preplot
Pre-computations for a Plotting Object
print.ar
Fit Autoregressive Models to Time Series
print.arima0
ARIMA Modelling of Time Series - Preliminary Version
print.ecdf
Empirical Cumulative Distribution Function
print.htest
Print Methods for Hypothesis Tests and Power Calculation Objects
print.ts
Printing and Formatting of Time-Series Objects
profile
Generic Function for Profiling Models
proj
Projections of Models
promax
Rotation Methods for Factor Analysis
psignrank
Distribution of the Wilcoxon Signed Rank Statistic
psmirnov
Distribution of the Smirnov Statistic
pt
The Student t Distribution
ptukey
The Studentized Range Distribution
punif
The Uniform Distribution
pwilcox
Distribution of the Wilcoxon Rank Sum Statistic
qbeta
The Beta Distribution
qbinom
The Binomial Distribution
qchisq
The (non-central) Chi-Squared Distribution
qexp
The Exponential Distribution
qgeom
The Geometric Distribution
qhyper
The Hypergeometric Distribution
qlnorm
The Log Normal Distribution
qlogis
The Logistic Distribution
qnbinom
The Negative Binomial Distribution
qnorm
The Normal Distribution
qpois
The Poisson Distribution
qqline
Quantile-Quantile Plots
qqnorm
Quantile-Quantile Plots
qqplot
Quantile-Quantile Plots
qsignrank
Distribution of the Wilcoxon Signed Rank Statistic
qsmirnov
Distribution of the Smirnov Statistic
qt
The Student t Distribution
qtukey
The Studentized Range Distribution
quasi
Family Objects for Models
qunif
The Uniform Distribution
qwilcox
Distribution of the Wilcoxon Rank Sum Statistic
r2dtable
Random 2-way Tables with Given Marginals
rbeta
The Beta Distribution
rbinom
The Binomial Distribution
rchisq
The (non-central) Chi-Squared Distribution
rect.hclust
Draw Rectangles Around Hierarchical Clusters
resid
Extract Model Residuals
rexp
The Exponential Distribution
rgeom
The Geometric Distribution
rhyper
The Hypergeometric Distribution
rlnorm
The Log Normal Distribution
rlogis
The Logistic Distribution
rnbinom
The Negative Binomial Distribution
rnorm
The Normal Distribution
rpois
The Poisson Distribution
rsignrank
Distribution of the Wilcoxon Signed Rank Statistic
rsmirnov
Distribution of the Smirnov Statistic
rstudent
Regression Deletion Diagnostics
rt
The Student t Distribution
runif
The Uniform Distribution
runmed
Running Medians - Robust Scatter Plot Smoothing
rwilcox
Distribution of the Wilcoxon Rank Sum Statistic
rWishart
Random Wishart Distributed Matrices
se.contrast
Standard Errors for Contrasts in Model Terms
selfStart
Construct Self-starting Nonlinear Models
sigma
Extract Residual Standard Deviation 'Sigma'
SignRank
Distribution of the Wilcoxon Signed Rank Statistic
Smirnov
Distribution of the Smirnov Statistic
smooth
Tukey's (Running Median) Smoothing
smoothEnds
End Points Smoothing (for Running Medians)
spec
Spectral Density Estimation
spec.ar
Estimate Spectral Density of a Time Series from AR Fit
spec.pgram
Estimate Spectral Density of a Time Series by a Smoothed Periodogram
SSasymp
Self-Starting 'nls' Asymptotic Model
SSasympOff
Self-Starting 'nls' Asymptotic Model with an Offset
SSasympOrig
Self-Starting 'nls' Asymptotic Model through the Origin
SSbiexp
Self-Starting 'nls' Biexponential Model
SSD
SSD Matrix and Estimated Variance Matrix in Multivariate Models
SSfol
Self-Starting 'nls' First-order Compartment Model
SSfpl
Self-Starting 'nls' Four-Parameter Logistic Model
SSgompertz
Self-Starting 'nls' Gompertz Growth Model
SSlogis
Self-Starting 'nls' Logistic Model
SSmicmen
Self-Starting 'nls' Michaelis-Menten Model
SSweibull
Self-Starting 'nls' Weibull Growth Curve Model
start
Encode the Terminal Times of Time Series
stats
The R Stats Package
step
Choose a model by AIC in a Stepwise Algorithm
stepfun
Step Functions - Creation and Class
stl
Seasonal Decomposition of Time Series by Loess
summary.nls
Summarizing Non-Linear Least-Squares Model Fits
supsmu
Friedman's SuperSmoother
TDist
The Student t Distribution
time
Sampling Times of Time Series
toeplitz
Create Symmetric and Asymmetric Toeplitz Matrix
toeplitz2
Create Symmetric and Asymmetric Toeplitz Matrix
tsdiag
Diagnostic Plots for Time-Series Fits
tsp
Tsp Attribute of Time-Series-like Objects
tsSmooth
Use Fixed-Interval Smoothing on Time Series
Tukey
The Studentized Range Distribution
TukeyHSD
Compute Tukey Honest Significant Differences
uniroot
One Dimensional Root (Zero) Finding
update
Update and Re-fit a Model Call
var
Correlation, Variance and Covariance (Matrices)
var.test
F Test to Compare Two Variances
varimax
Rotation Methods for Factor Analysis
vcov
Calculate Variance-Covariance Matrix for a Fitted Model Object
vcov.lme
Calculate Variance-Covariance Matrix for a Fitted Model Object
vcov.summary.lm
Calculate Variance-Covariance Matrix for a Fitted Model Object
Wilcoxon
Distribution of the Wilcoxon Rank Sum Statistic
.checkMFClasses
Functions to Check the Type of Variables passed to Model Frames
.getXlevels
Functions to Check the Type of Variables passed to Model Frames
.lm.fit
Fitter Functions for Linear Models
.MFclass
Functions to Check the Type of Variables passed to Model Frames
.vcov.aliased
Calculate Variance-Covariance Matrix for a Fitted Model Object
[.acf
Auto- and Cross- Covariance and -Correlation Function Estimation