| Procedure | Location | Procedure Type | Description |
|---|---|---|---|
| adjusted_r_squared | fstats_regression | Function | Computes the adjusted R-squared value for a data set. |
| allan_variance | fstats_allan | Function | Computes the Allan variance of a data set. |
| anova | fstats_anova | Interface | Performs an analysis of variance (ANOVA) on the supplied data set. |
| bartletts_test | fstats_hypothesis | Subroutine | Computes Bartlett's test statistic and associated probability. |
| beta | fstats_special_functions | Function | Computes the beta function. |
| bootstrap | fstats_bootstrap | Function | Performs a bootstrap calculation on the supplied data set for the given statistic. The default implementation utlizes a random resampling with replacement. Other resampling methods may be defined by specifying an appropriate routine by means of the method input. |
| bootstrap_resampling_routine | fstats_bootstrap | Interface | |
| bootstrap_statistic_routine | fstats_bootstrap | Interface | |
| box_muller_sample | fstats_sampling | Function | Utilizes the Box-Muller transformation approach to generate the requested number of random samples from a normal distribution of the specified mean and standard deviation. |
| calculate_regression_statistics | fstats_regression | Function | Computes statistics for the quality of fit for a regression model. |
| confidence_interval | fstats_hypothesis | Interface | Computes the confidence interval for the specified distribution. |
| correlation | fstats_regression | Function | Computes the sample correlation coefficient (an estimate to the population Pearson correlation) as follows. |
| covariance | fstats_descriptive_statistics | Function | Computes the sample covariance of two data sets. |
| covariance_matrix | fstats_regression | Subroutine | Computes the covariance matrix where and is computed by design_matrix. |
| design_matrix | fstats_regression | Subroutine | Computes the design matrix for the linear least-squares regression problem of , where is the matrix computed here, is the vector of coefficients to be determined, and is the vector of measured dependent variables. |
| difference | fstats_helper_routines | Function | Computes the difference between elements in an array. |
| digamma | fstats_special_functions | Function | Computes the digamma function. |
| distribution_function | fstats_distributions | Interface | |
| distribution_property | fstats_distributions | Interface | |
| distribution_recenter | fstats_distributions | Interface | |
| doe_evaluate_model | fstats_experimental_design | Interface | |
| doe_fit_model | fstats_experimental_design | Function | Fits a Taylor series model to the provided data. |
| evaluate_model | fstats_mcmc | Interface | |
| f_test | fstats_hypothesis | Subroutine | Computes the F-test and returns the probability (two-tailed) that the variances of two data sets are not significantly different. |
| factorial | fstats_helper_routines | Function | Computes the factorial of X. |
| full_factorial | fstats_experimental_design | Subroutine | Computes a table with values scaled from 1 to N describing a full-factorial design. |
| get_full_factorial_matrix_size | fstats_experimental_design | Subroutine | Computes the appropriate size for a full-factorial design table. |
| incomplete_beta | fstats_special_functions | Function | Computes the incomplete beta function. |
| incomplete_gamma_lower | fstats_special_functions | Function | Computes the lower incomplete gamma function. |
| incomplete_gamma_upper | fstats_special_functions | Function | Computes the upper incomplete gamma function. |
| interp_routine | fstats_interp | Interface | |
| iteration_update | fstats_regression | Interface | |
| jacobian | fstats_regression | Subroutine | Computes the Jacobian matrix for a nonlinear regression problem. |
| levenes_test | fstats_hypothesis | Subroutine | Computes Levene's test statistic and associated probability. |
| linear_least_squares | fstats_regression | Subroutine | Computes a linear least-squares regression to fit a set of data. |
| lowess | fstats_smoothing | Subroutine | Computes the smoothing of a data set using a robust locally weighted scatterplot smoothing (LOWESS) algorithm. Fitted values are computed at each of the supplied x values. |
| mean | fstats_descriptive_statistics | Function | Computes the mean of the values in an array. |
| median | fstats_descriptive_statistics | Function | Computes the median of the values in an array. |
| multivariate_distribution_function | fstats_distributions | Interface | |
| nonlinear_least_squares | fstats_regression | Subroutine | Performs a nonlinear regression to fit a model using a version of the Levenberg-Marquardt algorithm. |
| pooled_variance | fstats_descriptive_statistics | Interface | Computes the pooled estimate of variance. |
| quantile | fstats_descriptive_statistics | Function | Computes the specified quantile of a data set using the SAS Method 4. |
| r_squared | fstats_regression | Function | Computes the R-squared value for a data set. |
| random_resample | fstats_bootstrap | Subroutine | Random resampling, with replacement, based upon a normal distribution. |
| regression_function | fstats_regression | Interface | |
| regularized_beta | fstats_special_functions | Function | Computes the regularized beta function. |
| rejection_sample | fstats_sampling | Function | Uses rejection sampling to randomly sample a target distribution. |
| report_array_size_error | fstats_errors | Subroutine | Reports an array size error. |
| report_arrays_not_same_size_error | fstats_errors | Subroutine | Reports an error relating to two arrays not being the same size when they should be the same size. |
| report_iteration_count_error | fstats_errors | Subroutine | Reports an iteration count error. |
| report_matrix_size_error | fstats_errors | Subroutine | Reports a matrix size error. |
| report_memory_error | fstats_errors | Subroutine | Reports a memory allocation related error. |
| report_nonmonotonic_array_error | fstats_errors | Subroutine | Reports an error related to a nonmonotonic array when a monotonic array was expected. |
| report_null_pointer_error | fstats_errors | Subroutine | Reports a null pointer error. |
| report_polynomial_order_error | fstats_errors | Subroutine | Reports an error related to the order of the polynomial. |
| report_underdefined_error | fstats_errors | Subroutine | Reports an underdefined problem error. |
| report_uninitialized_object_error | fstats_errors | Subroutine | Reports an uninitialized object error. |
| report_zero_variance_warning | fstats_errors | Subroutine | Issues a warning when a zero variance is encountered in an unexpected place. |
| sample_normal_multivariate | fstats_sampling | Function | Samples a multivariate normal distribution such that , where is the lower form of the Cholesky factorization of the covariance matrix, and is a randomly generated vector that exists on the set |
| sample_size | fstats_hypothesis | Function | Estimates the sample size required to achieve an experiment with the desired power and significance levels to ascertain the desired difference in parameter. |
| scaled_random_resample | fstats_bootstrap | Subroutine | A random resampling, scaled by the standard deviation of the original data, but based upon a normal distribution. |
| standard_deviation | fstats_descriptive_statistics | Function | Computes the sample standard deviation of the values in an array. |
| t_test_equal_variance | fstats_hypothesis | Subroutine | Computes the 2-tailed Student's T-Test for two data sets of assumed equivalent variances. |
| t_test_paired | fstats_hypothesis | Subroutine | Computes the 2-tailed Student's T-Test for two paired data sets. |
| t_test_unequal_variance | fstats_hypothesis | Subroutine | Computes the 2-tailed Student's T-Test for two data sets of assumed non-equivalent variances. |
| trimmed_mean | fstats_descriptive_statistics | Function | Computes the trimmed mean of a data set. |
| variance | fstats_descriptive_statistics | Function | Computes the sample variance of the values in an array. |