Procedures

ProcedureLocationProcedure TypeDescription
adjusted_r_squared fstats_regression Function

Computes the adjusted R-squared value for a data set.

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allan_variance fstats_allan Function

Computes the Allan variance of a data set.

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anova fstats_anova Interface

Performs an analysis of variance (ANOVA) on the supplied data set.

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bartletts_test fstats_hypothesis Subroutine

Computes Bartlett's test statistic and associated probability.

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beta fstats_special_functions Function

Computes the beta function.

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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.

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correlation fstats_regression Function

Computes the sample correlation coefficient (an estimate to the population Pearson correlation) as follows.

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covariance fstats_descriptive_statistics Function

Computes the sample covariance of two data sets.

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covariance_matrix fstats_regression Subroutine

Computes the covariance matrix where and is computed by design_matrix.

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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.

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difference fstats_helper_routines Function

Computes the difference between elements in an array.

digamma fstats_special_functions Function

Computes the digamma function.

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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.

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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.

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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.

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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.

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incomplete_gamma_lower fstats_special_functions Function

Computes the lower incomplete gamma function.

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incomplete_gamma_upper fstats_special_functions Function

Computes the upper incomplete gamma function.

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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.

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linear_least_squares fstats_regression Subroutine

Computes a linear least-squares regression to fit a set of data.

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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.

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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.

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r_squared fstats_regression Function

Computes the R-squared value for a data set.

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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.

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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.

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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.

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t_test_equal_variance fstats_hypothesis Subroutine

Computes the 2-tailed Student's T-Test for two data sets of assumed equivalent variances.

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t_test_paired fstats_hypothesis Subroutine

Computes the 2-tailed Student's T-Test for two paired data sets.

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t_test_unequal_variance fstats_hypothesis Subroutine

Computes the 2-tailed Student's T-Test for two data sets of assumed non-equivalent variances.

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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.

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