MATLAB-数理统计工具箱

Statistics Toolbox

Distributions.

Parameter estimation.

betafit - Beta parameter estimation.

binofit - Binomial parameter estimation.

dfittool - Distribution fitting tool.

evfit - Extreme value parameter estimation.

expfit - Exponential parameter estimation.

gamfit - Gamma parameter estimation.

lognfit - Lognormal parameter estimation.

mle - Maximum likelihood estimation (MLE).

mlecov - Asymptotic covariance matrix of MLE.

nbinfit - Negative binomial parameter estimation.

normfit - Normal parameter estimation.

poissfit - Poisson parameter estimation.

raylfit - Rayleigh parameter estimation.

unifit - Uniform parameter estimation.

wblfit - Weibull parameter estimation.

Probability density functions (pdf).

betapdf - Beta density.

binopdf - Binomial density.

chi2pdf - Chi square density.

evpdf - Extreme value density.

exppdf - Exponential density.

fpdf - F density.

gampdf - Gamma density.

geopdf - Geometric density.

hygepdf - Hypergeometric density.

lognpdf - Lognormal density.

mvnpdf - Multivariate normal density.

nbinpdf - Negative binomial density.

ncfpdf - Noncentral F density.

nctpdf - Noncentral t density.

ncx2pdf - Noncentral Chi-square density.

normpdf - Normal (Gaussian) density.

pdf - Density function for a specified distribution.

poisspdf - Poisson density.

raylpdf - Rayleigh density.

tpdf - T density.

unidpdf - Discrete uniform density.

unifpdf - Uniform density.

wblpdf - Weibull density.

Cumulative Distribution functions (cdf).

betacdf - Beta cdf.

binocdf - Binomial cdf.

cdf - Specified cumulative distribution function.

chi2cdf - Chi square cdf.

ecdf - Empirical cdf (Kaplan-Meier estimate).

evcdf - Extreme value cumulative distribution function.

expcdf - Exponential cdf.

fcdf - F cdf.

gamcdf - Gamma cdf.

geocdf - Geometric cdf.

hygecdf - Hypergeometric cdf.

logncdf - Lognormal cdf.

nbincdf - Negative binomial cdf.

ncfcdf - Noncentral F cdf.

nctcdf - Noncentral t cdf.

ncx2cdf - Noncentral Chi-square cdf.

normcdf - Normal (Gaussian) cdf.

poisscdf - Poisson cdf.

raylcdf - Rayleigh cdf.

tcdf - T cdf.

unidcdf - Discrete uniform cdf.

unifcdf - Uniform cdf.

wblcdf - Weibull cdf.

Critical Values of Distribution functions.

betainv - Beta inverse cumulative distribution function.

binoinv - Binomial inverse cumulative distribution function.

chi2inv - Chi square inverse cumulative distribution function.

evinv - Extreme value inverse cumulative distribution function.

expinv - Exponential inverse cumulative distribution function.

finv - F inverse cumulative distribution function.

gaminv - Gamma inverse cumulative distribution function.

geoinv - Geometric inverse cumulative distribution function.

hygeinv - Hypergeometric inverse cumulative distribution function.

icdf - Specified inverse cdf.

logninv - Lognormal inverse cumulative distribution function.

nbininv - Negative binomial inverse distribution function.

ncfinv - Noncentral F inverse cumulative distribution function.

nctinv - Noncentral t inverse cumulative distribution function.

ncx2inv - Noncentral Chi-square inverse distribution function.

norminv - Normal (Gaussian) inverse cumulative distribution function.

poissinv - Poisson inverse cumulative distribution function.

raylinv - Rayleigh inverse cumulative distribution function.

tinv - T inverse cumulative distribution function.

unidinv - Discrete uniform inverse cumulative distribution function.

unifinv - Uniform inverse cumulative distribution function.

wblinv - Weibull inverse cumulative distribution function.

Random Number Generators.

betarnd - Beta random numbers.

binornd - Binomial random numbers.

chi2rnd - Chi square random numbers.

evrnd - Extreme value random numbers.

exprnd - Exponential random numbers.

frnd - F random numbers.

gamrnd - Gamma random numbers.

geornd - Geometric random numbers.

hygernd - Hypergeometric random numbers.

iwishrnd - Inverse Wishart random matrix.

lognrnd - Lognormal random numbers.

mvnrnd - Multivariate normal random numbers.

mvtrnd - Multivariate t random numbers.

nbinrnd - Negative binomial random numbers.

ncfrnd - Noncentral F random numbers.

nctrnd - Noncentral t random numbers.

ncx2rnd - Noncentral Chi-square random numbers.

normrnd - Normal (Gaussian) random numbers.

poissrnd - Poisson random numbers.

randg - Gamma random numbers (unit scale).

random - Random numbers from specified distribution.

randsample - Random sample from finite population.

raylrnd - Rayleigh random numbers.

trnd - T random numbers.

unidrnd - Discrete uniform random numbers.

unifrnd - Uniform random numbers.

wblrnd - Weibull random numbers.

wishrnd - Wishart random matrix.

Statistics.

betastat - Beta mean and variance.

binostat - Binomial mean and variance.

chi2stat - Chi square mean and variance.

evstat - Extreme value mean and variance.

expstat - Exponential mean and variance.

fstat - F mean and variance.

gamstat - Gamma mean and variance.

geostat - Geometric mean and variance.

hygestat - Hypergeometric mean and variance.

lognstat - Lognormal mean and variance.

nbinstat - Negative binomial mean and variance.

ncfstat - Noncentral F mean and variance.

nctstat - Noncentral t mean and variance.

ncx2stat - Noncentral Chi-square mean and variance.

normstat - Normal (Gaussian) mean and variance.

poisstat - Poisson mean and variance.

raylstat - Rayleigh mean and variance.

tstat - T mean and variance.

unidstat - Discrete uniform mean and variance.

unifstat - Uniform mean and variance.

wblstat - Weibull mean and variance.

Likelihood functions.

betalike - Negative beta log-likelihood.

evlike - Negative extreme value log-likelihood.

explike - Negative exponential log-likelihood.

gamlike - Negative gamma log-likelihood.

lognlike - Negative lognormal log-likelihood.

nbinlike - Negative likelihood for negative binomial distribution.

normlike - Negative normal likelihood.

wbllike - Negative Weibull log-likelihood.

Descriptive Statistics.

bootstrp - Bootstrap statistics for any function.

corr - Linear or rank correlation coefficient.

corrcoef - Linear correlation coefficient with confidence intervals.

cov - Covariance.

crosstab - Cross tabulation.

geomean - Geometric mean.

grpstats - Summary statistics by group.

harmmean - Harmonic mean.

iqr - Interquartile range.

kurtosis - Kurtosis.

mad - Median Absolute Deviation.

mean - Sample average (in MATLAB toolbox).

median - 50th percentile of a sample.

moment - Moments of a sample.

nanmax - Maximum ignoring NaNs.

nanmean - Mean ignoring NaNs.

nanmedian - Median ignoring NaNs.

nanmin - Minimum ignoring NaNs.

nanstd - Standard deviation ignoring NaNs.

nansum - Sum ignoring NaNs.

nanvar - Variance ignoring NaNs.

prctile - Percentiles.

quantile - Quantiles.

range - Range.

skewness - Skewness.

std - Standard deviation (in MATLAB toolbox).

tabulate - Frequency table.

trimmean - Trimmed mean.

var - Variance (in MATLAB toolbox).

Linear Models.

addedvarplot - Created added-variable plot for stepwise regression.

anova1 - One-way analysis of variance.

anova2 - Two-way analysis of variance.

anovan - n-way analysis of variance.

aoctool - Interactive tool for analysis of covariance.

dummyvar - Dummy-variable coding.

friedman - Friedman's test (nonparametric two-way anova).

glmfit - Generalized linear model fitting.

glmval - Evaluate fitted values for generalized linear model.

kruskalwallis - Kruskal-Wallis test (nonparametric one-way anova).

leverage - Regression diagnostic.

lscov - Least-squares estimates with known covariance matrix.

lsqnonneg - Non-negative least-squares.

manova1 - One-way multivariate analysis of variance.

manovacluster - Draw clusters of group means for manova1.

multcompare - Multiple comparisons of means and other estimates.

polyconf - Polynomial evaluation and confidence interval estimation.

polyfit - Least-squares polynomial fitting.

polyval - Predicted values for polynomial functions.

rcoplot - Residuals case order plot.

regress - Multivariate linear regression.

regstats - Regression diagnostics.

ridge - Ridge regression.

robustfit - Robust regression model fitting.

rstool - Multidimensional response surface visualization (RSM).

stepwise - Interactive tool for stepwise regression.

stepwisefit - Non-interactive stepwise regression.

x2fx - Factor settings matrix (x) to design matrix (fx).

Nonlinear Models.

nlinfit - Nonlinear least-squares data fitting.

nlintool - Interactive graphical tool for prediction in nonlinear models.

nlpredci - Confidence intervals for prediction.

nlparci - Confidence intervals for parameters.

Design of Experiments (DOE).

bbdesign - Box-Behnken design.

candexch - D-optimal design (row exchange algorithm for candidate set).

candgen - Candidates set for D-optimal design generation.

ccdesign - Central composite design.

cordexch - D-optimal design (coordinate exchange algorithm).

daugment - Augment D-optimal design.

dcovary - D-optimal design with fixed covariates.

ff2n - Two-level full-factorial design.

fracfact - Two-level fractional factorial design.

fullfact - Mixed-level full-factorial design.

hadamard - Hadamard matrices (orthogonal arrays).

lhsdesign - Latin hypercube sampling design.

lhsnorm - Latin hypercube multivariate normal sample.

rowexch - D-optimal design (row exchange algorithm).

Statistical Process Control (SPC).

capable - Capability indices.

capaplot - Capability plot.

ewmaplot - Exponentially weighted moving average plot.

histfit - Histogram with superimposed normal density.

normspec - Plot normal density between specification limits.

schart - S chart for monitoring variability.

xbarplot - Xbar chart for monitoring the mean.

Multivariate Statistics.

Cluster Analysis.

cophenet - Cophenetic coefficient.

cluster - Construct clusters from LINKAGE output.

clusterdata - Construct clusters from data.

dendrogram - Generate dendrogram plot.

inconsistent - Inconsistent values of a cluster tree.

kmeans - k-means clustering.

linkage - Hierarchical cluster information.

pdist - Pairwise distance between observations.

silhouette - Silhouette plot of clustered data.

squareform - Square matrix formatted distance.

Dimension Reduction Techniques.

factoran - Factor analysis.

pcacov - Principal components from covariance matrix.

pcares - Residuals from principal components.

princomp - Principal components analysis from raw data.

rotatefactors - Rotation of FA or PCA loadings.

Plotting.

andrewsplot - Andrews plot for multivariate data.

biplot - Biplot of variable/factor coefficients and scores.

glyphplot - Plot stars or Chernoff faces for multivariate data.

gplotmatrix - Matrix of scatter plots grouped by a common variable.

parallelcoords - Parallel coordinates plot for multivariate data.

Other Multivariate Methods.

barttest - Bartlett's test for dimensionality.

canoncorr - Cannonical correlation analysis.

cmdscale - Classical multidimensional scaling.

classify - Linear discriminant analysis.

mahal - Mahalanobis distance.

manova1 - One-way multivariate analysis of variance.

mdscale - Metric and non-metric multidimensional scaling.

procrustes - Procrustes analysis.

Decision Tree Techniques.

treedisp - Display decision tree.

treefit - Fit data using a classification or regression tree.

treeprune - Prune decision tree or creating optimal pruning sequence.

treetest - Estimate error for decision tree.

treeval - Compute fitted values using decision tree.

Hypothesis Tests.

ranksum - Wilcoxon rank sum test (independent samples).

signrank - Wilcoxon sign rank test (paired samples).

signtest - Sign test (paired samples).

ztest - Z test.

ttest - One sample t test.

ttest2 - Two sample t test.

Distribution Testing.

jbtest - Jarque-Bera test of normality

kstest - Kolmogorov-Smirnov test for one sample

kstest2 - Kolmogorov-Smirnov test for two samples

lillietest - Lilliefors test of normality

Nonparametric Functions.

friedman - Friedman's test (nonparametric two-way anova).

kruskalwallis - Kruskal-Wallis test (nonparametric one-way anova).

ksdensity - Kernel smoothing density estimation.

ranksum - Wilcoxon rank sum test (independent samples).

signrank - Wilcoxon sign rank test (paired samples).

signtest - Sign test (paired samples).

Hidden Markov Models.

hmmdecode - Calculate HMM posterior state probabilities.

hmmestimate - Estimate HMM parameters given state information.

hmmgenerate - Generate random sequence for HMM.

hmmtrain - Calculate maximum likelihood estimates for HMM parameters.

hmmviterbi - Calculate most probable state path for HMM sequence.

Statistical Plotting.

andrewsplot - Andrews plot for multivariate data.

biplot - Biplot of variable/factor coefficients and scores.

boxplot - Boxplots of a data matrix (one per column).

cdfplot - Plot of empirical cumulative distribution function.

ecdfhist - Histogram calculated from empirical cdf.

fsurfht - Interactive contour plot of a function.

gline - Point, drag and click line drawing on figures.

glyphplot - Plot stars or Chernoff faces for multivariate data.

gname - Interactive point labeling in x-y plots.

gplotmatrix - Matrix of scatter plots grouped by a common variable.

gscatter - Scatter plot of two variables grouped by a third.

hist - Histogram (in MATLAB toolbox).

hist3 - Three-dimensional histogram of bivariate data.

lsline - Add least-square fit line to scatter plot.

normplot - Normal probability plot.

parallelcoords - Parallel coordinates plot for multivariate data.

probplot - Probability plot.

qqplot - Quantile-Quantile plot.

refcurve - Reference polynomial curve.

refline - Reference line.

surfht - Interactive contour plot of a data grid.

wblplot - Weibull probability plot.

Statistics Demos.

aoctool - Interactive tool for analysis of covariance.

disttool - GUI tool for exploring probability distribution functions.

polytool - Interactive graph for prediction of fitted polynomials.

randtool - GUI tool for generating random numbers.

rsmdemo - Reaction simulation (DOE, RSM, nonlinear curve fitting).

robustdemo - Interactive tool to compare robust and least squares fits.

File Based I/O.

tblread - Read in data in tabular format.

tblwrite - Write out data in tabular format to file.

tdfread - Read in text and numeric data from tab-delimitted file.

caseread - Read in case names.

casewrite - Write out case names to file.

Utility Functions.

combnk - Enumeration of all combinations of n objects k at a time.

grp2idx - Convert grouping variable to indices and array of names.

hougen - Prediction function for Hougen model (nonlinear example).

statget - Get STATS options parameter value.

statset - Set STATS options parameter value.

tiedrank - Compute ranks of sample, adjusting for ties.

zscore - Normalize matrix columns to mean 0, variance 1.

Other Utility Functions.

betalik1 - Computation function for negative beta log-likelihood.

boxutil - Utility function for boxplot.

cdfcalc - Computation function for empirical cdf.

dfgetset - Getting and setting dfittool parameters.

dfswitchyard - Invoking private functions for dfittool.

distchck - Argument checking for cdf, pdf and inverse functions.

export2wsdlg - Dialog to export data from gui to workspace.

iscatter - Grouped scatter plot using integer grouping.

meansgraph - Interactive means graph for multiple comparisons.

statdisptable - Display table of statistics.

HTML Demo Functions.

classdemo - Classification demo.

clusterdemo - Cluster analysis demo.

cmdscaledemo - Classical multidimensional scaling demo.

copulademo - Copula simulation demo.

customdist1demo - Custom distribution fitting demo.

customdist2demo - Custom distribution fitting demo.

factorandemo - Factor analysis demo.

glmdemo - Generalized linear model demo.

gparetodemo - Generalized Pareto fitting demo.

mdscaledemo - Non-classical multidimensional scaling demo.

mvplotdemo - Multidimensional data plotting demo.

samplesizedemo - Sample size calculation demo.

survivaldemo - Survival data analysis demo.

Obsolete Functions

weibcdf - Weibull cdf, old parameter definitions.

weibfit - Weibull fitting, old parameter definitions.

weibinv - Weibull inv cdf, old parameter definitions.

weiblike - Weibull likelihood, old parameter definitions.

weibpdf - Weibull pdf, old parameter definitions.

weibplot - Weibull prob plot, old parameter definitions.

weibrnd - Weibull random numbers, old parameter definitions.

weibstat - Weibull statistics, old parameter definitions.

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From Matlab help.