Package com.imsl.test.example.stat

package com.imsl.test.example.stat

Statistics examples.

Related Packages

Package	Description
com.imsl.test.example	Warning message example.
com.imsl.test.example.stat.distributions	Statistical distributions examples.
com.imsl.test.example.datamining	Data mining examples.
com.imsl.test.example.finance	Financial computations examples.
com.imsl.test.example.io	Input/output examples.
com.imsl.test.example.math	Math examples.

Classes

Class	Description
ANCOVAEx1	Performs a one-way analysis of covariance.
ANCOVAEx2	Performs one-way analysis of covariance and tests for parallelism.
ANOVAEx1	Performs a one-way analysis of variance.
ANOVAFactorialEx1	Performs a two-way factorial analysis of variance.
ANOVAFactorialEx2	Performs a two-way factorial analysis of variance with additional printed output.
ANOVAFactorialEx3	Performs a three-way factorial analysis of variance.
ARAutoUnivariateEx1	Finds the minimum AIC autoregressive model for the Wolfer sunspot data.
ARAutoUnivariateEx2	Finds the minimum AIC autoregressive model for the Canadian lynx data.
ARMAEstimateMissingEx1	Estimates missing values for a generated \( \text{AR}(1) \) series.
ARMAEx1	Fits an \(\text{ARMA}(2,1)\) to the Wolfer sunspot data using the method of moments.
ARMAEx2	Fits an \(\text{ARMA}(2,1)\) to the Wolfer sunspot data using the method of least squares.
ARMAEx3	Fits an \(\text{ARMA}(2,1)\) to the Wolfer sunspot data and produces a forecast table.
ARMAMaxLikelihoodEx1	Fits an \(\text{ARMA}(2,1)\) to the Wolfer sunspot data using the method of maximum likelihood.
ARMAOutlierIdentificationEx1	Performs outlier identification and simultaneously fits an \(\text{ARIMA}(2,2,0)\) to the Canadian Lynx dataset.
ARMAOutlierIdentificationEx2	Performs outlier identification on an \( \text{ARMA}(1,1)\) process contaminated by outliers.
ARMAOutlierIdentificationEx3	Forecasts an \(\text{ARMA}(2,1)\) time series contaminated by outliers.
ARSeasonalFitEx1	Searches for the best fit seasonality for the Airline data.
AutoARIMAEx1	Searches for the best fitting non-seasonal \( \text{ARIMA} \).
AutoARIMAEx2	Searches for the best fitting \(\text{ARIMA}(p,d,q)\) model.
AutoARIMAEx3	Fits an \(\text{ARIMA}(p,d,q)\) model with fixed parameter values.
AutoCorrelationEx1	Computes autocorrelations of the Wolfer sunspot data.
CategoricalGenLinModelEx1	Fits a logit and probit categorical model to beetle mortality data.
CategoricalGenLinModelEx2	Analyzes interval type data with the Poisson model.
CdfEx1	Evaluates various cumulative distribution functions.
ChiSquaredTestEx1	Performs a chi-squared test on simulated data.
ClusterHierarchicalEx1	Performs hierarchical clustering on Fisher's iris data.
ClusterKMeansEx1	Performs K-Means clustering on Fisher's iris data.
ClusterKMeansEx2	Performs K-Means++ clustering on Fisher's iris data.
ClusterKNNEx1	Performs K-Nearest Neighbor clustering on Fisher's iris data.
ContingencyTableEx1	Performs a chi-squared test for independence.
ContingencyTableEx2	Calculates a number of statistics associated with a contingency table.
CovariancesEx1	Calculates a variance-covariance matrix.
CrossCorrelationEx1	Computes the cross-covariances and cross-correlations for the gas furnace data.
DBSCANEx1	Performs DBSCAN clustering on Fisher's iris data.
DBSCANEx2	Performs DBSCAN clustering on an artificial data set.
DifferenceEx1	Computes a lagged difference formula for the airline data.
DifferenceEx2	Computes a lagged difference formula for the airline data excluding the lost observations.
DiscriminantAnalysisEx1	Performs a discriminant analysis on Fisher's iris data.
DissimilaritiesEx1	Computes a dissimilarity matrix using the Euclidean distance.
EGARCHEx1	Fits an EGARCH(1, 1) to a segment of S&P 500 returns.
EGARCHEx2	Fits an EGARCH(1, 1) with a user defined distribution on \(z_t\).
EGARCHEx3	Fits an EGARCH(1, 1) with an ARMA(1,1) on the mean.
EmpiricalQuantilesEx1	Computes empirical quantiles for rainfall data.
FactorAnalysisEx1	Computes the principal components on a 9 variable correlation matrix.
FactorAnalysisEx2	Compute the factors on 9 variables by the method of maximum likelihood.
FaureSequenceEx1	Generates points of the Faure sequence.
GARCHEx1	Estimates a \(\text{GARCH}(p,q)\) model from simulated data.
HoltWintersExponentialSmoothingEx1	Applies Holt-Winter's exponential smoothing to a series.
InvCdfEx1	Evaluates the inverse CDF for the beta and chi-squared random variables.
InverseCdfEx1	Computes the inverse of a user-supplied CDF at a probability value.
KalmanFilterEx1	Computes the filtered estimates and the one-step-ahead estimates using the Kalman filter.
KalmanFilterEx2	Estimates a moving average model \(\text{MA}(1)\) using the Kalman filter.
KaplanMeierECDFEx1	Computes the survival curve for units under life-testing.
KaplanMeierEstimatesEx1	Computes the Kaplan-Meier probability estimates for censored data.
KolmogorovOneSampleEx1	Performs a Kolmogorov one-sample test.
KolmogorovTwoSampleEx1	Performs a Kolmogorov two-sample test.
LackOfFitEx1	Performs a lack-of-fit test between an \(\text{ARMA}(2,1)\) and Wolfer's sunspot data.
LifeTablesEx1	Computes a cohort life table.
LinearRegressionEx1	Computes a simple linear regression model.
LinearRegressionEx2	Computes case statistics in a simple linear regression.
MersenneTwister64Ex1	Generates a pseudorandom sequence using the Mersenne64 Twister.
MersenneTwisterEx1	Generates a pseudorandom sequence using the Mersenne Twister.
MultiCrossCorrelationEx1	Computes cross-correlations for a three-channel time series.
MultidimensionalScalingEx1	Applies multidimensional scaling to a distance matrix.
MultidimensionalScalingEx2	Applies multidimensional scaling to rectangles of different size.
MultipleComparisonsEx1	Performs the Student-Newman-Keuls multiple comparison test on a small set of means.
NGARCHEx1
NonlinearRegressionEx1	Fits a nonlinear regression using finite differences for the derivatives.
NonlinearRegressionEx2	Fits a nonlinear regression using user supplied derivatives.
NonlinearRegressionEx3	Fits a nonlinear regression on scaled data.
NormalityTestEx1	Performs a test of normality.
NormOneSampleEx1	Performs a hypothesis test for the mean of a normal distribution.
NormTwoSampleEx1	Performs a hypothesis test for the difference in means of two normal distributions.
NormTwoSampleEx2	Performs a difference in means test with incremental updates.
PartialCovariancesEx1	Computes the partial covariances for a set of 9 variables.
PartialCovariancesEx2	Computes partial covariances after adjusting for specific variables.
PdfEx1	Evaluates probability density functions.
PooledCovariancesEx1	Computes a pooled variance-covariance matrix involving 2 groups.
PooledCovariancesEx2	Computes pooled variance-covariance for Fisher's iris data.
ProportionalHazardsEx1	Performs proportional-hazards data analysis on lung cancer data.
RandomEx1	Generates a pseudorandom sample from a normal distribution and performs a goodness of fit test.
RandomEx2	Generates a pseudorandom multivariate sequence with user defined marginal distributions.
RandomEx3	Generates a pseudorandom sample from a discrete distribution.
RandomEx4	Generates a pseudorandom sample from a discrete uniform distribution.
RandomSamplesEx1	Generates a pseudorandom permutation.
RandomSamplesEx2	Generates a set of pseudorandom indices.
RandomSamplesEx3	Selects a sample from a data set.
RandomSamplesEx4	Selects a pseudorandom sample from a million records.
RandomSamplesEx5	Selects a pseudorandom sample from Fisher's iris data.
RanksEx1	Analyzes the ranks of a data set.
RegressorsForGLMEx1	Generates binary regressors for classification variables.
RegressorsForGLMEx2	Sets up data for a two-way analysis of covariance.
SelectionRegressionEx1	Finds the best regressions using the \(R^2\) criterion.
SelectionRegressionEx2	Finds the best regressions using Mallow's \(C_p\) criterion.
SignTestEx1	Performs the sign test on a small data set.
SignTestEx2	Performs the sign test on a small data set.
SortEx1	Sorts an array and computes the permutation.
SortEx2	Sorts a matrix using columns as keys.
StepwiseRegressionEx1	Performs stepwise regression variable selection.
SummaryEx1	Computes summary statistics for a small data set.
TableMultiWayEx1	Computes a two-way table in the presence of missing values.
TableMultiWayEx2	Computes a two-way table and displays the balanced table.
TableMultiWayEx3	Computes a two-way table and displays the unbalanced table.
TableOneWayEx1	Computes a one-way table for a continuous scale variable.
TableTwoWayEx1	Computes a two-way table for continuous scale data.
TimeSeriesEx1	Sets up a time series object.
TimeSeriesEx2	Sets up a time series with a different time zone.
TimeSeriesOperationsEx1	Merges two time series using different merging rules.
TimeSeriesOperationsEx2	Merges two time series using different combining methods.
TimeSeriesOperationsEx3	Performs the backshift operation on a time series.
TimeSeriesOperationsEx4	Performs the stacking or vectorizing operation on a time series.
UserBasisRegressionEx1	Fits a regression to a function without noise with user defined basis functions.
UserBasisRegressionEx2	Fits a regression to a polynomial with user defined basis functions.
VectorAutoregressionEx1	Fits a vector autoregression to a time series.
WelchsTTestEx1	Performs Welch's t-test for three example data sets.
WilcoxonRankSumEx1	Performs a rank sum test.
WilcoxonRankSumEx2	Performs a rank sum test and displays all the statistics.