Class |
Description |
AllDeletedException
|
There are no observations. |
AllMissingException
|
There are no observations. |
ANOVA
|
Analysis of Variance table and related statistics. |
ANOVAFactorial
|
Analyzes a balanced factorial design with fixed effects. |
ARAutoUnivariate
|
Automatically determines the best autoregressive time series model using Akaike's Information Criterion. |
ARMA
|
Computes least-square estimates of parameters for an ARMA model. |
ARMAEstimateMissing
|
Estimates missing values in a time series collected with equal spacing. Missing values can be replaced by these estimates prior to fitting a time series using the ARMA class. |
ARMAMaxLikelihood
|
Computes maximum likelihood estimates of parameters for an ARMA model with p and q autoregressive and moving average terms respectively. |
ARSeasonalFit
|
Estimates the optimum seasonality parameters for a time series using an autoregressive model, AR(p), to represent the time series. |
AutoCorrelation
|
Computes the sample autocorrelation function of a stationary time series. |
BadVarianceException
|
The input variance is not in the allowed range. |
CategoricalGenLinModel
|
Analyzes categorical data using logistic, probit, Poisson, and other linear models. |
Cdf
|
Cumulative probability distribution functions, probability density functions, and their inverses. |
ChiSquaredTest
|
Chi-squared goodness-of-fit test. |
ClassificationVariableException
|
The ClassificationVariable vector has not been initialized. |
ClassificationVariableLimitException
|
The Classification Variable limit set by the user through setUpperBound has been exceeded. |
ClassificationVariableValueException
|
The number of distinct values for each Classification Variable must be greater than 1. |
ClusterHierarchical
|
Performs a hierarchical cluster analysis from a distance matrix. |
ClusterKMeans
|
Perform a K-means (centroid) cluster analysis. |
ClusterNoPointsException
|
There is a cluster with no points. |
ConstrInconsistentException
|
The equality constraints are inconsistent. |
ContingencyTable
|
Performs a chi-squared analysis of a two-way contingency table. |
Covariances
|
Computes the sample variance-covariance or correlation matrix. |
CovarianceSingularException
|
The variance-Covariance matrix is singular. |
CrossCorrelation
|
Computes the sample cross-correlation function of two stationary time series. |
CyclingIsOccurringException
|
Cycling is occurring. |
DeleteObservationsException
|
The number of observations to be deleted (set by setObservationMax ) has grown too large. |
DidNotConvergeException
|
The iteration did not converge. |
Difference
|
Differences a seasonal or nonseasonal time series. |
DiffObsDeletedException
|
Different observations are being deleted from return matrix than were originally entered. |
DiscriminantAnalysis
|
Performs a linear or a quadratic discriminant function analysis among several known groups and the use of either reclassification, split sample, or the leaving-out-one methods in order to evaluate the rule. |
Dissimilarities
|
Computes a matrix of dissimilarities (or similarities) between the columns (or rows) of a matrix. |
EigenvalueException
|
An error occured in calculating the eigenvalues of the adjusted (inverse) covariance matrix. Check the input covariance matrix. |
EmpiricalQuantiles
|
Computes empirical quantiles. |
EmptyGroupException
|
There are no observations in a group. Cannot compute statistics. |
EqConstrInconsistentException
|
The equality constraints and the bounds on the variables are found to be inconsistent. |
FactorAnalysis
|
Performs Principal Component Analysis or Factor Analysis on a covariance or correlation matrix. |
FaureSequence
|
Generates the low-discrepancy Faure sequence. |
GARCH
|
Computes estimates of the parameters of a GARCH(p,q) model. |
IllConditionedException
|
The problem is ill-conditioned. |
IncreaseErrRelException
|
The bound for the relative error is too small. |
InitialMAException
|
The initial values for the moving average parameters are not invertable. Execution is halted. |
InverseCdf
|
Inverse of user-supplied cumulative distribution function. |
KalmanFilter
|
Performs Kalman filtering and evaluates the likelihood function for the state-space model. |
KolmogorovOneSample
|
The class KolmogorovOneSample performs a Kolmogorov-Smirnov goodness-of-fit test in one sample. |
KolmogorovTwoSample
|
Performs a Kolmogorov-Smirnov two-sample test. |
LinearRegression
|
Fits a multiple linear regression model with or without an intercept. |
LinearRegression.CaseStatistics
|
Inner Class CaseStatistics allows for the computation of predicted values, confidence intervals, and diagnostics for detecting outliers and cases that greatly influence the fitted regression. |
LinearRegression.CoefficientTTestsValue
|
CoefficientTTestsValue contains statistics related to the regression coefficients. |
MatrixSingularException
|
The input matrix is singular. |
MersenneTwister
|
A 32-bit Mersenne Twister generator. |
MersenneTwister64
|
A 64-bit Mersenne Twister generator. |
MoreObsDelThanEnteredException
|
More observations are being deleted from the output covariance matrix than were originally entered (the corresponding row, column of the incidence matrix is less than zero). |
MultiCrossCorrelation
|
Computes the multichannel cross-correlation function of two mutually stationary multichannel time series. |
MultipleComparisons
|
Performs Student-Newman-Keuls multiple comparisons test. |
NegativeFreqException
|
A negative frequency was encountered. |
NegativeWeightException
|
A negative weight was encountered. |
NewInitialGuessException
|
The iteration has not made good progress. |
NoConvergenceException
|
Convergence did not occur within the maximum number of iterations. |
NoDegreesOfFreedomException
|
No degrees of freedom error. |
NonInvertibleException
|
The solution is noninvertible. |
NonlinearRegression
|
Fits a multivariate nonlinear regression model using least squares. |
NonPositiveEigenvalueException
|
Maximum number of iterations exceeded. |
NonPosVarianceException
|
The problem is ill-conditioned. |
NonPosVarianceXYException
|
The problem is ill-conditioned. |
NonStationaryException
|
The solution is nonstationary. |
NoPositiveVarianceException
|
No variable has positive variance. The Mahalanobis distances cannot be computed. |
NormalityTest
|
Performs a test for normality. |
NormOneSample
|
Computes statistics for mean and variance inferences using a sample from a normal population. |
NormTwoSample
|
Computes statistics for mean and variance inferences using samples from two normal populations. |
NotCDFException
|
The function is not a Cumulative Distribution Function (CDF). |
NotPositiveDefiniteException
|
Covariance matrix is not positive definite. |
NotPositiveSemiDefiniteException
|
Covariance matrix is not positive semi-definite. |
NotSemiDefiniteException
|
Hessian matrix is not semi-definite. |
NoVariablesEnteredException
|
No Variables can enter the model. |
NoVariablesException
|
No variables can enter the model. |
NoVariationInputException
|
There is no variation in the input data. |
NoVectorXException
|
No vector X satisfies all of the constraints. |
PooledCovarianceSingularException
|
The pooled variance-Covariance matrix is singular. |
Random
|
Generate uniform and non-uniform random number distributions. |
RankException
|
Rank of covariance matrix error. |
Ranks
|
Compute the ranks, normal scores, or exponential scores for a vector of observations. |
RegressorsForGLM
|
Generates regressors for a general linear model. |
ScaleFactorZeroException
|
The computations cannot continue because a scale factor is zero. |
SelectionRegression
|
Selects the best multiple linear regression models. |
SelectionRegression.SummaryStatistics
|
SummaryStatistics contains statistics related to the regression coefficients. |
SignTest
|
Performs a sign test. |
SingularException
|
Covariance matrix is singular. |
SingularTriangularMatrixException
|
Triangular matrix is singular. |
Sort
|
A collection of sorting functions. |
StepwiseRegression
|
Builds multiple linear regression models using forward selection, backward selection, or stepwise selection. |
StepwiseRegression.CoefficientTTestsValue
|
CoefficientTTestsValue contains statistics related to the student-t test, for each regression coefficient. |
Summary
|
Computes basic univariate statistics. |
SumOfWeightsNegException
|
The sum of the weights have become negative. |
TableMultiWay
|
Tallies observations into a multi-way frequency table. |
TableMultiWay.TableBalanced
|
Tallies the number of unique values of each variable. |
TableMultiWay.TableUnbalanced
|
Tallies the frequency of each cell in x . |
TableOneWay
|
Tallies observations into a one-way frequency table. |
TableTwoWay
|
Tallies observations into a two-way frequency table. |
TooManyCallsException
|
The number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters+1. |
TooManyFunctionEvaluationsException
|
Maximum number of function evaluations exceeded. |
TooManyIterationsException
|
Maximum number of iterations exceeded. |
TooManyJacobianEvalException
|
Maximum number of Jacobian evaluations exceeded. |
TooManyObsDeletedException
|
More observations have been deleted than were originally entered (the sum of frequencies has become negative). |
UserBasisRegression
|
Generates summary statistics using user-supplied functions in a nonlinear regression model. |
VarsDeterminedException
|
The variables are determined by the equality constraints. |
WilcoxonRankSum
|
Performs a Wilcoxon rank sum test. |
ZeroNormException
|
The computations cannot continue because the Euclidean norm of the column is equal to zero. |