NAG Library Chapter Contents

g01 – Simple Calculations on Statistical Data


g01 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Function
Name
Mark of
Introduction

Purpose
g01adc
Example Text
Example Data
7 nag_summary_stats_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
g01aec
Example Text
Example Data
6 nag_frequency_table
Frequency table from raw data
g01alc
Example Text
Example Data
4 nag_5pt_summary_stats
Five-point summary (median, hinges and extremes)
g01amc
Example Text
Example Data
9 nag_double_quantiles
Quantiles of a set of unordered values
g01anc
Example Text
Example Data
23 nag_approx_quantiles_fixed
Calculates approximate quantiles from a data stream of known size
g01apc
Example Text
Example Data
23 nag_approx_quantiles_arbitrary
Calculates approximate quantiles from a data stream of unknown size
g01atc
Example Text
Example Data
24 nag_summary_stats_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
g01auc
Example Text
Example Data
24 nag_summary_stats_onevar_combine
Combines multiple sets of summary information, for use after nag_summary_stats_onevar (g01atc)
g01bjc
Example Text
Example Data
4 nag_binomial_dist
Binomial distribution function
g01bkc
Example Text
Example Data
4 nag_poisson_dist
Poisson distribution function
g01blc
Example Text
Example Data
4 nag_hypergeom_dist
Hypergeometric distribution function
g01dac
Example Text
Example Plot
7 nag_normal_scores_exact
Normal scores, accurate values
g01dcc
Example Text
7 nag_normal_scores_var
Normal scores, approximate variance-covariance matrix
g01ddc
Example Text
Example Data
4 nag_shapiro_wilk_test
Shapiro and Wilk's W test for Normality
g01dhc
Example Text
Example Data
4 nag_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
g01eac
Example Text
Example Data
4 nag_prob_normal
Probabilities for the standard Normal distribution
g01ebc
Example Text
Example Data
1 nag_prob_students_t
Probabilities for Student's t-distribution
g01ecc
Example Text
Example Data
1 nag_prob_chi_sq
Probabilities for χ2 distribution
g01edc
Example Text
Example Data
1 nag_prob_f_dist
Probabilities for F-distribution
g01eec
Example Text
Example Data
1 nag_prob_beta_dist
Upper and lower tail probabilities and probability density function for the beta distribution
g01efc
Example Text
Example Data
1 nag_gamma_dist
Probabilities for the gamma distribution
g01emc
Example Text
Example Data
7 nag_prob_studentized_range
Computes probability for the Studentized range statistic
g01epc
Example Text
Example Data
7 nag_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
g01erc
Example Text
Example Data
7 nag_prob_von_mises
Computes probability for von Mises distribution
g01etc
Example Text
Example Data
7 nag_prob_landau
Landau distribution function
g01euc
Example Text
Example Data
7 nag_prob_vavilov
Vavilov distribution function
g01ewc 25 nag_prob_dickey_fuller_unit
Computes probabilities for the Dickey–Fuller unit root test
g01eyc
Example Text
Example Data
7 nag_prob_1_sample_ks
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
g01ezc
Example Text
Example Data
7 nag_prob_2_sample_ks
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
g01fac
Example Text
Example Data
4 nag_deviates_normal
Deviates for the Normal distribution
g01fbc
Example Text
Example Data
1 nag_deviates_students_t
Deviates for Student's t-distribution
g01fcc
Example Text
Example Data
1 nag_deviates_chi_sq
Deviates for the χ2 distribution
g01fdc
Example Text
Example Data
1 nag_deviates_f_dist
Deviates for the F-distribution
g01fec
Example Text
Example Data
1 nag_deviates_beta
Deviates for the beta distribution
g01ffc
Example Text
Example Data
1 nag_deviates_gamma_dist
Deviates for the gamma distribution
g01fmc
Example Text
Example Data
7 nag_deviates_studentized_range
Computes deviates for the Studentized range statistic
g01ftc
Example Text
Example Data
7 nag_deviates_landau
Landau inverse function Ψx
g01gbc
Example Text
Example Data
6 nag_prob_non_central_students_t
Computes probabilities for the non-central Student's t-distribution
g01gcc
Example Text
Example Data
6 nag_prob_non_central_chi_sq
Computes probabilities for the non-central χ2 distribution
g01gdc
Example Text
Example Data
6 nag_prob_non_central_f_dist
Computes probabilities for the non-central F-distribution
g01gec
Example Text
Example Data
6 nag_prob_non_central_beta_dist
Computes probabilities for the non-central beta distribution
g01hac
Example Text
Example Data
1 nag_bivariate_normal_dist
Probability for the bivariate Normal distribution
g01hbc
Example Text
Example Data
6 nag_multi_normal
Computes probabilities for the multivariate Normal distribution
g01hcc
Example Text
Example Data
23 nag_bivariate_students_t
Computes probabilities for the bivariate Student's t-distribution
g01hdc
Example Text
Example Data
24 nag_multi_students_t
Computes the probability for the multivariate Student's t-distribution
g01jcc
Example Text
Example Data
7 nag_prob_lin_non_central_chi_sq
Computes probability for a positive linear combination of χ2 variables
g01jdc
Example Text
Example Data
7 nag_prob_lin_chi_sq
Computes lower tail probability for a linear combination of (central) χ2 variables
g01kac
Example Text
Example Data
Example Plot
9 nag_normal_pdf
Calculates the value for the probability density function of the Normal distribution at a chosen point
g01kfc
Example Text
Example Data
Example Plot
9 nag_gamma_pdf
Calculates the value for the probability density function of the gamma distribution at a chosen point
g01kkc
Example Text
Example Data
Example Plot
23 nag_gamma_pdf_vector
Computes a vector of values for the probability density function of the gamma distribution
g01kqc
Example Text
Example Data
Example Plot
23 nag_normal_pdf_vector
Computes a vector of values for the probability density function of the Normal distribution
g01lbc
Example Text
Example Data
24 nag_multi_normal_pdf_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
g01mbc
Example Text
Example Data
7 nag_mills_ratio
Computes reciprocal of Mills' Ratio
g01mtc
Example Text
Example Data
7 nag_prob_density_landau
Landau density function ϕ λ
g01muc
Example Text
Example Data
7 nag_prob_density_vavilov
Vavilov density function ϕV λ;κ,β2
g01nac
Example Text
Example Data
7 nag_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
g01nbc
Example Text
Example Data
7 nag_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
g01ptc
Example Text
Example Data
7 nag_moment_1_landau
Landau first moment function Φ1x 
g01qtc
Example Text
Example Data
7 nag_moment_2_landau
Landau second moment function Φ2x 
g01rtc
Example Text
Example Data
7 nag_prob_der_landau
Landau derivative function ϕλ
g01sac
Example Text
Example Data
23 nag_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
g01sbc
Example Text
Example Data
23 nag_prob_students_t_vector
Computes a vector of probabilities for the Student's t-distribution
g01scc
Example Text
Example Data
23 nag_prob_chi_sq_vector
Computes a vector of probabilities for χ2 distribution
g01sdc
Example Text
Example Data
23 nag_prob_f_vector
Computes a vector of probabilities for F-distribution
g01sec
Example Text
Example Data
23 nag_prob_beta_vector
Computes a vector of probabilities for the beta distribution
g01sfc
Example Text
Example Data
23 nag_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
g01sjc
Example Text
Example Data
23 nag_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
g01skc
Example Text
Example Data
23 nag_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
g01slc
Example Text
Example Data
23 nag_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
g01tac
Example Text
Example Data
23 nag_deviates_normal_vector
Computes a vector of deviates for the standard Normal distribution
g01tbc
Example Text
Example Data
23 nag_deviates_students_t_vector
Computes a vector of deviates for Student's t-distribution
g01tcc
Example Text
Example Data
23 nag_deviates_chi_sq_vector
Computes a vector of deviates for χ2 distribution
g01tdc
Example Text
Example Data
23 nag_deviates_f_vector
Computes a vector of deviates for F-distribution
g01tec
Example Text
Example Data
23 nag_deviates_beta_vector
Computes a vector of deviates for the beta distribution
g01tfc
Example Text
Example Data
23 nag_deviates_gamma_vector
Computes a vector of deviates for the gamma distribution
g01wac
Example Text
Example Data
Example Plot
24 nag_moving_average
Computes the mean and standard deviation using a rolling window
g01zuc 7 nag_init_vavilov
Initialization function for nag_prob_density_vavilov (g01muc) and nag_prob_vavilov (g01euc)
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017