Contributed Code: Statistics

Applied Statistics

Algorithms from Applied Statistics (JRSS, series C). Translated from various languages.

Categorical Data

Analysis of Categorical Data. Includes log-linear analysis, latent class analysis, latent trait or IRT analysis.

Probability Distributions

Probability distributions, from various sources. There are also probability distributions in the various translated libraries.

Introductory Statistics

Modules and packages for introductory statistics teaching.

Multivariate Analysis

Classical (linear, multinormal) multivariate analysis, as well as the nonlinear generalizations disccused by Gifi (wiley, 1990).

Plotting

Statistical plotting extensions of Xlisp-Stat tools.

Regression

Extensions of the Xlisp-Stat regression-proto. The most important extensions are those discussed by Cook and Weisberg (Wiley, 1994). They are not included in this archive, for copyright reasons.

Robust Statistics

Robust estimation of scale, location, scatter, and regression.

Simulation

Monte Carlo methods, including Markov Chain methods.

Smoothers

Various density and regression smoothers, in one and more dimensions.

Spatial Statistics

Variograms, kriging, spatial regression.

Time Series and Processes

Univariate/multivariate time series method, both in time and frequency domain.