Statistical distributions and sampling¶
Cumulative distributions¶
| cdfBeta | Computes integral of beta function. |
| cdfBetaInv | Computes the quantile or inverse of the beta cumulative distribution function. |
| cdfBinomial | Computes the binomial cumulative distribution function. |
| cdfBinomialInv | Computes the binomial quantile or inverse cumulative distribution function. |
| cdfBvn | Computes lower tail of bivariate Normal cdf. |
| cdfBvn2 | Returns cdfbvn of a bounded rectangle. |
| cdfBvn2e | Returns cdfbvn of a bounded rectangle and error estimates. |
| cdfCauchy | Computes the cumulative distribution function for the Cauchy distribution. |
| cdfCauchyInv | Computes the Cauchy inverse cumulative distribution function. |
| cdfChic | Computes complement of cdf of \(\chi^2\). |
| cdfChii | Computes \(\chi^2\) abscissae values given probability and degrees of freedom. |
| cdfChinc | Computes integral of noncentral \(\chi^2\). |
| cdfEmpirical | Computes the cumulative distribution function for the empirical distribution. |
| cdfExp | Computes the cumulative distribution function for the exponential distribution. |
| cdfExpInv | Computes the exponential inverse cumulative distribution function. |
| cdfFc | Computes complement of cdf of F. |
| cdfFnc | Computes integral of noncentral F. |
| cdfFncInv | Computes the quantile or inverse of noncentral F cumulative distribution function. |
| cdfGam | Computes integral of incomplete gamma function. |
| cdfGenPareto | Computes the cumulative distribution function for the Generalized Pareto distribution. |
| cdfHyperGeo | Computes the cumulative distribution function of the hypergeometric distribution. |
| cdfLaplace | Computes the cumulative distribution function for the Laplace distribution. |
| cdfLaplaceInv | Computes the Laplace inverse cumulative distribution function. |
| cdfLogNorm | Computes the cumulative distribution function of the log-normal distribution. |
| cdfMvn | Computes multivariate Normal cdf. |
| cdfMvnce | Computes the complement of the multivariate Normal cumulative distribution function with error management |
| cdfMvne | Computes multivariate Normal cumulative distribution function with error management |
| cdfMvn2e | Computes the multivariate Normal cumulative distribution function with error management over the range \([a,b]\) |
| cdfMvtce | Computes complement of multivariate Student’s t cumulative distribution function with error management |
| cdfMvte | Computes multivariate Student’s t cumulative distribution function with error management |
| cdfMvt2e | Computes multivariate Student’s t cumulative distribution function with error management over \([a,b]\) |
| cdfn, cdfnc | Computes integral (or complement) of Normal distribution: lower tail, or cdf. |
| cdfN2 | Computes interval of Normal cdf. |
| cdfNegBinomial | Computes the cumulative distribution function for the negative binomial distribution. |
| cdfNegBinomialInv | Computes the quantile or inverse negative binomial cumulative distribution function. |
| cdfni | Computes the inverse of the cdf of the Normal distribution. |
| cdfPoisson | Computes the Poisson cumulative distribution function. |
| cdfPoissonInv | Computes the quantile or inverse Poisson cumulative distribution function. |
| cdfRayleigh | Computes the Rayleigh cumulative distribution function. |
| cdfRayleighInv | Computes the Rayleigh inverse cumulative distribution function. |
| cdfTc | Computes complement of cdf of t-distribution. |
| cdfTci | Computes the inverse of the complement of the Student’s t cdf. |
| cdfTnc | Computes integral of noncentral t-distribution. |
| cdfTvn | Computes lower tail of trivariate Normal cdf. |
| cdfTruncNorm | Computes the cumulative distribution function of the normal distibution over the interval from a to b. |
| cdfWeibull | Computes the cumulative distribution function for the Weibull distribution. |
| cdfWeibullInv | Computes the Weibull inverse cumulative distribution function. |
| erf, erfc | Computes the Gaussian error function, or its complement. |
| erfcplx, erfccplx | Computes the Gaussian error function for complex inputs or its complement. |
| lncdfbvn | Computes natural log of bivariate Normal cdf. |
| lncdfbvn2 | Returns log of cdfbvn of a bounded rectangle. |
| lncdfmvn | Computes natural log of multivariate Normal cdf. |
| lncdfn | Computes natural log of Normal cdf. |
| lncdfn2 | Computes natural log of interval of Normal cdf. |
| lncdfnc | Computes natural log of complement of Normal cdf. |
Probability density and mass¶
| lnpdfmvn | Computes multivariate Normal log-probabilities. |
| lnpdfmvt | Computes multivariate Student’s t log-probabilities. |
| lnpdfn | Computes Normal log-probabilities. |
| lnpdft | Computes Student’s t log-probabilities. |
| pdfBinomial | Computes the probability mass function for the binomial distribution. |
| pdfCauchy | Computes the probability density function for the Cauchy distribution. |
| pdfexp | Computes the probability density function for the exponential distribution. |
| pdfGenPareto | Computes the probability density function for the Generalized Pareto distribution. |
| pdfHyperGeo | Computes the probability mass function for the hypergeometric distribution. |
| pdfLaplace | Computes the probability density function for the Laplace distribution. |
| pdflogistic | Computes the probability density function for the logistic distribution. |
| pdfLogNorm | Computes the probability density function of the log-normal distribution. |
| pdfn | Computes standard Normal probability density function. |
| pdfPoisson | Computes the probability mass function for the Poisson distribution. |
| pdfRayleigh | Computes the probability density function of the Rayleigh distribution. |
| pdfTruncNorm | Computes the cumulative distribution function of the normal distribution over the interval from a to b. |
| pdfWeibull | Computes the probability density function of a Weibull random variable. |
| pdfWishartInv | Computes the probability density function of a inverse Wishart distribution. |
Random Numbers¶
| rndBernoulli | Computes random numbers with Bernoulli distribution. |
| rndBeta | Computes random numbers with beta distribution. |
| rndBinomial | Computes binomial pseudo-random numbers with the choice of underlying random number generator. |
| rndCauchy | Computes Cauchy distributed random numbers with a choice of underlying random number generator. |
| rndChiSquare | Creates pseudo-random numbers with a chi-squared distribution, with an optional non-centrality parameter and a choice of underlying random number generator. |
| rndCreateState | Creates a new random number stream for a specified generator type from a seed value. |
| rndExp | Computes exponentially distributed random numbers with a choice of underlying random number generator. |
| rndGamma | Computes gamma pseudo-random numbers with a choice of underlying random number generator. |
| rndGeo | Computes geometric pseudo-random numbers with a choice of underlying random number generator. |
| rndGumbel | Computes Gumbel distributed random numbers with a choice of underlying random number generator. |
| rndHyperGeo | Computes pseudo-random numbers following a hypergeometric distribution with a choice of underlying random number generator. |
| rndi | Returns random integers in a specified range. |
| rndKMvm | Computes von Mises pseudo-random numbers. |
| rndLaplace | Computes Laplacian pseudo-random numbers with the choice of underlying random number generator. |
| rndLogNorm | Computes lognormal pseudo-random numbers with the choice of underlying random number generator. |
| rndMVn | Computes multivariate normal random numbers given a covariance matrix. |
| rndMVt | Computes multivariate Student-t random numbers given a covariance matrix. |
| rndn | Computes normally distributed pseudo-random numbers with a choice of underlying random number generator. |
| rndNegBinomial | Computes negative binomial pseudo-random numbers with a choice of underlying random number generator. |
| rndPoisson | Computes Poisson pseudo-random numbers with a choice of underlying random number generator. |
| rndRayleigh | Computes Rayleigh pseudo-random numbers with the choice of underlying random number generator. |
| rndseed | Changes seed of the random number generator. |
| rndStateSkip | Used to skip ahead in a random number sequence. |
| rndu | Computes uniform random numbers with a choice of underlying random number generator. |
| rndWeibull | Computes Weibull pseudo-random numbers with the choice of underlying random number generator. |
| rndWishart | Computes Wishart pseudo-random matrices with the choice of underlying random number generator. |
| rndWishartInv | Computes inverse Wishart pseudo-random matrices with the choice of underlying random number generator. |
Sampling¶
| sampleData | Returns a sample of the rows of a dataframe or matrix, chosen with or without replacement |