Basic and nonparametric statistics

Many simple statistical operations, including calculation of summary statistics, t-tests, one- and two-way analysis of variance and non-parametric tests are provided by procedures in the Library:

    DESCRIBE calculates summary statistics for variates
    TALLY forms a simple tally table of the distinct values in a vector
    TTEST performs a one- or two-sample t-test
    A2WAY performs analysis of variance of a balanced or unbalanced design with up to two treatment factors
    A2DISPLAY provides further output following an analysis of variance by A2WAY
    A2KEEP copies information from an A2WAY analysis into Genstat data structures
    AONEWAY provides one-way analysis of variance
    BLANDALTMAN produces Bland-Altman plots to assess the agreement between two variates
    CHISQUARE calculates chi-square statistics for one- and two-way tables
    CHIPERMTEST performs a random permutation test for a two-dimensional contingency table
    BNTEST calculates one- or two-sample binomial tests
    PNTEST calculates one- or two-sample Poisson tests
    FCORRELATION forms the product moment correlation matrix for a list of variates, and tests whether the correlations are zero
    PRCORRELATION calculates probabilities for product moment correlations
    CDESCRIBE calculates summary statistics and tests of circular data
    CASSOCIATION calculates measures of association for circular data
    CCOMPARE tests whether samples from circular distributions have a common mean direction or have identical distributions
    FRIEDMAN performs Friedman’s nonparametric analysis of variance
    GSTATISTIC calculates the gamma statistic of agreement for ordinal data
    KAPPA calculates a kappa coefficient of agreement for nominally scaled data
    KCONCORDANCE calculates Kendall’s Coefficient of Concordance (synonym CONCORD)
    KOLMOG2 performs a Kolmogorov-Smirnoff two-sample test
    KRUSKAL carries out a Kruskal-Wallis one-way analysis of variance
    KTAU calculates Kendall’s rank correlation coefficient τ
    LCONCORDANCE calculates Lin’s concordance correlation coefficient
    MANNWHITNEY performs a Mann-Whitney U test
    MCNEMAR performs McNemar’s test for the significance of changes
    MCOMPARISON performs pairwise multiple comparison tests within a table of means
    QCOCHRAN performs Cochran’s Q test for differences between related-samples
    CATRENDTEST calculates the Cochran-Armitage chi-square test for trend
    CMHTEST performs the Cochran-Mantel-Haenszel test
    RUNTEST performs a test of randomness of a sequence of observations
    SIGNTEST performs a one or two sample sign test
    SPEARMAN calculates Spearman’s rank correlation coefficient
    STEEL performs Steel’s many-one rank test
    WILCOXON performs a Wilcoxon Matched-Pairs (Signed-Rank) test
    STTEST calculates the sample size for t-tests (including equivalence tests)
    SBNTEST calculates the sample size for binomial tests
    SCORRELATION calculates the sample size to detect specified correlations
    SLCONCORDANCE calculates the sample size for Lin’s concordance coefficient
    SMANNWHITNEY calculates sample sizes for the Mann-Whitney test
    SMCNEMAR calculates sample sizes for McNemar’s test
    SPRECISION calculates the sample size to obtain a specified precision
    SSIGNTEST calculates the sample size for a sign test

There are also facilities for fitting or assessing statistical distributions:

    DISTRIBUTION estimates the parameters of continuous and discrete distributions
    EDFTEST performs empirical-distribution-function goodness-of-fit tests
    FDRMIXTURE estimates false discovery rates using mixture distributions
    KERNELDENSITY uses kernel density estimation to estimate a sample density
    NORMTEST performs tests of univariate and/or multivariate Normality
    WSTATISTIC calculates the Shapiro-Wilk test for Normality
Updated on March 6, 2019

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