stats パッケージ (The R Stats Package)
関数の機能別リスト


基本的な統計量

weighted.mean Weighted Arithmetic Mean
median Median Value
mad Median Absolute Deviation
sd Standard Deviation
quantile Sample Quantiles
IQR The Interquartile Range
fivenum Tukey Five-Number Summaries
qqnorm Quantile-Quantile Plots
ecdf Empirical Cumulative Distribution Function

基本的な検定

binom.test Exact Binomial Test
chisq.test Pearson's Chi-squared Test for Count Data
poisson.test Exact Poisson tests
prop.test Test of Equal or Given Proportions
power.prop.test Power Calculations for Two-Sample Test for Proportions
prop.trend.test Test for trend in proportions
pairwise.prop.test Pairwise comparisons for proportions
fisher.test Fisher's Exact Test for Count Data
mantelhaen.test Cochran-Mantel-Haenszel Chi-Squared Test for Count Data
mcnemar.test McNemar's Chi-squared Test for Count Data
t.test Student's t-Test
power.t.test Power calculations for one and two sample t tests
pairwise.t.test Pairwise t tests
var.test F Test to Compare Two Variances
wilcox.test Wilcoxon Rank Sum and Signed Rank Tests
pairwise.wilcox.test Pairwise Wilcoxon Rank Sum Tests
cor.test Test for Association/Correlation Between Paired Samples
ansari.test Ansari-Bradley Test
bartlett.test Bartlett Test of Homogeneity of Variances
fligner.test Fligner-Killeen Test of Homogeneity of Variances
friedman.test Friedman Rank Sum Test
kruskal.test Kruskal-Wallis Rank Sum Test
mauchly.test Mauchly's Test of Sphericity
mood.test Mood Two-Sample Test of Scale
quade.test Quade Test
ks.test Kolmogorov-Smirnov Tests
shapiro.test Shapiro-Wilk Normality Test

確率分布

Distributions Distributions in the stats package
Binomial The Binomial Distribution
NegBinomial The Negative Binomial Distribution
Multinomial The Multinomial Distribution
Geometric The Geometric Distribution
Hypergeometric The Hypergeometric Distribution
Poisson The Poisson Distribution
Uniform The Uniform Distribution
Normal The Normal Distribution
Lognormal The Log Normal Distribution
Exponential The Exponential Distribution
Weibull The Weibull Distribution
GammaDist The Gamma Distribution
Beta The Beta Distribution
Chisquare The (non-central) Chi-Squared Distribution
FDist The F Distribution
TDist The Student t Distribution
Cauchy The Cauchy Distribution
Logistic The Logistic Distribution
rWishart Random Wishart Distributed Matrices
Wilcoxon Distribution of the Wilcoxon Rank Sum Statistic
SignRank Distribution of the Wilcoxon Signed Rank Statistic
Tukey The Studentized Range Distribution
Smirnov Distribution of the Smirnov Statistic
qbirthday Probability of coincidences
r2dtable Random 2-way Tables with Given Marginals

多変量解析(目的変数なし)

heatmap Draw a Heat Map
biplot Biplot of Multivariate Data
mahalanobis Mahalanobis Distance
dist Distance Matrix Computation
cor Correlation, Variance and Covariance (Matrices)
cov.wt Weighted Covariance Matrices
cancor Canonical Correlations
prcomp Principal Components Analysis
factanal Factor Analysis
cmdscale Classical (Metric) Multidimensional Scaling
hclust Hierarchical Clustering
kmeans K-Means Clustering

多変量解析(目的変数あり)

AIC Akaike's An Information Criterion
step Choose a model by AIC in a Stepwise Algorithm
deviance Model Deviance
logLik Extract Log-Likelihood
lm Fitting Linear Models
glm Fitting Generalized Linear Models
famiy Family Objects for Models
anova ANOVA Tables
manova Multivariate Analysis of Variance
TukeyHSD Compute Tukey Honest Significant Differences
ppr Projection Pursuit Regression
isoreg Isotonic / Monotone Regression
line Robust Line Fitting
nls Nonlinear Least Squares
NLSstAsymptotic Fit the Asymptotic Regression Model
getInitial Get Initial Parameter Estimates
SSasymp Self-Starting 'nls' Asymptotic Model
SSasympOff Self-Starting 'nls' Asymptotic Model with an Offset
SSasympOrig Self-Starting 'nls' Asymptotic Model through the Origin
SSbiexp Self-Starting 'nls' Biexponential Model
SSfol Self-Starting 'nls' First-order Compartment Model
SSfpl Self-Starting 'nls' Four-Parameter Logistic Model
SSgompertz Self-Starting 'nls' Gompertz Growth Model
SSlogis Self-Starting 'nls' Logistic Model
SSmicmen Self-Starting 'nls' Michaelis-Menten Model
SSweibull Self-Starting 'nls' Weibull Growth Curve Model

時系列解析

ts Time-Series Objects
diff.ts Methods for Time Series Objects
diffinv Discrete Integration: Inverse of Differencing
ts.union Bind Two or More Time Series
start Encode the Terminal Times of Time Series
time Sampling Times of Time Series
tsp Tsp Attribute of Time-Series-like Objects
window Time (Series) Windows
lag Lag a Time Series
lag.plot Time Series Lag Plots
aggregate Compute Summary Statistics of Data Subsets
na.contiguous Find Longest Contiguous Stretch of non-NAs
acf Auto- and Cross- Covariance and -Correlation Function Estimation
spectrum Spectral Density Estimation
spec.taper Taper a Time Series by a Cosine Bell
cpgram Plot Cumulative Periodogram
ar Fit Autoregressive Models to Time Series
arima ARIMA Modelling of Time Series
arima.sim Simulate from an ARIMA Model
ARMAacf Compute Theoretical ACF for an ARMA Process
ARMAtoMA Convert ARMA Process to Infinite MA Process
Box.test Box-Pierce and Ljung-Box Tests
PP.test Phillips-Perron Test for Unit Roots
tsdiag Diagnostic Plots for Time-Series Fits
decompose Classical Seasonal Decomposition by Moving Averages
stl Seasonal Decomposition of Time Series by Loess
filter Linear Filtering on a Time Series
kernapply Apply Smoothing Kernel
kernel Smoothing Kernel Objects
HoltWinters Holt-Winters Filtering
monthplot Plot a Seasonal or other Subseries from a Time Series
ts.plot Plot Multiple Time Series
StructTS Fit Structural Time Series
tsSmooth Use Fixed-Interval Smoothing on Time Series
KalmanLike Kalman Filtering
embed Embedding a Time Series
toeplitz Create Symmetric and Asymmetric Toeplitz Matrix