Version 5.2 (R2006a) Statistics Toolbox™ Software Release Notes

Version 5.2 (R2006a) Statistics Toolbox™ Software

This table summarizes what's new in Version 5.2 (R2006a):

New features and changes introduced in this version are organized by these topics:

• Analysis of Variance

• Bootstrapping

• Demos

• Design of Experiments

• Hypothesis Tests

• Multivariate Distributions

• Random Number Generation

• Robust Regression

• Statistical Process Control

Analysis of Variance

Support for nested and continuous factors has been added to the anovan function for N-way analysis of variance.

Bootstrapping

To following functions have been added to supplement the existing bootstrp function for bootstrap estimation:

• bootci — Computes confidence intervals of a bootstrapped statistic. An option allows you to choose the type of the bootstrap confidence interval.

• jackknife — Draws jackknife samples from a data set and computes statistics on each sample

Demos

The following demos have been added to the toolbox:

• Bayesian Analysis for a Logistic Regression Model

• Time Series Regression of Airline Passenger Data

The following demo has been updated to demonstrate new features:

• Random Number Generation

Design of Experiments

The new fracfactgen function finds a set of fractional factorial design generators suitable for fitting a specified model.

The following functions for D-optimal designs have been enhanced:

• cordexch, daugment, dcovary, rowexch — New options specify the range of values and the number of levels for each factor, exclude factor combinations, treat factors as categorical rather than continuous, control the number of iterations, and repeat the design generation process from random starting points

• candexch — New options control the number of iterations and repeat the design generation process from random starting points

• candgen — New options specify the range of values and the number of levels for each factor, and treat factors as categorical rather than continuous

• x2fx — New option treats factors as categorical rather than continuous

Hypothesis Tests

The new dwtest function performs a Durbin-Watson test for autocorrelation in linear regression.

Multivariate Distributions

Two new functions have been added to compute multivariate cdfs. These supplement existing functions for pdfs and random number generators for the same distributions.

• mvncdf — Cumulative distribution function for the multivariate normal distribution

• mvtcdf — Cumulative distribution function for the multivariate t distribution

Random Number Generation

Copulas

New functions have been added to the toolbox that allow you to use copulas to model correlated multivariate data and generate random numbers from multivariate distributions.

• copulacdf — Cumulative distribution function for a copula

• copulaparam — Copula parameters as a function of rank correlation

• copulapdf — Probability density function for a copula

• copularnd — Random numbers from a copula

• copulastat — Rank correlation for a copula

Markov Chain Monte Carlo Methods

The following functions generate random numbers from nonstandard distributions using Markov Chain Monte Carlo methods:

• mhsample — Generate random numbers using the Metropolis-Hasting algorithm

• slicesample — Generate random numbers using a slice sampling algorithm

Pearson and Johnson Systems of Distributions

Support has been added for random number generation from Pearson and Johnson systems of distributions.

• pearsrnd — Random numbers from a distribution in the Pearson system

• johnsrnd — Random numbers from a distribution in the Johnson system

Robust Regression

To supplement the robustfit function, the following functions now have options for robust fitting:

• nlinfit — Nonlinear least-squares regression

• nlparci — Confidence intervals for parameters in nonlinear regression

• nlpredci — Confidence intervals for predictions in nonlinear regression

Statistical Process Control

The following control chart functions now support time-series objects:

• xbarplot — Xbar plot

• schart — Standard deviation chart

• ewmaplot — Exponentially weighted moving average plot

Version 5.3 (R2006b) Statistics Toolbox™ Software

Version 5.1 (R14SP3) Statistics Toolbox™ Software