Version 5.1 (R14SP3) Statistics Toolbox™ Software Release Notes

Version 5.1 (R14SP3) Statistics Toolbox™ Software

This table summarizes what's new in Version 5.1 (R14SP3):

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

• Demos

• Descriptive Statistics

• Hypothesis Tests

• Probability Distributions

• Regression Analysis

• Statistical Visualization

Demos

The following demos have been added to the toolbox:

• Curve Fitting and Distribution Fitting

• Fitting a Univariate Distribution Using Cumulative Probabilities

• Fitting an Orthogonal Regression Using Principal Components Analysis

• Modelling Tail Data with the Generalized Pareto Distribution

• Pitfalls in Fitting Nonlinear Models by Transforming to Linearity

• Weighted Nonlinear Regression

The following demo has been updated:

• Modelling Data with the Generalized Extreme Value Distribution

Descriptive Statistics

The new partialcorr function computes the correlation of one set of variables while controlling for a second set of variables.

The grpstats function now computes a wider variety of descriptive statistics for grouped data. Choices include the mean, standard error of the mean, number of elements, group name, standard deviation, variance, confidence interval for the mean, and confidence interval for new observations. The function also supports the computation of user-defined statistics.

Hypothesis Tests

Chi-Square Goodness-of-Fit Test

The new chi2gof function tests if a sample comes from a specified distribution, against the alternative that it does not come from that distribution, using a chi-square test statistic.

Variance Tests

Three functions have been added to test sample variances:

• vartest — One-sample chi-square variance test. Tests if a sample comes from a normal distribution with specified variance, against the alternative that it comes from a normal distribution with a different variance.

• vartest2 — Two-sample F-test for equal variances. Tests if two independent samples come from normal distributions with the same variance, against the alternative that they come from normal distributions with different variances.

• vartestn — Bartlett multiple-sample test for equal variances. Tests if multiple samples come from normal distributions with the same variance, against the alternative that they come from normal distributions with different variances.

Ansari-Bradley Test

The new ansaribradley function tests if two independent samples come from the same distribution, against the alternative that they come from distributions that have the same median and shape but different variances.

Tests of Randomness

The new runstest function tests if a sequence of values comes in random order, against the alternative that the ordering is not random.

Probability Distributions

Support has been added for two new distributions:

• Generalized Extreme Value Distribution

• Generalized Pareto Distribution

Generalized Extreme Value Distribution

The Generalized Extreme Value distribution combines the Gumbel, Frechet, and Weibull distributions into a single distribution. It is used to model extreme values in data.

The following distribution functions have been added:

• gevcdf — Cumulative distribution function

• gevfit — Parameter estimation function

• gevinv — Inverse cumulative distribution function

• gevlike — Negative log-likelihood function

• gevpdf — Probability density function

• gevrnd — Random number generator

• gevstat — Distribution statistics

Generalized Pareto Distribution

The Generalized Pareto distribution is used to model the tails of a data distribution.

The following distribution functions have been added:

• gpcdf — Cumulative distribution function

• gpfit — Parameter estimation function

• gpinv — Inverse cumulative distribution function

• gplike — Negative log-likelihood function

• gppdf — Probability density function

• gprnd — Random number generator

• gpstat — Distribution statistics

Regression Analysis

• The new coxphfit function fits Cox's proportional hazards regression model to data.

• The new invpred function estimates the inverse prediction intervals for simple linear regression.

• The polyconf function has new options to let you specify the confidence interval computed.

Statistical Visualization

Both the ecdf and ksdensity functions now produce plots when no output arguments are specified.

Version 5.2 (R2006a) Statistics Toolbox™ Software

Version 5.0.2 (R14SP2) Statistics Toolbox™ Software