>> help stats
Statistics Toolbox.
Version 3.0 (R12) 1Sep2000
Distributions.
Parameter estimation.
betafit  Beta parameter estimation.
binofit  Binomial parameter estimation.
expfit  Exponential parameter estimation.
gamfit  Gamma parameter estimation.
mle  Maximum likelihood estimation (MLE).
normfit  Normal parameter estimation.
poissfit  Poisson parameter estimation.
raylfit  Rayleigh parameter estimation.
unifit  Uniform parameter estimation.
weibfit  Weibull parameter estimation.
Probability density functions (pdf).
betapdf  Beta density.
binopdf  Binomial density.
chi2pdf  Chi square density.
exppdf  Exponential density.
fpdf  F density.
gampdf  Gamma density.
geopdf  Geometric density.
hygepdf  Hypergeometric density.
lognpdf  Lognormal density.
nbinpdf  Negative binomial density.
ncfpdf  Noncentral F density.
nctpdf  Noncentral t density.
ncx2pdf  Noncentral Chisquare density.
normpdf  Normal (Gaussian) density.
pdf  Density function for a specified distribution.
poisspdf  Poisson density.
raylpdf  Rayleigh density.
tpdf  T density.
unidpdf  Discrete uniform density.
unifpdf  Uniform density.
weibpdf  Weibull density.
Cumulative Distribution functions (cdf).
betacdf  Beta cdf.
binocdf  Binomial cdf.
cdf  Specified cumulative distribution function.
chi2cdf  Chi square cdf.
expcdf  Exponential cdf.
fcdf  F cdf.
gamcdf  Gamma cdf.
geocdf  Geometric cdf.
hygecdf  Hypergeometric cdf.
logncdf  Lognormal cdf.
nbincdf  Negative binomial cdf.
ncfcdf  Noncentral F cdf.
nctcdf  Noncentral t cdf.
ncx2cdf  Noncentral Chisquare cdf.
normcdf  Normal (Gaussian) cdf.
poisscdf  Poisson cdf.
raylcdf  Rayleigh cdf.
tcdf  T cdf.
unidcdf  Discrete uniform cdf.
unifcdf  Uniform cdf.
weibcdf  Weibull cdf.
Critical Values of Distribution functions.
betainv  Beta inverse cumulative distribution function.
binoinv  Binomial inverse cumulative distribution function.
chi2inv  Chi square inverse cumulative distribution function.
expinv  Exponential inverse cumulative distribution function.
finv  F inverse cumulative distribution function.
gaminv  Gamma inverse cumulative distribution function.
geoinv  Geometric inverse cumulative distribution function.
hygeinv  Hypergeometric inverse cumulative distribution function.
icdf  Specified inverse cdf.
logninv  Lognormal inverse cumulative distribution function.
nbininv  Negative binomial inverse distribution function.
ncfinv  Noncentral F inverse cumulative distribution function.
nctinv  Noncentral t inverse cumulative distribution function.
ncx2inv  Noncentral Chisquare inverse distribution function.
norminv  Normal (Gaussian) inverse cumulative distribution function.
poissinv  Poisson inverse cumulative distribution function.
raylinv  Rayleigh inverse cumulative distribution function.
tinv  T inverse cumulative distribution function.
unidinv  Discrete uniform inverse cumulative distribution function.
unifinv  Uniform inverse cumulative distribution function.
weibinv  Weibull inverse cumulative distribution function.
Random Number Generators.
betarnd  Beta random numbers.
binornd  Binomial random numbers.
chi2rnd  Chi square random numbers.
exprnd  Exponential random numbers.
frnd  F random numbers.
gamrnd  Gamma random numbers.
geornd  Geometric random numbers.
hygernd  Hypergeometric random numbers.
lognrnd  Lognormal random numbers.
mvnrnd  Multivariate normal random numbers.
mvtrnd  Multivariate t random numbers.
nbinrnd  Negative binomial random numbers.
ncfrnd  Noncentral F random numbers.
nctrnd  Noncentral t random numbers.
ncx2rnd  Noncentral Chisquare random numbers.
normrnd  Normal (Gaussian) random numbers.
poissrnd  Poisson random numbers.
random  Random numbers from specified distribution.
raylrnd  Rayleigh random numbers.
trnd  T random numbers.
unidrnd  Discrete uniform random numbers.
unifrnd  Uniform random numbers.
weibrnd  Weibull random numbers.
Statistics.
betastat  Beta mean and variance.
binostat  Binomial mean and variance.
chi2stat  Chi square mean and variance.
expstat  Exponential mean and variance.
fstat  F mean and variance.
gamstat  Gamma mean and variance.
geostat  Geometric mean and variance.
hygestat  Hypergeometric mean and variance.
lognstat  Lognormal mean and variance.
nbinstat  Negative binomial mean and variance.
ncfstat  Noncentral F mean and variance.
nctstat  Noncentral t mean and variance.
ncx2stat  Noncentral Chisquare mean and variance.
normstat  Normal (Gaussian) mean and variance.
poisstat  Poisson mean and variance.
raylstat  Rayleigh mean and variance.
tstat  T mean and variance.
unidstat  Discrete uniform mean and variance.
unifstat  Uniform mean and variance.
weibstat  Weibull mean and variance.
Descriptive Statistics.
bootstrp  Bootstrap statistics for any function.
corrcoef  Correlation coefficient.
cov  Covariance
crosstab  Cross tabulation.
geomean  Geometric mean.
grpstats  Summary statistics by group.
harmmean  Harmonic mean.
iqr  Interquartile range.
kurtosis  Kurtosis.
mad  Median Absolute Deviation.
mean  Sample average (in matlab toolbox).
median  50th percentile of a sample.
moment  Moments of a sample.
nanmax  Maximum ignoring NaNs.
nanmean  Mean ignoring NaNs.
nanmedian  Median ignoring NaNs.
nanmin  Minimum ignoring NaNs.
nanstd  Standard deviation ignoring NaNs.
nansum  Sum ignoring NaNs.
prctile  Percentiles.
range  Range.
skewness  Skewness.
std  Standard deviation ((in matlab toolbox).
tabulate  Frequency table.
trimmean  Trimmed mean.
var  Variance (in matlab toolbox).
Linear Models.
anova1  Oneway analysis of variance.
anova2  Twoway analysis of variance.
anovan  nway analysis of variance.
aoctool  Interactive tool for analysis of covariance.
dummyvar  Dummyvariable coding.
friedman  Friedman's test (nonparametric twoway anova).
glmfit  Generalized linear model fitting.
kruskalwallis  KruskalWallis test (nonparametric oneway anova).
leverage  Regression diagnostic.
lscov  Leastsquares estimates with known covariance matrix.
manova1  Oneway multivariate analysis of variance.
manovacluster  Draw clusters of group means for manova1.
multcompare  Multiple comparisons of means and other estimates.
polyconf  Polynomial evaluation and confidence interval estimation.
polyfit  Leastsquares polynomial fitting.
polyval  Predicted values for polynomial functions.
rcoplot  Residuals case order plot.
regress  Multivariate linear regression.
regstats  Regression diagnostics.
ridge  Ridge regression.
robustfit  Robust regression model fitting.
rstool  Multidimensional response surface visualization (RSM).
stepwise  Interactive tool for stepwise regression.
x2fx  Factor settings matrix (x) to design matrix (fx).
Nonlinear Models
nlinfit  Nonlinear leastsquares data fitting (Newton's method).
nlintool  Interactive graphical tool for prediction in nonlinear models.
nlpredci  Confidence intervals for prediction.
nlparci  Confidence intervals for parameters.
nnls  Nonnegative leastsquares.
Cluster Analysis
pdist  Pairwise distance between observations.
squareform  Square matrix formatted distance.
linkage  Hierarchical cluster information.
dendrogram  Generate dendrogram plot.
inconsistent Inconsistent values of a cluster tree.
cophenet  Cophenetic coefficient.
cluster  Construct clusters from LINKAGE output.
clusterdata  Construct clusters from data.
Design of Experiments (DOE)
cordexch  Doptimal design (coordinate exchange algorithm).
daugment  Augment Doptimal design.
dcovary  Doptimal design with fixed covariates.
ff2n  Twolevel fullfactorial design.
fracfact  Twolevel fractional factorial design.
fullfact  Mixedlevel fullfactorial design.
hadamard  Hadamard matrices (orthogonal arrays).
rowexch  Doptimal design (row exchange algorithm).
Statistical Process Control (SPC)
capable  Capability indices.
capaplot  Capability plot.
ewmaplot  Exponentially weighted moving average plot.
histfit  Histogram with superimposed normal density.
normspec  Plot normal density between specification limits.
schart  S chart for monitoring variability.
xbarplot  Xbar chart for monitoring the mean.
Principal Components Analysis
barttest  Bartlett's test for dimensionality.
pcacov  Principal components from covariance matrix.
pcares  Residuals from principal components.
princomp  Principal components analysis from raw data.
Multivariate Statistics.
classify  Linear Discriminant Analysis.
mahal  Mahalanobis distance.
manova1  Oneway multivariate analysis of variance.
Hypothesis Tests.
ranksum  Wilcoxon rank sum test (independent samples).
signrank  Wilcoxon sign rank test (paired samples).
signtest  Sign test (paired samples).
ztest  Z test.
ttest  One sample t test.
ttest2  Two sample t test.
Distribution Testing
jbtest  JarqueBera test of normality
kstest  KolmogorovSmirnov test for one sample
kstest2  KolmogorovSmirnov test for two samples
lillietest  Lilliefors test of normality
Nonparametric Testing
friedman  Friedman's test (nonparametric twoway anova).
kruskalwallis  KruskalWallis test (nonparametric oneway anova).
ranksum  Wilcoxon rank sum test (independent samples).
signrank  Wilcoxon sign rank test (paired samples).
signtest  Sign test (paired samples).
Statistical Plotting.
boxplot  Boxplots of a data matrix (one per column).
cdfplot  Plot of empirical cumulative distribution function.
fsurfht  Interactive contour plot of a function.
gline  Point, drag and click line drawing on figures.
gname  Interactive point labeling in xy plots.
gplotmatrix  Matrix of scatter plots grouped by a common variable.
gscatter  Scatter plot of two variables grouped by a third.
lsline  Add leastsquare fit line to scatter plot.
normplot  Normal probability plot.
qqplot  QuantileQuantile plot.
refcurve  Reference polynomial curve.
refline  Reference line.
surfht  Interactive contour plot of a data grid.
weibplot  Weibull probability plot.
Statistics Demos.
aoctool  Interactive tool for analysis of covariance.
disttool  GUI tool for exploring probability distribution functions.
glmdemo  Generalized linear model slide show.
polytool  Interactive graph for prediction of fitted polynomials.
randtool  GUI tool for generating random numbers.
rsmdemo  Reaction simulation (DOE, RSM, nonlinear curve fitting).
robustdemo  Interactive tool to compare robust and least squares fits.
File Based I/O
tblread  Read in data in tabular format.
tblwrite  Write out data in tabular format to file.
tdfread  Read in text and numeric data from tabdelimitted file.
caseread  Read in case names.
casewrite  Write out case names to file.
Michael Robbins, CFA
Director, Debt Capital Markets
CIBC World Markets Corp., Canadian Imperial Bank of Commerce
New York, NY USA
michael.robbins@us.cibc.com , robbins@bloomberg.net
