Non Parametric

Perform statistical analysis on a Mac in the familiar environment. Turn Microsoft Excel 2004 or 2008 into a powerful statistical package with StatPlus:mac. Microsoft Excel provides invaluable calculation tools to Mac users. Its powerful features combined with ease of use made Microsoft Excel a... Platforms: Mac

No need to carry a mainframe computer to perform a complex statistical analysis when you visit a remote lab. Even a notebook computer is no longer necessary with StatPlus Portable 2009. You only need a light and extremely compact USB flash drive. Plug it into any PC in the lab, and get your... Platforms: Windows

Perform powerful data analysis in the familiar Microsoft Excel environment. Get repeatable results and empower Microsoft Excel with accurate, reliable statistics. StatFi is a highly affordable statistical package that brings complex statistical and analytical calculations into Excel. Unlike the... Platforms: Windows

Statistics software for data analysis and multivariate statistical analysis. Probability analysis. Compute descriptive statistics of selected data. Frequency analysis. Compare means and variances. Variance analysis. Z test. Correlation tests. Jarque Bera test. Non-parametric tests, including... Platforms: Windows, Windows 7, Windows Server

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,... Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the... Platforms: Matlab

Arbitrary-order polynomial datum is fit to and extracted from input xy data. Outliers - defined based either on a non-parametric or mutliples-of-standard deviation criteria - are optionally identified and "set aside". The interative solution proceeds until there are no remaining outliers in the... Platforms: Matlab

Nash-Sutcliffe model accuracy statistic. Nash-Sutcliffe coefficient is an indicator of the model?s ability to predict about the 1:1 line between observed and simulated data.The Nash-Sutcliffe coefficient is calculated as: sum(Qobs - Qsim)^2NS = 1 - ---------------------------- sum(Qobs -... Platforms: Matlab

This file, as the Fisher's exact test, performs the exact probability test for a table of frequency data cross-classified according to two categorical variables, each of which has two levels or subcategories (2x2). It is a non-parametric statistical test used to determine if there are nonrandom... Platforms: Matlab

This test was described in Mantel (1967) and Hubert/Schultz (1976), see links below. It's a non-parametric, permutation-based test that preserves the integrity of the structures and the mutual dependence of the observations.The function takes three parameters X, Y and u. X and Y are matrices you... Platforms: Matlab

CM3 processes model the spatio-temporal dependence structure for extreme values of functional data fields and M4 processes for discrete data fields. Given a dataset, this software estimates the length of the tail dependence, the number of patterns of extreme values and the patterns with their... Platforms: Matlab

FISHERTEST - Fisher Exact test for 2-x-2 contingency tables H = FISHERTEST(M) performs the non-parametric Fisher exact probability test on a 2-by-2 contingency table described by M, and returns the result in H. It calculates the exact probability of observing the given and more extreme... Platforms: Matlab

In statistics, the Kruskald-deOCtWallis one-way analysis of variance by ranks (named after William Kruskal and W. Allen Wallis) is a non-parametric method for testing equality of population medians among groups. It is identical to a one-way analysis of variance with the data replaced by their... Platforms: Matlab

The skill score is a statistic similar to the Nash-Sutcliffe in that the closer to one the better the model prediction. This function interprets model predictability using residual error and observed variability in your data. A skill score of 1 means a perfect fit (don't we all wish). A skill... Platforms: Matlab

This file performs the Stuart-Maxwell's test for all the marginal homogeneity (i.e. across all the categories simultaneously) for each of the two sample times (nominal samples). Obviously, it need a square KxK table.It is a non-parametric statistical test. The test was proposed by Stuart (1955),... Platforms: Matlab

Sometimes we need samples that come from a mixture of pdf's, where more than 1 peaks are observed. E.g. for analyzing goodness of a non-parametric kernel density estimation method.By using the Rejection method, this function generates random numbers from a mixture (average sum) of N normal... Platforms: Matlab

The function tests given realization X of random process Xi(t) for stationary, using of the two non-parametric criterions - the criterion of inversion and the criterion of the series. Platforms: Matlab

% Kruskal_Wallis% This is a statistical test to check two datasets if are different.% Kruskal_Wallis is similar to one way ANOVA but the data is not expected% to be natrual distribution. It works with any breaked condition of the% ANOVA.%% As a reminder, the assumptions of the one-way ANOVA for... Platforms: Matlab

The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their... Platforms: Matlab

The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their... Platforms: Matlab