W3cubDocs

/Octave

26 Statistics

Octave has support for various statistical methods. The emphasis is on basic descriptive statistics, but the Octave Forge statistics package includes probability distributions, statistical tests, random number generation, and much more.

The functions that analyze data all assume that multi-dimensional data is arranged in a matrix where each row is an observation, and each column is a variable. Thus, the matrix defined by

a = [ 0.9, 0.7;
      0.1, 0.1;
      0.5, 0.4 ];

contains three observations from a two-dimensional distribution. While this is the default data arrangement, most functions support different arrangements.

It should be noted that the statistics functions don’t test for data containing NaN, NA, or Inf. These values need to be detected and dealt with explicitly. See isnan, isna, isinf, isfinite.

© 1996–2018 John W. Eaton
Permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and this permission notice are preserved on all copies.
Permission is granted to copy and distribute modified versions of this manual under the conditions for verbatim copying, provided that the entire resulting derived work is distributed under the terms of a permission notice identical to this one.Permission is granted to copy and distribute translations of this manual into another language, under the above conditions for modified versions.
https://octave.org/doc/interpreter/Statistics.html