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.

• Descriptive Statistics:

• Statistics on Sliding Windows of Data:

• Basic Statistical Functions:

• Correlation and Regression Analysis:

• Distributions:

• Random Number Generation: