Flexible Statistics and Data Analysis Toolbox Functions - - By Category

Alphabetical List By Category

Robust regression analysis and transformations

Robust regression

addt Produces the t test for an additional explanatory variable
forecastTS Forecast for a time series with trend, time varying seasonal, level shift and irregular component
FSR Gives an automatic outlier detection procedure in linear regression
FSRBbsb Returns the units belonging to the subset in each step of the Bayesian forward search
FSRbsb Returns the units belonging to the subset in each step of the forward search
FSReda Enables to monitor several quantities in each step of the forward search
FSRenvmdr Computes the theoretical envelopes of Minimum Deletion Residual outside subset during the search
FSRinvmdr Converts values of minimum deletion residual into confidence levels
FSRmdr Computes minimum deletion residual and other basic linear regression quantities in each step of the search
FSRr Forward search in linear regression reweighted
FSRts Is an automatic adaptive procedure to detect outliers in time series
FSRtsbsb Returns the units belonging to the subset in each step of the forward search
FSRtsmdr Computes minimum deletion residual for time series models in each step of the search
LTSts Extends LTS estimator to time series
LTStsVarSel Does variable selection in the robust time series model LTSts
LXS Computes the Least Median of Squares (LMS) or Least Trimmed Squares (LTS) estimators
mdpdR Allows to apply Minimum Density Power Divergence criterion to parametric regression problems
mdpdReda Allows to monitor Minimum Density Power Divergence criterion to parametric regression problems
MMreg Computes MM estimator of regression coefficients
MMregcore Computes MM regression estimators for a selected fixed scale
MMregeda Computes MM estimator in linear regression for a series of values of efficiency
regressts Computes estimates of regression parameters for a time series models
RobCov Computes covariance matrix of robust regression coefficients
RobRegrSize Provides proper threshold for robust estimators to obtain an empirical size close to 1 per cent nominal size
simulateLM Simulate linear regression data
simulateTS Simulate a time series with trend, time varying seasonal, level shift and irregular component
Sreg Computes S estimators in linear regression
Sregeda Computes S estimators in linear regression for a series of values of bdp
Taureg Computes Tau estimators in linear regression
tBothSides Allows users to transform both sides of a (nonlinear) regression model
VIOM Computes weights estimates under Variance-Inflation Model

Robust transformations

ace Computes alternative conditional expectation
avas Computes additivity and variance stabilization for regression
FSRfan Monitors the values of the score test statistic for each lambda
rlsmo Computes a running-lines smoother with global cross-validation
Score Computes the score test for transformation
ScoreYJ Computes the score test for Yeo and Johnson transformation
ScoreYJpn Computes the score test for YJ transformation separately for pos and neg observations
smothr Produces smoothed values with constraints
supsmu Smooths scatterplots using Friedman's supersmoother algorithm

Robust model selection

FSRaddt Produces t deletion tests for each explanatory variable
FSRcp Monitors Cp and AIC for all models of interest of size smallp
FSRms Performs robust model selection using flexible trimming in linear regression

Robust Bayesian regression

FSRB Gives an automatic outlier detection procedure in Bayesian linear regression
FSRBeda Enables to monitor several quantities in each step of the Bayesian search
FSRBmdr Computes minimum deletion residual and other basic linear regression quantities in each step of the Bayesian search
FSRBr Bayesian forward search in linear regression reweighted
regressB Computes Bayesian estimates of regression parameters

Robust heteroskedastic regression

FSRH Gives an automatic outlier detection procedure in heteroskedastic linear regression
FSRHbsb Returns the units belonging to the subset in each step of the heteroskedastic forward search
FSRHeda Enables to monitor several quantities in each step of the forward search
FSRHmdr Computes minimum deletion residual and other basic linear regression quantities in each step of the heteroskedastic search
regressH Fits a multiple linear regression model with heteroskedasticity
regressHart Fits a multiple linear regression model using ART heteroskedasticity
regressHhar Fits a multiple linear regression model with Harvey heteroskedasticity

Robust multivariate analysis and transformations

Robust multivariate analysis

boxtest Performs Box test of equality of covariance matrices
FSM Gives an automatic outlier detection procedure in multivariate analysis
FSMbsb Gives the units belonging to subset at step(s) msel of the forward search
FSMeda Performs forward search in multivariate analysis with exploratory data analysis purposes
FSMedaeasy Is exactly equal to FSMeda but it is much less efficient
FSMenvmmd Computes the theoretical envelopes of Minimum MD outside subset during the search
FSMinvmmd Converts values of minimum Mahalanobis distance into confidence levels
FSMmmd Monitors minMD
FSMmmdeasy Is exactly equal to FSMmmd but it is much less efficient
mcd Computes Minimum Covariance Determinant
MMmult Computes MM estimators in multivariate analysis with auxiliary S-scale
MMmultcore Computes multivariate MM estimators for a selected fixed scale
MMmulteda Computes MM estimators in multivariate analysis for a series of values of eff
mve Computes Minimum volume ellipsoid
mveeda Monitors Minimum volume ellipsoid for a series of values of bdp
SDest Computes Stahel-Donoho robust estimator of dispersion-location
Smult Computes S estimators in multivariate analysis
Smulteda Computes S estimators in multivariate analysis for a series of values of bdp
unibiv Has the purpose of detecting univariate and bivariate outliers

Robust transformations

FSMfan Computes confirmatory lrt of a suggested transformation
FSMtra Computes MLE of transformation parameters

Categorical data analysis

barnardtest Barnard's unconditional test
CorAna Performs correspondence analysis
corrNominal Measures strength of association between two unordered (nominal) categorical variables
corrOrdinal Measures strength of association between two ordered categorical variables
CressieRead Computes the power divergence family
crosstab2datamatrix Recreates the original data matrix X from contingency table N
rcontFS Generates a random two-way table with given marginal totals
SparseTableTest Computes independence test for large and sparse contingency tables

Robust clustering

MixSim

MixSim Generates k clusters in v dimensions with given overlap
MixSimreg Generates k regression hyperplanes in p dimensions with given overlap
overlap Computes the exact overlap given the parameters of the mixture
simdataset Simulates and-or contaminates a dataset given the parameters of a finite mixture model with Gaussian components
simdatasetreg Simulates a regression dataset given the parameters of a mixture regression model

Robust clustering in regression

FSRmdrrs Performs random start monitoring of minimum deletion residual
lga Performs linear grouping analysis
rlga Performs robust linear grouping analysis
tclustreg Performs robust linear grouping analysis
tclustregIC Computes tclustreg for different number of groups k and restriction factors c

Robust clustering in multivariate analysis

dempk Performs a merging of components found by tkmeans
FSMmmdrs Performs random start monitoring of minimum Mahalanobis distance
genSigmaGPCM Generates covariance matrix for the 14 Gaussian Parsimonious Clustering Models
GowerIndex Computes matrix of similarity indexes using Gower metric
overlapmap Produces an interactive overlap map
restrdeter Computes determinant restriction
restrdeterGPCM Applies determinat restrictions for the 14 GPCM
restreigen Computes eigenvalues restriction (without Dykstra algorithm)
restreigeneasy Restreigen computes eigenvalues restriction (without Dykstra algorithm)
restrshapeGPCM Produces the restricted shape matrix for the 14 GPCM
restrSigmaGPCM Computes constrained covariance matrices for the 14 GPCM specifications
tclust Computes trimmed clustering with scatter restrictions
tclusteda Computes tclust for a series of values of the trimming factor
tclustIC Computes tclust for different number of groups k and restriction factors c
tclustICsol Extracts a set of best relevant solutions
tkmeans Computes trimmed k-means

Dynamic Visualization

Dynamic visualization in regression

aceplot Produces the aceplot to visualize the results of ace
add2yX Adds objects (personalized clickable multilegends and text labels) to the yXplot
cdsplot Produces the candlestick plot for robust model selection in linear regression
fanplot Plots the fan plot for transformation in linear regression
histFS Plots a histogram with the elements in each bin grouped according to a vector of labels
levfwdplot Plots the trajectories of leverage along the search
mdrplot Plots the trajectory of minimum deletion residual (mdr)
qqplotFS Qqplot of studentized residuals with envelopes
resfwdplot Plots the trajectories of the monitored scaled (squared) residuals
resindexplot Plots the residuals from a regression analysis versus index number or any other variable
wedgeplot Generates the double wedge plot of a time series
yXplot Produces an interactive scatterplot of y against each variable of X in the input dataset

Dynamic visualization in multivariate analysis

add2spm Adds objects (personalized clickable multilegends and text labels) to the scatter plot matrix
boxplotb Computes a bivariate boxplot
CorAnaplot Draws the Correspondence Analysis (CA) graphs with confidence ellipses
covplot Plots the trajectories of the elements of the covariance (correlation) matrix monitored
malfwdplot Plots the trajectories of scaled Mahalanobis distances along the search
malindexplot Plots the Mahalanobis distances versus a selected variable
mmdplot Plots the trajectory of minimum Mahalanobis distance (mmd)
mmdrsplot Plots the trajectories of minimum Mahalanobis distances from different starting points
spmplot Produces an interactive scatterplot matrix with boxplots or histograms on the main diagonal and possibly robust bivariate contours

Dynamic visualization in clustering

carbikeplot Produces the carbike plot to find best relevant clustering solutions
tclustICplot Plots information criterion as a function of c and k

Guis

brushFAN Displays a GUI which enables brushing in the fanplot
brushRES Displays a GUI which enables brushing in resfwdplot
brushROB Displays a GUI which enables brushing in resindexplot

Utilities

Statistical utilities

basicPower Computes the basic power transformation
bwe Estimates the bandwidth smoothing parameter for kernel density estimation
ClusterRelabel Enables to control the labels of the clusters which contain predefined units
ctsub Computes numerical integration from x(1) to z(i) of y=f(x)
ellipse Generates an ellipse given mu (location vector) and Sigma (scatter matrix)
exactcdf Finds exact p-values
FowlkesMallowsIndex Computes the Fowlkes and Mallows index
FSMbonfbound Computes Bonferroni bounds for each step of the search (in mult analysis)
FSRbonfbound Computes Bonferroni bounds for each step of the search (in linear regression)
GYfilt Computes the Gervini-Yohai univariate outlier identifier
HAbdp Finds the constant c associated to the supplied breakdown point
HAc Computes breakdown point and efficiency associated with constant c
HAeff Finds the tuning constant that guarrantees a requested asymptotic efficiency
HApsi Computes psi function using Hampel proposal
HApsider Computes derivative of psi function using Hampel proposal
HApsix Computes psi function using Hampel proposal times x
HArho Computes rho function using Hampel proposal
HAwei Computes weight function psi(u)/u using Hampel proposal
HUeff Finds the constant c which is associated to the requested efficiency for Tukey biweight estimator
HUpsi Computes psi function (derivative of rho function) for Huber
HUpsider Computes derivative of psi function (second derivative of rho function) for Huber
HUpsix Computes psi function (derivative of rho function) times x for Huber
HUrho Computes rho function for Huber
HUwei Computes weight function psi(u)/u for Huber
HYPbdp Finds constant c which is associated to the requested breakdown point for hyp. tan. estimator
HYPc Computes breakdown point and efficiency associated with constant chyperbolic tangent estimator (for a given value of k=sup CVC)
HYPck Computes values of the scalars A, B, d for hyperbolic tangent estimator
HYPeff Finds constant c which is associated to the requested efficiency for hyperbolic estimator
HYPk Computes breakdown point and efficiency for hyp. tan. estimator
HYPpsi Computes psi function for hyperbolic tangent estimator
HYPpsider Computes derivative of psi function for hyperbolic tangent estimator
HYPpsix Computes psi function for hyperbolic tangent estimator times x
HYPrho Computes rho function using hyperbolic tangent estimator
HYPwei Computes weight function psi(u)/u for hyperbolic tangent estimator
inversegamcdf Computes inverse-gamma cumulative distribution function
inversegaminv Inversegampdf Inverse-gamma cumulative distribution function
inversegampdf Computes inverse-gamma probability density function
kdebiv Computes (and optionally plots) a kernel smoothing estimate for bivariate data
logmvnpdfFS Produces log of Multivariate normal probability density function (pdf)
mahalFS Computes Mahalanobis distances (in squared units) for each row of matrix Y
mdpd Computes Minimum Distance Power Divergence statistics
Mscale Finds the M estimator of the scale
mtR Generates the same random numbers produced by R software with Mersenne Twister mt19937ar
ncpci Non centrality parameter confidence interval (taken from effect_of_size_toolbox)
ncx2mixtcdf Cumulative distribution function (cdf) of a linear combination of non-central chi-square (+ sigma * N(0,1))
normBoxCox Computes (normalized) Box-Cox transformation
normYJ Computes (normalized) Yeo-Johnson transformation
OPTbdp Finds the constant c associated to the supplied breakdown point
OPTc Computes breakdown point and efficiency associated with constant c for Optimal rho function
OPTeff Finds the constant c which is associated to the requested efficiency
OPTpsi Computes psi function (derivative of rho function) for optimal weight function
OPTpsider Computes derivative of psi function (second derivative of rho function) for optimal weight function
OPTpsix Computes psi function (derivative of rho function) times x
OPTrho Computes rho function for optimal weight function
OPTwei Computes weight function psi(u)/u for optimal weight function
PDbdp Finds the constant alpha associated to the supplied breakdown point for minimum power divergence estimator
PDc Computes breakdown point and efficiency associated with tuning constant alpha for minimum power divergence estimator
PDeff Finds the constant alpha which is associated to the requested efficiency for minimum power divergence estimator
PDpsi Computes psi function (derivative of rho function) for minimum density power divergence estimator
PDpsider Computes derivative of psi function (second derivative of rho function) for minimum power divergence estimator
PDpsix Computes psi function (derivative of rho function) times x for minimum density power divergence estimator
PDrho Computes rho function for minimum density power divergence estimator
PDwei Computes weight function psi(u)/u for for minimum density power divergence estimator
Powertra Computes power transformation (Box-Cox or Yeo-Johnson)
Qn Robust estimator of scale (first quartile of interpoint distances $|x_i-x_j|$)
RandIndexFS Calculates Rand type Indices to compare two partitions
RKbdp Finds the constants c associated to the supplied breakdown point and asymptotic rejection point
RKeff Finds the constants c and M which are associated to the requested efficiency and ARP
RKpsi Computes psi function for Rocke (translated Tukey's) biweight
RKpsider Computes derivative of psi function (second derivative of rho function) for Rocke (translated Tukey's) biweight
RKpsix Computes psi function times x for Rocke (translated Tukey's) biweight
RKrho Computes rho function for Rocke (translated Tukey's) biweight
RKwei Computes weight function psi(u)/u for Rocke (translated Tukey's) biweight
rthin Applies independent random thinning to a point pattern
Sn Robust estimator of scale (robust version of Gini's average difference)
tabulateFS Creates frequency table of unique values of x, excluding possible 0 counts
TBbdp Finds the constant c associated to the supplied breakdown point for Tukey's biweight
TBc Computes breakdown point and efficiency associated with constant c for Tukey's biweight
TBeff Finds the constant c which is associated to the requested efficiency for Tukey's biweight
TBpsi Computes psi function (derivative of rho function) for Tukey's biweight
TBpsider Computes derivative of psi function (second derivative of rho function) for Tukey's biweight
TBpsix Computes psi function (derivative of rho function) times x for Tukey's biweight
TBrho Computes rho function for Tukey's biweight
TBwei Computes weight function psi(u)/u for Tukey's biweight
vervaatrnd Simulates random variates from the Vervaat perpetuity distribution
vervaatsim Returns a Vervaat perpetuity
vervaatxdf Returns the pdf and cdf of a Vervaat perpetuity
winsor Returns a winsorized copy of input
WNChygepdf Returns Wallenius' non-central hypergeometric probability density values
wthin Thins a uni/bi-dimensional dataset

General utilities

cabc Closes all open figures except the one in foreground (the current)
cascade Is a third party function used in FSDA demos and examples
clickableMultiLegend Hides/shows symbols inside all gplotmatrix subplots (or similar multi-plots) clicking on the legend
existFS Check if file exists and puts answer in a cached persistent variable
findDir Finds recursively all directories in root
findFile Finds recursively all files in root
isfunction Checks if a function exists
openMatlabFileFromHTML Enables to put in HTML an hypertextual link to a specific MATLAB file
PoolClose Closes the pool of MATLAB instances opened with PoolPrepare to execute code in parallel
PoolPrepare Prepares a pool of MATLAB instances for executing code in parallel
position Controls the position of the open figures
quickselectFS Finds the k-th order statistic
removeExtraSpacesLF Removes extra spaces and selected carriage returns from input string
repDupValWithMean Replaces values of y which have non unique elements in vector x with local means
suplabel Places text as a title, xlabel, or ylabel on a group of subplots
triu2vec Extracts in a vector the linear indexes or the elements on and above the k-th diagonal of a square matrix
upperfracpos Positions two figures on the upper part of the screen
verLessThanFS Compares version of MATLAB to specified version number
wraptextFS Formats long strings into wrapped text of specified width
zscoreFS Computes (robust) standardized z scores

Combinatorial utilities

bc Returns the Binomial coefficient
combsFS Is an iterative algorithm equivalent to the MATLAB combs.m
lexunrank Gives the the $k$-combination of $n$ elements of position $N$ in the lexicographic order of all combinations
nchoosekFS Returns the Binomial coefficient or matrix containing all combinations
randsampleFS Generates a random sample of k elements from the integers 1 to n (k<=n)
shuffling Does a random permutation of the elements of input vector
subsets Creates a matrix of indexes where rows are distinct p-subsets extracted from a set of n elements

Utilities to create HTML help files

htmlwriteFS Enables to create automatic HELP FILES from a specific MATLAB structure created with function mreadFS.m
makecontentsfileFS Extends Matlab function makecontentsfile
mreadFS Enables to create a structure with InputArgs/OptArgs/OutArgs ... from .m function files
publishBibliography Enables to create web page which contains the references inside the input .m files
publishFS Enables to create automatic HELP FILES from structured .m function files
publishFunctionAlpha Enables to create web page which contains the alphabetical list of functions
publishFunctionCate Enables to create web page which contains the categorical list of functions
xmlcreateFS Creates an XML file passing through publishFS