stats/base/multivariate  -  multivariate utilities

spdev

v

sum of products of deviations

cov

v

(co)variance

covp

v

population (co)variance

corr

v

correlation

lsfit

v

least-squares fit

regression

v

multiple regression

spdev

spdev (v) sum of products of deviations

cov

cov (v) (co)variance

covp

covp (v) population (co)variance

corr

corr (v) correlation

lsfit

lsfit (v) least-squares fit

form: n lsfit xy
coefficients of polynomial fitting data points
using least squares approximation.
xy = 2 row matrix of x ,: y
n  = order of polynomial

regression

regression (v) multiple regression

form:  independent regression dependent
   dependent = vector of n observations (Y value)
 independent = n by p matrix of n observations for p independent
               variables (X value)

returns: formatted values

Addons/stats/base/multivariate (last edited 2009-06-07 06:42:23 by RicSherlock)