STATS SPL Directory

 

The Stats directory contains SPL functions for statistical analysis. The following functions are included:

 

A2STD

Converts an alpha confidence level to a standard deviation range.

CNF2STD

Converts a confidence level (%) to a standard deviation range.

CONFX

Returns confidence level for a given density function and X value.

ENFCINV

Returns the inverse incomplete error function.

ENFINV

Returns the inverse error function.

GAMMAINC

Returns the incomplete gamma function.

KURTOSIS

Calculates the kurtosis of a series.

PDFNORM

Returns the probability density function for a normal distribution.

PEARSON

Calculates Pearson's Linear Correlation Coefficient.

PERCENTILE

Estimates the percentile of a series.

PROBN

Returns the probability of X <= z for a normal distribution.

SKEW

Calculates the skewness of a series.

STDERR

Calculates the standard error of a series or table.

SVD

Calculates the singular value decomposition of an array.

SVDDIV

Solves for x in A *^ x = b using singular value decomposition.

TREND

Fits a line to a series.

XCONF

Returns x value for a given density function and confidence level.