Appendix F

Computational Statistics Toolbox

The Computational Statistics Toolbox can be downloaded from: http://www.infinityassociates.com http://lib.stat.cmu.edu . Please review the readme file for installation instructions and information on any recent changes.

TABLE F.1
Chapter 2 Functions: Probability Distributions
Distribution PDF (p) / CDF (c) Beta Binomial Chi-square Exponential Gamma Normal - univariate Normal - multivariate Poisson Continuous Uniform Weibull M ATLAB Function csbetap, csbetac csbinop, csbinoc cschip, cschic csexpop, csexpoc csgammp, csgammc csnormp, csnormc csevalnorm cspoisp, cspoisc csunifp, csunifc csweibp, csweibc

2002 by Chapman & Hall/CRC

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TABLE F.2
Chapter 3 Functions: Statistics
Purpose These functions are used to obtain parameter estimates for a distribution. M ATLAB Function csbinpar csexpar csgampar cspoipar csunipar csbinoq csexpoq csunifq csweibq csnormq csquantiles csmomentc cskewness cskurtosis csmoment csecdf

These functions return the quantiles.

Other descriptive statistics

TABLE F.3
Chapter 4 Functions: Random Number Generation
Distribution Beta Binomial Chi-square Discrete Uniform Exponential Gamma Multivariate Normal Poisson Points on a sphere M ATLAB Function csbetarnd csbinrnd cschirnd csdunrnd csexprnd csgamrnd csmvrnd cspoirnd cssphrnd

2002 by Chapman & Hall/CRC

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TABLE F.4
Chapter 5 Functions: Exploratory Data Analysis
Purpose Star Plot Stem-and-leaf Plot Parallel Coordinates Plot Q-Q Plot Poissonness Plot Andrews Curves Exponential Probability Plot Binomial Plot PPEDA MATLAB Function csstars csstemleaf csparallel csqqplot cspoissplot csandrews csexpoplot csbinoplot csppeda csppstrtrem csppind

TABLE F.5
Chapter 6 Functions: Bootstrap
Purpose General bootstrap: resampling, estimates of standard error and bias MATLAB Function csboot

Constructing bootstrap confidence intervals

csbootint csbooperint csbootbca

TABLE F.6
Chapter 7 Functions: Jackknife
Purpose Implements the jackknife and returns the jackknife estimate of standard error and bias Implements the jackknife-after-bootstrap and returns the jackknife estimate of the error in the bootstrap M ATLAB Function csjack

csjackboot

2002 by Chapman & Hall/CRC

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Computational Statistics Handbook with MATLAB

TABLE F.7
Chapter 8 Functions: Probability Density Estimation
Purpose Bivariate histogram MATLAB Function cshist2d cshistden csfreqpoly csash cskernnd cskern2d csdfplot csplotuni csfinmix csadpmix

Frequency polygon Averaged Shifted Histogram Kernel density estimation

Create plots

Finite and adaptive mixtures

TABLE BLE F.8

Chapter 9 Functions: Statistical Pattern Recognition
Purpose Creating, pruning and displaying classification trees M ATLAB Function csgrowc csprunec cstreec csplotreec cspicktreec

Creating, analyzing and displaying clusters

cshmeans cskmeans

Statistical pattern recognition using Bayes decision theory

csrocgen cskernmd cskern2d

2002 by Chapman & Hall/CRC

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TABL ABLE F.9

Chapter 10 Functions: Nonparametric Regression
Purpose Loess smoothing MATLAB Function csloess csloessenv csloessr cslocpoly csgrowr cspruner cstreer csplotreer cspicktreer csloclin

Local polynomial smoothing Functions for regression trees

Nonparametric regression using kernels

TABLE F.10
Chapter 11 Functions: Markov Chain Monte Carlo
Purpose Gelman-Rubin convergence diagnostic Graphical demonstration of the MetropolisHastings sampler MATLAB Function csgelrub csmcmcdemo

TABLE F.11
Chapter 12 Functions: Spatial Statistics
Purpose Functions for generating samples from spatial point processes MATLAB Function csbinproc csclustproc csinhibproc cspoissproc csstraussproc csgetregion csintkern

Interactively find a study region Estimate the intensity using the quartic kernel (no edge effects) Estimating second-order effects of a spatial point pattern

csfhat csghat cskhat

2002 by Chapman & Hall/CRC