IMSL Statistics Reference Guide
PV‑WAVE IMSL Statistics is a powerful tool for mathematical, statistical, and scientific computing. This PV-WAVE IMSL Statistics Reference documents the routines that support this functionality. Each function and procedure is designed for use in research as well as in technical applications.
The topics in this guide are organized as follows:
Introduction—Introduces PV-WAVE IMSL Statistics and covers some of the basic concepts found in this guide.
Basic Statistics—Discusses univariate summary statistics, frequency tables, and rank and order statistics.
Regression—Discusses stepwise regression, all best regression, multiple linear regression models, polynomial models and nonlinear models.
Correlation and Covariance—Discusses sample variance-covariance,partial correlation and covariances, pooled variance-covariance and robust estimates of a covariance matrix and mean factor.
Categorical and Discrete Data Analysis—Discusses chi-squared analysis of a two-way contingency table, exact probabilities in a two-way contingency table and analysis of categorical data using general linear models.
Goodness of Fit—Discusses chi-squared goodness-of-fit tests, Kolmogorov/Smirnov tests and tests for normality.
Time Series and Forecasting—Discusses analysis and forecasting of time series using a nonseasonal ARMA model, GARCH (Generalized Autoregressive Conditional Heteroskedasticity), Kalman filtering, Automatic Model Selection, Bayesian Seasonal Analysis and Prediction, Optimum Controller Design, Spectral Density Estimation, portmanteau lack of fit test and difference of a seasonal or nonseasonal time series.
Random Number Generation—Discusses the Mersenne Twister generator and a generator for multivariate normal distributions and pseudorandom numbers from several distributions, including gamma, Poisson, beta, and low discrepancy sequence.
Data Mining—Discusses genetic algorithms, Naive Bayes functions, and forecasting, classification, and statistical pattern recognition using neural networks.
Utilities—Discusses machine, mathematical, physical constants, retrieval of machine constants and customizable error handling.
References—Lists the references used in this document.
Version 2017.0
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