NAG Statistical Add-Ins for Excel Related Links
The Statistical Excel Add-Ins are organized in the form of 'books'. Set 1 - Modelling and Multivariate Methods - includes:
Functionality found in Set 2 of NAG's Statistical Add-Ins for Excel, Nonparametric Statistics , can viewed here .
The following tables list the available Statistical Excel Add-Ins (Set 1) functions, a short description and the reference to the associated NAG routine which contains detailed background information.
NORMAL_PROB
Returns, as a single value, a one or two tail probability for the standard Normal distribution.
(G01EAF)
NORMAL_PPT
Returns, as a single value, the deviate associated with the given probability of the standard Normal distribution.
(G01FAF)
MULTI_NORMAL_PROB
Returns, as a single value, the upper tail, lower tail or central probability associated with a multivariate Normal distribution of up to ten dimensions.
(G01HBF)
T_PROB
Returns, as a single value, the lower tail, upper tail or two tail probability for the Student's t -distribution.
(G01EBF)
T_PPT
Returns, as a single value, the deviate associated with the given tail probability of Student's t -distribution.
(G01FBF)
CHI_PROB
Returns, as a single value, the lower or upper tail probability for the X² distribution.
(G01ECF)
CHI_PPT
Returns, as a single value, the deviate associated with the given lower probability of the X² distribution.
(G01FCF)
F_PROB
Returns, as a single value, the lower or upper tail of the F or variance-ratio distribution.
(G01EDF)
F_PPT
Returns, as a single value, the deviate associated with the given lower tail probability, of the F or variance-ratio distribution.
(G01FDF)
BETA_PROB
Returns, as a single value, the lower or upper tail probability of the beta distribution.
(G01EEF)
BETA_PPT
Returns, as a single value, the deviate associated with the given lower tail probability of the beta distribution.
(G01FEF)
GAMMA_PROB
Returns, as a single value, the lower or upper tail probability of the gamma distribution.
(G01EFF)
GAMMA_PPT
Returns, as a single value, the deviate associated with the given lower tail probability of the gamma distribution.
(G01FFF)
SUMMARY_STATS
Calculates the mean, standard deviation, coefficients of skewness and kurtosis, and the maximum and minimum values for a set of ungrouped data. Weighting may be used.
(G01AAF)
S5PT_SUMMARY
Calculates a five-point summary for a single sample.
(G01ALF)
TWO_WAY_TABLE
Computes chi-squared statistics for a two-way contingency table. For a 2 × 2 table with 40 or fewer observations an exact probability is computed.
(G11AAF)
CORREL_MAT
Calculates the product-moment correlation matrix and the variance-covariance matrix.
(G02BXF)
PARTIAL_CORREL_MAT
Computes a partial correlation/variance-covariance matrix from a correlation or variance-covariance matrix computed by CORREL_MAT.
(G02BYF)
MULT_LIN_REG
Fits a general multiple linear regression model.
(G02DAF)
MM_MLR
Computes the model matrix for a general linear model specified by a formula. It is for use with MULT_LIN_REG, where it is called instead of providing the X array.
(G02DAF)
DURBIN_WATSON
Calculates the Durbin-Watson test for serial correlation in linear regression.
(G02FCF)
STAND_RESIDS
Calculates two types of standardized residuals and two measures of influences for a linear regression.
(G02FAF)
DUMMY_VARS
Computes orthogonal polynomial or dummy variables for a factor or classification variable.
(G04EAF)
TIME_SERIES_DIFF
Carries out non-seasonal and seasonal differencing on a time series.
(G13AAF)
ACF
Computes the sample autocorrelation function of a time series along with a test for autocorrelation.
(G13ABF)
PACF
Calculates the partial autocorrelation function from the autocorrelation function.
(G13ACF)
ARIMA_APPROX_FIT
Calculates preliminary estimates of the parameters of an autoregressive integrated moving average(ARIMA) model from the autocorrelation function of the appropriately differenced time series.
(G13ADF)
ARIMA_FIT
Fits either a (seasonal) ARIMA model or a multi-input (transfer function) model.
(G13BEF)
ARIMA_FORECAST
Forecasts from a fitted ARIMA model.
(G13AJF)
TRNS_FUNC_FORECAST
Produces forecasts of a time series which depends on one or more other series via a previously estimated multi-input model.
(G13BJF)
SPECTRAL
Calculates the smoothed sample spectrum of a univariate time series using spectral smoothing by the trapezium frequency (Daniell) window.
(G13CBF)
ANOVA_BLOCK
Computes the analysis of variance for a block design with equal sized blocks or a completely Randomized design.
(G04BBF)
ANOVA_ROW_COLUMN
Computes the analysis of variance for a general row and column design such as a Latin square.
(G04BCF)
ANOVA_CONTRASTS
Computes sum of squares for a user defined contrast between treatment means.
(G04DAF)
MULT_COMPN
Computes simultaneous confidence intervals for the differences between means following an analysis of variance.
(G04DBF)
ANOVA_FACTORIAL
Computes an analysis of variance table and treatment means for a complete factorial design.
(G04CAF)
NORMAL_GLM
Fits a generalized linear model with normal errors.
(G02GAF)
BINOMIAL_GLM
Fits a generalized linear model with binomial errors.
(G02GBF)
POISSON_GLM
Fits a generalized linear model with Poisson errors.
(G02GCF)
GAMMA_GLM
Fits a generalized linear model with gamma errors.
(G02GDF)
MM_GLM
Computes the model matrix for a linear model specified by a formula. It is for use with NORMAL_GLM, BINOMIAL_GLM, POISSON_GLM and GAMMA_GLM where it is called instead of providing the X array.
(G02GDF)
PRIN_COMP
Performs a principal component analysis on a data matrix.
(G03AAF)
FACTOR
Computes the maximum likelihood estimates of the parameters of a factor analysis model. Either the data matrix or a correlation/covariance matrix may be input.
(G03CAF)
FACTOR_SCORE
Computes factor score coefficients from the result of fitting a factor analysis model by maximum likelihood as performed by FACTOR.
(G03CCF)
ORTHOG_ROTATION
Computes orthogonal rotations for a matrix of loadings.
(G03BAF)
DIST_MAT
Computes a distance (dissimilarity) matrix.
(G03EAF)
CLUSTER
Performs hierarchical cluster analysis.
(G03ECF)
GROUPS_FROM_CLUSTER
Computes a cluster indicator variable from the results of a cluster analysis performed ny CLUSTER.
(G03EJF)
DISCRIM_ALLOC
Allocates observations to groups according to selected rules. It is intended for use after DISCRIM_TEST.
(G03DCF)
DISCRIM_DIST
Computes Mahalanobis squared distances for group or pooled variance-covariance matrices. It is intended for use after DISCRIM_TEST.
(G03DBF)
DISCRIM_TEST
Computes a test statistic for the equality of within-group covariance matrices and also computes information for use in discriminant analysis.
(G03DAF)
MDS
Performs non-metric (ordinal) multidimensional scaling.
(G03FCF)
METRIC_SCAL
Performs a principal coordinate analysis also known as classical metric scaling.
(G03FAF)
