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Functionality (Set 1)
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NAG Statistical Excel Add-Ins Functionality
(Set 1)
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)
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