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Statistics

I hope that someday Octave will include more statistics functions. If you would like to help improve Octave in this area, please contact bug-octave@che.utexas.edu.

corrcoef (x [, y])

If each row of x and y is an observation and each column is a variable, the (i,j)-th entry of corrcoef (x, y) is the correlation between the i-th variable in x and the j-th variable in y. If invoked with one argument, compute corrcoef (x, x).

cov (x [, y])

If each row of x and y is an observation and each column is a variable, the (i,j)-th entry of cov (x, y) is the covariance between the i-th variable in X and the j-th variable in y. If invoked with one argument, compute cov (x, x).

kurtosis (x)

If x is a vector of length N, return the kurtosis

kurtosis(x) = N^(-1) std(x)^(-4) SUM_i (x(i)-mean(x))^4 - 3

of x. If x is a matrix, return the row vector containing the kurtosis of each column.

mahalanobis (x, y)

Returns Mahalanobis' D-square distance between the multivariate samples x and y, which must have the same number of components (columns), but may have a different number of observations (rows).

mean (a)

If a is a vector, compute the mean of the elements of a. If a is a matrix, compute the mean for each column and return them in a row vector.

median (a)

If a is a vector, compute the median value of the elements of a. If a is a matrix, compute the median value for each column and return them in a row vector.

skewness (x)

If x is a vector of length N, return the skewness

skewness (x) = N^(-1) std(x)^(-3) SUM_i (x(i)-mean(x))^3

of x. If x is a matrix, return the row vector containing the skewness of each column.

std (a)

If a is a vector, compute the standard deviation of the elements of a. If a is a matrix, compute the standard deviation for each column and return them in a row vector.

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