m4_statistical.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 02apr2005}{...}
{cmd:help m4 statistical}
{hline}
{* index statistical functions}{...}
{* index mathematical functions}{...}

{title:Title}

{p 4 8 2}
{bf:[M-4] statistical -- Statistical functions}


{title:Contents}

{col 5}   [M-5]
{col 5}Manual entry{col 22}Function{col 39}Purpose
{col 5}{hline}

{col 5}   {c TLC}{hline 16}{c TRC}
{col 5}{hline 3}{c RT}{it: Random numbers }{c LT}{hline}
{col 5}   {c BLC}{hline 16}{c BRC}

{col 5}{bf:{help mf_uniform:uniform()}}{...}
{col 22}{cmd:uniform()}{...}
{col 39}uniformly distributed random numbers
{col 22}{cmd:uniformseed()}{...}
{col 39}obtain or set {cmd:uniform()} seed

{col 5}   {c TLC}{hline 34}{c TRC}
{col 5}{hline 3}{c RT}{it: Means, variances, & correlations }{c LT}{hline}
{col 5}   {c BLC}{hline 34}{c BRC}

{col 5}{bf:{help mf_mean:mean()}}{...}
{col 22}{cmd:mean()}{...}
{col 39}mean 
{col 22}{cmd:variance()}{...}
{col 39}variance 
{col 22}{cmd:quadvariance()}{...}
{col 39}quad-precision variance 
{col 22}{cmd:meanvariance()}{...}
{col 39}mean and variance
{col 22}{cmd:quadmeanvariance()}{...}
{col 39}quad-precision mean and variance
{col 22}{cmd:correlation()}{...}
{col 39}correlation
{col 22}{cmd:quadcorrelation()}{...}
{col 39}quad-precision correlation

{col 5}{bf:{help mf_cross:cross()}}{...}
{col 22}{cmd:cross()}{...}
{col 39}{it:X}'{it:X}, {it:X}'{it:Z}, {it:X}'diag({it:w}){it:Z}, etc.

{col 5}{bf:{help mf_corr:corr()}}{...}
{col 22}{cmd:corr()}{...}
{col 39}make correlation from variance matrix 

{col 5}{bf:{help mf_crossdev:crossdev()}}{...}
{col 22}{cmd:crossdev()}{...}
{col 39}({it:X}:-{it:x})'({it:X}:-{it:x}), ({it:X}:-{it:x})'({it:Z}:-{it:z}), etc.

{col 5}{bf:{help mf_quadcross:quadcross()}}{...}
{col 22}{cmd:quadcross()}{...}
{col 39}quad-precision {cmd:cross()}
{col 22}{cmd:quadcrossdev()}{...}
{col 39}quad-precision {cmd:crossdev()}

{col 5}   {c TLC}{hline 26}{c TRC}
{col 5}{hline 3}{c RT}{it: Factorial & combinations }{c LT}{hline}
{col 5}   {c BLC}{hline 26}{c BRC}

{col 5}{bf:{help mf_factorial:factorial()}}{...}
{col 22}{cmd:factorial()}{...}
{col 39}factorial
{col 22}{cmd:lnfactorial()}{...}
{col 39}natural logarithm of factorial
{col 22}{cmd:gamma()}{...}
{col 39}Gamma function
{col 22}{cmd:lngamma()}{...}
{col 39}natural logarithm of Gamma function
{col 22}{cmd:digamma()}{...}
{col 39}derivative of {cmd:lngamma()}
{col 22}{cmd:trigamma()}{...}
{col 39}second derivative of {cmd:lngamma()}

{col 5}{bf:{help mf_comb:comb()}}{...}
{col 22}{cmd:comb()}{...}
{col 39}combinatorial function {it:n} choose {it:k}

{col 5}   {c TLC}{hline 27}{c TRC}
{col 5}{hline 3}{c RT}{it: Densities & distributions }{c LT}{hline}
{col 5}   {c BLC}{hline 27}{c BRC}

{col 5}{bf:{help mf_normal:normal()}}{...}
{col 22}{cmd:normalden()}{...}
{col 39}normal density
{col 22}{cmd:normal()}{...}
{col 39}cumulative normal dist.
{col 22}{cmd:invnormal()}{...}
{col 39}inverse cumulative normal
{col 22}{hline 10}
{col 22}{cmd:binormal()}{...}
{col 39}cumulative binormal dist.
{col 22}{hline 10}
{col 22}{cmd:chi2()}{...}
{col 39}cumulative chi-squared dist.
{col 22}{cmd:chi2tail()}{...}
{col 39}reverse cumulative chi-squared dist.
{col 22}{cmd:invchi2()}{...}
{col 39}inverse cumulative chi-squared
{col 22}{cmd:invchi2tail()}{...}
{col 39}inverse reverse cumulative chi-squared
{col 22}{hline 10}
{col 22}{cmd:nchi2()}{...}
{col 39}noncentral cumulative chi-squared dist.
{col 22}{cmd:invnchi2()}{...}
{col 39}inverse noncentral cumulative chi-squared
{col 22}{cmd:npnchi2()}{...}
{col 39}noncentrality parameter of {cmd:nchi2()}
{col 22}{hline 10}
{col 22}{cmd:tden()}{...}
{col 39}Student t density
{col 22}{cmd:ttail()}{...}
{col 39}reverse cumulative t dist.
{col 22}{cmd:ttail()}{...}
{col 39}inverse reverse cumulative t
{col 22}{hline 10}
{col 22}{cmd:Fden()}{...}
{col 39}F density
{col 22}{cmd:F()}{...}
{col 39}cumulative F dist.
{col 22}{cmd:Ftail()}{...}
{col 39}reverse cumulative F dist.
{col 22}{cmd:invF()}{...}
{col 39}inverse cumulative F
{col 22}{cmd:invFtail()}{...}
{col 39}inverse reverse cumulative F
{col 22}{hline 10}
{col 22}{cmd:nFden()}{...}
{col 39}noncentral F density
{col 22}{cmd:nFtail()}{...}
{col 39}reverse cumulative noncentral F dist.
{col 22}{cmd:invnFtail()}{...}
{col 39}inverse reverse cumulative noncentral F
{col 22}{hline 10}
{col 22}{cmd:Binomial()}{...}
{col 39}right cumulative of binomial
{col 22}{cmd:invbinomial()}{...}
{col 39}inverse binomial
{col 22}{hline 10}
{col 22}{cmd:betaden()}{...}
{col 39}beta density
{col 22}{cmd:ibeta()}{...}
{col 39}cumulative beta dist.;
{col 39}    a.k.a. incomplete beta function
{col 22}{cmd:invibeta()}{...}
{col 39}inverse cumulative beta
{col 22}{hline 10}
{col 22}{cmd:nbetaden()}{...}
{col 39}noncentral beta density
{col 22}{cmd:nibeta()}{...}
{col 39}cumulative noncentral beta dist.
{col 22}{cmd:invnibeta()}{...}
{col 39}inverse cumulative noncentral beta
{col 22}{hline 10}
{col 22}{cmd:gammaden()}{...}
{col 39}Gamma density
{col 22}{cmd:gammap()}{...}
{col 39}cumulative Gamma dist.;
{col 39}    a.k.a. incomplete gamma function
{col 22}{cmd:invgammap()}{...}
{col 39}inverse cumulative Gamma
{col 22}{cmd:dgammapda()}{...}
{col 39}{it:dg/da}
{col 22}{cmd:dgammapdx()}{...}
{col 39}{it:dg/dx}
{col 22}{cmd:dgammapdada()}{...}
{col 39}{it:d2g/da2}
{col 22}{cmd:dgammapdadx()}{...}
{col 39}{it:d2g/dadx}
{col 22}{cmd:dgammapdxdx()}{...}
{col 39}{it:d2g/dx2}

{col 5}   {c TLC}{hline 25}{c TRC}
{col 5}{hline 3}{c RT}{it: Logits, odds, & related }{c LT}{hline}
{col 5}   {c BLC}{hline 25}{c BRC}

{col 5}{bf:{help mf_logit:logit()}}{...}
{col 22}{cmd:logit()}{...}
{col 39}log of the odds ratio
{col 22}{cmd:invlogit()}{...}
{col 39}inverse log of the odds ratio
{col 22}{cmd:cloglog()}{...}
{col 39}complementary log-log
{col 22}{cmd:invcloglog()}{...}
{col 39}inverse complementary log-log

{col 5}{hline}


{title:Description}

{p 4 4 2}
The above functions are statistical, probabilistic, or designed to work 
with data matrices.


{title:Remarks}

{p 4 4 2}
Concerning data matrices, see 

	{bf:{help m4_stata:stata -- Stata interface functions}}

{p 4 4 2}
and especially 
{bf:{help mf_st_data:[M-5] st_data()}}
and
{bf:{help mf_st_view:[M-5] st_view()}}.

{p 4 4 2}
For other mathematical functions, see

{col 8}{...}
{bf:{help m4_matrix:[M-4] matrix}}{...}
{col 30}Matrix mathematical functions

{col 8}{...}
{bf:{help m4_scalar:[M-4] scalar}}{...}
{col 30}Scalar mathematical functions

{col 8}{...}
{bf:{help m4_mathematical:[M-4] mathematical}}{...}
{col 30}Important mathematical functions


{title:Also see}

{p 4 13 2}
Manual:  {hi:[M-4] statistical}

{p 4 13 2}
Online:  help for 
{bf:{help m4_intro:[M-4] intro}},
{bf:{help mata:[M-0] intro}}
{p_end}