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24 Statistics

Octave has support for various statistical methods. This includes basic descriptive statistics, statistical tests, random number generation, and much more.

The functions that analyze data all assume that multidimensional data is arranged in a matrix where each row is an observation, and each column is a variable. So, the matrix defined by

a = [ 0.9, 0.7;
      0.1, 0.1;
      0.5, 0.4 ];

contains three observations from a two-dimensional distribution. While this is the default data arrangement, most functions support different arrangements.

It should be noted that the statistics functions don't test for data containing NaN, NA, or Inf. Such values need to be handled explicitly.