User manual MATLAB STATISTICS TOOLBOX RELEASE NOTES

[. . . ] Statistics ToolboxTM Release Notes How to Contact The MathWorks Web Newsgroup www. mathworks. com/contact_TS. html Technical Support www. mathworks. com comp. soft-sys. matlab suggest@mathworks. com bugs@mathworks. com doc@mathworks. com service@mathworks. com info@mathworks. com Product enhancement suggestions Bug reports Documentation error reports Order status, license renewals, passcodes Sales, pricing, and general information 508-647-7000 (Phone) 508-647-7001 (Fax) The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 For contact information about worldwide offices, see the MathWorks Web site. Statistics ToolboxTM Release Notes © COPYRIGHT 2005­2010 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. [. . . ] In previous releases, the notch was truncated to the extent of the box, which could produce a misleading display. A new value of 'markers' for this parameter avoids the display issue. As a consequence, the anova1 function, which displays notched box plots for grouped data, may show notches that extend outside the boxes. Utility Functions The statistics options structure created by statset now includes a Jacobian field to specify whether or not an objective function can return the Jacobian as a second output. 14 Version 6. 2 (R2008a) Statistics ToolboxTM Software Version 6. 2 (R2008a) Statistics Toolbox Software This table summarizes what's new in Version 6. 2 (R2008a): New Features and Changes Yes Details below Version Compatibility Considerations Yes Summary Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site No New features and changes introduced in this version are organized by these topics: · "Descriptive Statistics" on page 15 · "Model Assessment" on page 16 · "Multivariate Methods" on page 16 · "Probability Distributions" on page 16 · "Regression Analysis" on page 16 · "Statistical Visualization" on page 16 · "Utility Functions" on page 16 Descriptive Statistics Bootstrap confidence intervals computed by bootci are now more accurate for lumpy data. Compatibility Considerations The formula for bootci confidence intervals of type 'bca' or 'cper' involves the proportion of bootstrap statistics less than the observed statistic. The formula now takes into account cases where there are many bootstrap statistics exactly equal to the observed statistic. 15 Statistics ToolboxTM Release Notes Model Assessment Two new cross-validation functions, cvpartition and crossval, partition data and assess models in regression, classification, and clustering applications. Multivariate Methods A new sequential feature selection function, sequentialfs, selects predictor subsets that optimize user-defined prediction criteria. The new nnmf function performs nonnegative matrix factorization (NMF) for dimension reduction. Probability Distributions The new sobolset and haltonset functions produce quasi-random point sets for applications in Monte Carlo integration, space-filling experimental designs, and global optimization. Options allow you to skip, leap over, and scramble the points. The qrandstream function provides corresponding quasi-random number streams for intermittent sampling. Regression Analysis The new plsregress function performs partial least-squares regression for data with correlated predictors. Statistical Visualization The normspec function now shades regions of a normal density curve that are either inside or outside specification limits. Utility Functions The statistics options structure created by statset now includes fields for TolTypeFun and TolTypeX, to specify tolerances on objective functions and parameter values, respectively. 16 Version 6. 1 (R2007b) Statistics ToolboxTM Software Version 6. 1 (R2007b) Statistics Toolbox Software This table summarizes what's new in Version 6. 1 (R2007b): New Features and Changes Yes Details below Version Compatibility Considerations Yes Summary Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site No New features and changes introduced in this version are organized by these topics: · "Cluster Analysis" on page 17 · "Design of Experiments" on page 18 · "Hypothesis Tests" on page 18 · "Probability Distributions" on page 18 · "Regression Analysis" on page 19 · "Statistical Visualization" on page 20 Cluster Analysis The new gmdistribution class represents Gaussian mixture distributions, where random points come from different multivariate normal distributions with certain probabilities. The gmdistribution constructor creates mixture models with specified means, covariances, and mixture proportions, or by fitting a mixture model with a specified number of components to data. Methods for the class include: · fit -- Distribution fitting function · pdf -- Probability density function · cdf -- Cumulative distribution function · random -- Random number generator · cluster -- Data clustering 17 Statistics ToolboxTM Release Notes · posterior -- Cluster posterior probabilities · mahal -- Mahalanobis distance The cluster function for hierarchical clustering now accepts a vector of cutoff values, and returns a matrix of cluster assignments, with one column per cutoff value. Compatibility Considerations The kmeans function now returns a vector of cluster indices of length n, where n is the number of rows in the input data matrix X, even when X contains NaN values. In the past, rows of X with NaN values were ignored, and the vector of cluster indices was correspondingly reduced in size. Now the vector of cluster indices contains NaN values where rows have been ignored, consistent with other toolbox functions. Design of Experiments A new option in the D-optimal design function candexch specifies fixed design points in the row-exchange algorithm. A similar feature is already available for the daugment function, which uses the coordinate-exchange algorithm. Hypothesis Tests The kstest function now uses a more accurate method to calculate the p-value for a single-sample Kolmogorov-Smirnov test. Compatibility Considerations kstest now compares the computed p-value to the desired cutoff, rather than comparing the test statistic to a table of values. Results may differ from those in previous releases, especially for small samples in two-sided tests where an asymptotic formula was used in the past. Probability Distributions A new fitting function, copulafit, has been added to the family of functions that describe dependencies among variables using copulas. The function fits parametric copulas to data, providing a link between models of marginal distributions and models of data correlations. 18 Version 6. 1 (R2007b) Statistics ToolboxTM Software A number of probability functions now have improved accuracy, especially for extreme parameter values. The functions are: · betainv -- More accurate for probabilities in P near 1. · binocdf -- More efficient and less likely to run out of memory for large values in X. · binopdf -- More accurate when the probabilities in P are on the order of eps. · fcdf -- More accurate when the parameter ratios V2. /V1 are much less than the values in X. · ncx2cdf -- More accurate in some extreme cases that previously returned 0. · poisscdf -- More efficient and less likely to run out of memory for large values in X. · tcdf -- More accurate when the squares of the values in X are much less than the parameters in V. · tinv -- More accurate when the probabilities in P are very close to 0. 5 and the outputs are very small in magnitude. Function-style syntax for paretotails objects has been removed. Compatibility Considerations The changes to the probability functions listed above may lead to different, but more accurate, outputs than in previous releases. In previous releases, syntax of the form obj(x) for a paretotails objects obj invoked the cdf method. [. . . ] The following new functions supplement the regression models in glmfit and glmval by providing for a wider range of response values: · mnrfit -- Fits a multinomial regression model to data · mnrval -- Computes predicted probabilities for the multinomial regression model Multivariate Regression The new mvregress function carries out multivariate regression on data with missing response values. An option allows you to specify how missing data is handled. Survival Analysis coxphfit -- A new option allows you to specify the values at which the baseline hazard is computed. Statistical Process Control The following new functions consolidate and expand upon existing functions for statistical process control: · capability -- Computes a wider range of probabilities and capability indices than the capable function found in previous releases · controlchart -- Displays a wider range of control charts than the ewmaplot, schart, and xbarplot functions found in previous releases · controlrules -- Supplements the new controlchart function by providing for a wider range of control rules (Western Electric and Nelson) 27 Statistics ToolboxTM Release Notes · gagerr -- Performs a gage repeatability and reproducibility study on measurements grouped by operator and part Compatibility Considerations The capability function subsumes the capable function that appeared in previous versions of Statistics Toolbox software, and the controlchart function subsumes the functions ewmaplot, schart, and xbarplot. The older functions remain in the toolbox for backwards compatibility, but they are no longer documented or supported. 28 Version 5. 2 (R2006a) Statistics ToolboxTM Software Version 5. 2 (R2006a) Statistics Toolbox Software This table summarizes what's new in Version 5. 2 (R2006a): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site No New features and changes introduced in this version are organized by these topics: · "Analysis of Variance" on page 29 · "Bootstrapping" on page 29 · "Demos" on page 30 · "Design of Experiments" on page 30 · "Hypothesis Tests" on page 30 · "Multivariate Distributions" on page 31 · "Random Number Generation" on page 31 · "Robust Regression" on page 32 · "Statistical Process Control" on page 32 Analysis of Variance Support for nested and continuous factors has been added to the anovan function for N-way analysis of variance. Bootstrapping To following functions have been added to supplement the existing bootstrp function for bootstrap estimation: · bootci -- Computes confidence intervals of a bootstrapped statistic. An option allows you to choose the type of the bootstrap confidence interval. 29 Statistics ToolboxTM Release Notes · jackknife -- Draws jackknife samples from a data set and computes statistics on each sample Demos The following demos have been added to the toolbox: · Bayesian Analysis for a Logistic Regression Model · Time Series Regression of Airline Passenger Data The following demo has been updated to demonstrate new features: · Random Number Generation Design of Experiments The new fracfactgen function finds a set of fractional factorial design generators suitable for fitting a specified model. [. . . ]