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Statistical Computing

MATLAB

MATLAB is an interactive software program for matrix programming and visualisation. It is used by many statisticians but it is more closely associated with the numerical analysis community.

Documentation

• Matlab Basics and Matlab Programming. An introduction to Matlab for first time users developed for a tutor-training course. Michael Bulmer, University of Queensland.

Directories

Matlab has a very strong support community as evidenced by the following portals for Matlab resources.

• Mathworks Downloads. This includes both user-contributed software and Matlab patches and so on. Mathworks.
• Mathtools.net. Technical computing portal including Matlab resources.
• Matlinks.net. A site dedicated to collecting, evaluating and distributing toolboxes for Matlab and GNU Octave. Associated with Octave and free software foundation. Julian de Marchi.
• ODP: Science: Math: Software: MATLAB. The Open Directory Project entry for Matlab edited by Matthew Simoneau.
• SStreams. Links and resources, both commercial and freeware, for Matlab. e-Notebooks.

Toolboxes

The following are all freely available toolboxes for statistical applications in Matlab. More toolboxes for general applications can be found from the portals above.

• ARfit. A package for the estimation and spectral decomposition of multivariate autoregressive models. Arnold Neumaier, Universitaet Wien.
• Cluster Analysis. Frank Dellaert, Carnegie-Mellon University.
• Data Visualization Toolbox. Implements the analytical and graphical methods presented in William S. Cleveland's book Visualizing Data. Datatool.com.
• Econometrics Toolbox. A substantial toolbox with a 350 page manual. James LeSage.
• Expokit. A package to compute matrix exponentials. Code in Fortran and MATLAB by Roger Sidje, University of Queensland.
• GLMLab. A set of interactive matlab routines for fitting generalised linear models. Peter Dunn, University of Southern Queensland.
• Rice Wavelet Toolbox. Digital Signal Processing Group, Rice University.
• Spatial Statistics Toolbox. Tools for specifying spatial dependencies and estimating spatial autoregressions via maximum likelihood. R. Kelley Pace, Louisiana State University.
• StatBox. A general statistics toolbox. Includes ordinal regression, frequency estimation and integration as well as probability distributions. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.
• Stixbox. A statistics toolbox. Anders Holtsberg, Lund University.
• WAT: Wave Analysis Toolbox. Empirical and theoretical analysis of cycles, waves, and other extremal characteristics in Gaussian and non-Gaussian stochastic processes. Georg Lindgren and Igor Rychlik, Lund University.
• WaveLab. Wavelet toolbox. Jonathan Buckheit, Shaobing Chen, David Donoho, Iain Johnstone, Stanford University, and Jeffrey Scargle, NASA-Ames.
• WAFO. Wave Analysis for Fatigue and Oceanography. Statistical analysis and simulation of random waves and random loads. Mathematical Statistics, Lund University.