Matlab stats utilities

AffinityPropagationClusteringInterface.m  -  Cluster vectors using Frey's affinity-propagation algorithm.
AssignStatsConstants.m  -  A script assigining several statistical constants used by other functions
DisplayPCA.m  -  Display first principal components of data
FindDistWithGivenKL.m  -  Compute a distribution with a given KL distance from P
FindIndependentDistWithGivenKLFromUniform.m  -  Compute an indep. dist. with a given KL distance from uniform
KL_distances_rand_points.m  -  Compute distances between many pairs of 'random' points (distributions).
NextBestTree.m  -  Computes the 'next best' spanning tree
NormalizeData.m  -  Normalization - Subtracts the mean of each row and divide by standard deviation (from Tal Shay)
Phi.m  -  Standard Gaussian Phi
PhiInv.m  -  Inverse standard Gaussian Phi
PolishMean.m  -  Calculate mean after without lower/upper t
add_noise_to_vec.m  -  Adds white gaussian noise to a vector
bernoulli_sum_prob.m  -  Compute the probability distribution of sum of N independent bernoulli random
cdf_hist.m  -  Compute cdf(t) for a histogram
chinese_restaurant_process.m  -  Gerenate an instance of chinese restaurant process
cond_mean.m  -  Compute conditional mean of a distribution given that value is > alpha
convolution_prob.m  -  Return the convolution of two probabilities: p+q-2pq
cumsum_hist.m  -  Perform cumulative summation for a histogram
decide_success_or_failure_online.m  -  Internal function for deciding when to stop trying (if number of failures
derich_correct.m  -  Add a relative derichlet correction
displaysamplespca.m  -  Display a PCA of the samples.
distributions_diff.m  -  Compute the difference between two distributions.
distrnd.m  -  Simulate data from any distribution (like normrnd but for general dists.)
diststat.m  -  Compute mean and var of a general distribution
enrichment_fdr_plot.m  -  Plot the 'enrichment' FDR when comparing two sets,
entropy.m  -  Compute entropy (in log base 2)
ewen_sampling_formula.m  -  Generate a sample from Ewen's distribution
gauss_smooth.m  -  Simple 1d Gaussian smoothing of a histogram.
generate_points.m  -  Generate a set of points on the plane
h.m  -  Binary entropy function
hypergeometric_for_many_sets.m  -  Give hypergeometric-like p-value for pairwise intersections of many sets
hypergeometric_for_three_sets.m  -  Give hypergeometric p-value for 3-way intersection, given pairwise intersections
indian_buffet_process.m  -  Gerenate an instance of chinese restaurant process
integral_hist.m  -  Perform integral for a histogram (we use simple rectangle integration)
integral_hist2d.m  -  Perform two-dimensional integral for a histogram (we use simple rectangle integration)
isbimodal_hist.m  -  Test if a distribution is bimodal
kurtosis_hist.m  -  Compute kurtosis for a histogram
log_binom.m  -  Compute log of binomial coefficient N over M.
log_factorial_vec.m  -  Compute log-factorial for a vector.
maxnormcdf.m  -  Cumulative distribution function of maximum of N gaussians
maxnormpdf.m  -  Density of maximum of N standard Gaussians
maxnormstat.m  -  Compute mean and st.d. of maximum of N standard Gaussians
mean_hist.m  -  Compute mean for a histogram
mean_not_nan.m  -  unction vec = mean_not_nan(mat)
mean_single.m  -  A function for computing the mean of a large single array that
med_hist.m  -  Compute median for a histogram
median_hist.m  -  Compute median for a histogram
median_mad.m  -  unction [median_vec, mad_vec] = median_mad(mat)
moment_hist.m  -  Compute central moment of any order for a histogram
my_cov.m  -  Compute covariance for two matrices
my_least_squares.m  -  Find the best a and b such that the sum of squares of y - (ax+b) is minimized
my_quantile.m  -  Like Matlab's quantile but enables to get quantiles outside [0,1].
my_smooth.m  -  Performs moving sum (default)/average
ncx2power_to_ncp.m  -  Compute the non-centrality parameter needed to achieve a desired power
normalize_hist.m  -  Normalize a histogram to have sum one
normalize_hist2d.m  -  Normalize a two-dimensional histogram to have sum one
plane_check.m  -  Check if certain points are on the same plain
poisson_point_process_rnd.m  -  Generate data from a Poisson point process in the cube [0,1]^n
posdefrnd - Copy.m  -  Sample a semi positive-definite matrix
posdefrnd.m  -  Sample a semi positive-definite matrix
powernormstat.m  -  compmute moments of |z|^p when p is standard Gaussian
pvalPearson.m  -  VALPEARSON Tail probability for Pearson's linear correlation.
quantile_hist.m  -  Compute quantile for a histogram
quantile_normalize.m  -  Perform quantile normalization on a matrix.
rand_nchoosek.m  -  Pick at random k indices out of n
rand_normalized.m  -  Randomize an mXn matrix such that each column sums to 1
rand_seed.m  -  A script for seeding Matlab's rand
randcircle.m  -  Draw random points in a circle
random_Tree_to_point.m  -  Get the closest point on a random tree (in KL) to a point (distribution).
randsphere.m  -  Generate random points inside a 3-d sphere
ranksum1side.m  -  Wilcoxon rank sum test but with one-sided p-value
rationormpdf.m  -  Ratio of two Gaussians density distriburion
rationormstat.m  -  First two moments of ratio of gaussians
relative_entropy.m  -  Compute the relative entropy between distributions P and Q
sample_gaussian_integral.m  -  A Gaussin integral
set_windows_pval.m  -  Assume n variables are uniformly distributed on [1, N]
set_windows_pval_old.m  -  Assume n variables are uniformly distributed on [1, N]
simple_binom_windows_pval.m  -  Assume n variables are uniformly distributed on [1, N]
simulate_by_normalization.m  -  Simulate uniform r.v.s. normalized by their sum
simulate_correlated_bernoulli.m  -  Simulates a set of correlated bernoulli random variables
simulate_correlated_gaussians.m  -  Simulates a set of correlated gaussian random
simulate_quasi_regression.m  -  Simulate linear regression model and quasi regression
simulate_rand_points.m  -  A script for simulating throwing random points in the unit interval
skewness_hist.m  -  Compute skewness for a histogram
std_hist.m  -  Compute std for a histogram
std_to_q_binary.m  -  Compute Bernoulli probability for a given standard deviation
sum_hist.m  -  Add values in two histograms
table_to_marginal_probs.m  -  Compute product of marginals for a probability table
test_KL_distances_rand_points.m  -  Script for runnning the test_KL_distances_rand_points function
test_MI_computation.m  -  Test inference and mutual information computation for trees.
test_chisquare.m  -  Test for conditional indepndence via chi-square test (from Kevin Murphy's BNT)
test_correlated_gaussians.m  -  Generate correlated gaussians. Then perform de-convulution
test_distributions_diff.m  -  A script for testing the distributions_diff function
test_goodness_of_fit.m  -  function test_goodness_of_fit()
test_hypergeometric_for_many_sets.m  -  Test the function hypergeometric_for_many_sets
test_hypergeometric_for_three_sets.m  -  Give p-value for the hypergeometric score of intersection of three sets,
test_hypergeometric_scores.m  -  Test all hypergeometric functions
test_probit.m  -  Run a test of matlab probit regression. Determine coefficients, simulate
test_regression.m  -  unction test_regression
test_windows_pval.m  -  Test the p-values for significance, using both windows methods,
uniform_log_sum_reciprocal_mean.m  -  Compute the mean of -1/(sum_{i} log(p_i))
uniform_spanning_tree.m  -  Generate a uniform spanning tree on n vertices
uniform_sum_reciprocal_mean.m  -  Compute the mean of 1/(sum_{i} p_i)
var_hist.m  -  Compute variance for a histogram
weighted_hist.m  -  Builds a histogram by binning the elements of val into containers, one
weighted_mean.m  -  Compute weighted average
weighted_rand.m  -  Produce random numbers drawn according to some weights.
stats.tgz  -  Download the whole package. (107 .m files)
    fdr  -  Go to the fdr package.
    hmp  -  Go to the hmp package.
    mog  -  Go to the mog package.

Contact:
    O. Zuk (orzuk@broadinstitute.org)
Last Modified: Saturday, 20-Jul-2013 10:45:11 EDT