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A library of functions for S-Plus

This page links to source code and documentation for a variety of S-Plus functions for statistical modelling. You can download source code for each function from its help page (see the link 'download script' in the top-right of each page). All functions were tested in S-Plus 2000 for Windows.

I (Gordon Smyth) am the author of all code below unless otherwise specified. All the code below is made available as open source under LGPL license.

Note that I now use R and I have not used S-Plus since 2001. While I will respond to bug reports for the functions below, I have no plans to develop these functions further or to port them to later versions of S-Plus. See my R libraries for my current work.

- add.var
- Produce an added variable plot for each covariate in a linear model.
- bessel.i0
- Modified Bessel function of order 0.
- clip.plot
- Copy the current plot to the Windows clipboard as a metafile in S-Plus 3.3 or earlier.
- choose
- Binomial coefficients.
- influence
- Leverage, residuals and influence for a linear model, generalized linear model or generalized additive model.
- neldmead
- Function minimization by the Nelder-Mead simplex algorithm. Implementation by Bill Clark and David Clifford.
- nineplot
- Normal probability plot surrounded by random plots for calibration.
- plotcircles
- Scatterplot with circle size indexing a third variable. A method of plotting three numeric variables simultaneously.
- Truncated Poisson Distribution
- Random number generation from the truncated Poisson distribution.
- shared.r2
- Shared R2 values for the columns of two dimensional array.
- sym.plot
- Symmetry plot of a sample of numbers.
- dzeroc
- Density of a distribution with specified cumulants.

- Inverse Gaussian Distribution
- Density, distribution function and random deviates for the inverse Gaussian distribution.
- Poisson Gamma Distribution
- Density and distribution function for the Poisson gamma (or compound Poisson) distribution.
- Polygamma Functions
- The digamma and trigamma functions, first and second derivates of log(gamma(x)). Slightly edited from original functions written by Bill Venables.
- pointwise.logit
- Predicted values and confidence intervals for logistic regression.
- qres
- Randomized quantile residuals for generalized linear models.
- reglm
- Estimated a generalized linear model with random factors using the method of Schall (1991).
- Tweedie Distributions
- Density, cumulative distribution function and quantiles for the Tweedie distributions. Includes the normal, Poison, Poison-gamma and inverse-Gaussian distributions as special cases.
- Tweedie Family
- Specify a generalized linear model family with any power variance function and any power link. Includes the Gaussian, Poisson, gamma and inverse-Gaussian families as special cases.

- remlscore
- REML estimation for a heteroscedastic linear regression model.
- dglm
- Double generalized linear models. Simultaneously model the mean and dispersion in generalized linear models.
- Digamma Family
- Specify a Digamma generalized linear model family. The Digamma distribution is the unit deviance distribution for the gamma family.
- dglm.object
- Describes the object produced by the dglm function.
- tariff
- Fit Tweedie's compound Poisson model to insurance claims data.

- Matrix by Vector
- Multiply the rows or columns of a matrix by the elements of a vector.
- polycoef
- Compute the coefficients of a polynomial given its roots.
- polyval
- Compute the value of a polynomial.
- pronyfreq
- Frequency estimation using an eigenanalysis based method. Does not require starting values.
- lsfreq
- Frequency estimation by separable least squares.

- mmnl
- MM estimation of a nonlinear regression function.
- mscale
- M estimation of a scale parameter.
- psi.hampel
- Hampel's redescending psi function.
- rho.hampel
- The integral of Hampel's redescending psi function.
- mmfreq
- MM estimation of a sum of sinusoidal signals.
- robfreq
- Robust frequency estimation using a multistage algorithm.

- eppmsadnb
- Computes a saddlepoint approximation based on the negative binomial distribution for the probabilities in an extended Poisson process model.
- eppmsadga
- Computes a saddlepoint approximation based on the gamma distribution for the probabilities in an extended Poisson process model.
- eppmsadno
- Computes a saddlepoint approximation based on the normal distribution for the probabilities in an extended Poisson process model.
- eppmsadzc
- Computes a saddlepoint approximation based on matching the first 6 cumulants for the probabilities in an extended Poisson process model.
- eppminvmgf
- Computes the probabilities in an extended Poisson process model by numerically inverting a moment generating function.

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