Statistical Modelling in S-Plus
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.
Data Analysis and Programming
- 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.
Generalized Linear Models
- 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.
Double Generalized Linear Models
- 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.
Frequency Estimation
- 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.
Robust Estimation
- 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.
Extended Poisson Process Models for Count Data
- 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.
