Descriptive Statistics

Numerical summaries and associated measures

Compute descriptive statistics from sample data, including measures of central tendency, dispersion, shape, correlation, and covariance. Tabulate and cross-tabulate data, and compute summary statistics for grouped data.

Functions

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Central Tendency and Dispersion

`geomean`	Geometric mean
`harmmean`	Harmonic mean
`trimmean`	Mean, excluding outliers
`kurtosis`	Kurtosis
`moment`	Central moment
`skewness`	Skewness

Ranges, Percentiles, and z-Scores

`range`	Range of values
`iqr`	Interquartile range
`mad`	Mean or median absolute deviation
`prctile`	Percentiles of a data set
`quantile`	Quantiles of a data set
`zscore`	Standardized z-scores

Correlation and Covariance

`corr`	Linear or rank correlation
`robustcov`	Robust multivariate covariance and mean estimate
`cholcov`	Cholesky-like covariance decomposition
`corrcov`	Convert covariance matrix to correlation matrix
`partialcorr`	Linear or rank partial correlation coefficients
`partialcorri`	Partial correlation coefficients adjusted for internal variables
`nearcorr`	Compute nearest correlation matrix by minimizing Frobenius distance