Search
New Code
.Net VCL for Delphi 1.0.0.0
ASP. NET C# PDF Software 4.5
LinqConnect Professional 4.8
CAD VCL: 2D/3D CAD in Delphi/C++Builder 14
wolfSSL 3.15.7
CAD DLL 14
AnyStock Stock and Financial JS Charts 8.4.2
ODBC Driver for SQLite 2.4
dotConnect for SugarCRM 1.7
dbForge SQL Complete 5.9
dbForge Studio for MySQL 8.0
.Net Runtime Library for Delphi 6.0.4.0
Scimbo 1.64
AnyMap JS Maps 8.4.2
GetOrgChart 2.5.3
Top Code
Paste phpSoftPro 1.4.1
Deals and Discounts Website Script 1.0.2
ADO.NET Provider for ExactTarget 1.0
Solid File System OS edition 5.1
Classified Ad Lister 1.0
Aglowsoft SQL Query Tools 8.2
ICPennyBid Penny Auction Script 4.0
PHP Review Script 1.0
ATN Resume Finder 2.0
ATN Site Builder 3.0
Availability Booking Calendar PHP 1.0
PHP GZ Blog Script 1.1
ATN Jobs Software 4.0
ATN Mall 2.0
WeBuilder 2015 13.3
Code Listing by Antonio Trujillo-Ortiz

Code 11-20 of 120   Pages: Go to  << Prior  1  2  3  4  5  6  7  8  9  10  ...  12  Next >>  page  






Comparision of simple linear regression equations without data. As well as the before file arsos.m this procedure is suffice to test the homogeneity of k regression coefficients (Ho: b1 = b2 =...= bk). It do not needs to input data, but the sample statistics as sample size, regression coefficients, means and variances. The variability among the regression coefficients requires the F-statistic. If the null hypothesis is rejected, it can...



The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S...



This file computes a balanced incomplete block design [BIBD] analysis of variance. A BIBD is a set X of v >= 2 elements called treatments and a collection of b > 0 subsets of X, called blocks, such that the following conditions are...



Computes a single-factor analysis of variances test using only means and variances(without data). It can be a Model I or Model II for equal or unequal sample sizes. It nedds to imput the data matrix (size of matrix must be n-by-3; sample...



This m-file computes an approximate determination coefficient (R2) for prediction, say

R2pred = 1 - (PRESS/SST)

where PRESS = prediction error sum of squares, SST = total sum of squares.

This statistic gives some...



Tukey's test of additivity for a two-way analysis of variance design with replication (can be equal or unequal sample sizes) or without replication.



Cochran's C is a set of k Chi-squared distributed sums of squares (or the corresponding variances), each of v degrees of freedom. To accept at a significance level (alpha) that the maximum variance differ from the other ones, one should examine...



This file, as the Fisher's exact test, performs the exact probability test for a table of frequency data cross-classified according to two categorical variables, each of which has two levels or subcategories (2x2). It is a non-parametric...



Hotelling's T-Squared multivariate test for one sample, two independent samples [homoskedasticity or heteroskedasticity (to test)] and two dependent samples.



The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S...