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Short Description:
InnerSoft STATS is a Statistics Application. InnerSoft STATS compute Descriptive Statistics, statistics for parameter estimation and Statistical hypothesis testing. Parametric Value at Risk by the Variance-Covariance Method. EWMA.
Long Description 1:
InnerSoft STATS is a Descriptive Statistics Application. InnerSoft STATS compute statistics for parameter estimation and Statistical hypothesis testing. Descriptive Statistics: Mean, Variance, Standard deviation, Coefficient of variation, Quartiles, Percentiles, Skewness, Kurtosis, Mode, Interquartile range, Sum of Squares. One-Sample Test: One-sample z-test, One-sample t-test, Chi-squared test for variance. Two-Sample Test. One-Way ANOVA test.
Long Description 2:
InnerSoft STATS is a Descriptive Statistics Application. InnerSoft STATS compute statistics for parameter estimation and Statistical hypothesis testing. Descriptive Statistics: Mean, Variance, Standard deviation, Coefficient of variation, Quartiles, Percentiles, Skewness, Kurtosis, Mode, Interquartile range, Sum of Squares. One-Sample Test: One-sample z-test, One-sample t-test, Chi-squared test for variance.Two-Sample Test: Student's t-test for Independent samples (pooled t-test for equal variances and unpooled t-test for unequal variances), Student's t-test for Paired samples, Two-sample F-test of equality of variances.One-Way ANOVA with multiple comparisons methods: Scheffe, Tukey HSD, Sidak, Fisher LSD, Bonferroni. Welchs Test for equality of means, BrownForsythe Test for equality of means. Homoscedasticity Test: Levene's Test, BrownForsythe Test for equality of variances, Bartlett's Test. Bivariate Correlation Tests: Matrix of covariances, Pearson Product-Moment Correlation Coefficients, Kendall's Tau-b Correlation Coefficients, Spearmans Correlation Coefficients. Parametric Value at Risk by the Variance-Covariance Method for single assets and portfolios. Marginal Value at Risk, Component Value at Risk, Incremental Value at Risk, Conditional Value at Risk, Expected Shortfall, Expected Tail Loss or Average Value at Risk. Exponentially Weighted Moving Average (EWMA) Forecast. Pearson Chi-Square Test, Yates's Continuity Correction, Likelihood Ratio G-Test, Mantel-Haenszel Chi-Square Test, One sided and two sided Fishers Exact Test, McNemar asymptotic, Edwards Continuity Correction, McNemar Exact Binomial, Mid-P McNemar Test, McNemar-Bowker Test, Odds Ratio, Relative Risk, Attributable risk, Relative Attributable Risk, Number Needed to Harm, Attributable Risk per Unit, Etiologic Fraction, Cohen's Kappa Test. Phi Coefficient, Contingency Coefficient, Standardized Contingency Coefficient, Cramer's V, Tschuprow's T, Symmetric Lambda, Asymmetric Lambda, Symmetric U
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