Compute Theoretical ACF for an ARMA Process
Convert ARMA Process to Infinite MA Process
SSD Matrix and Estimated Variance Matrix in Multivariate Models
Asymptotic Regression Model with an Offset
Asymptotic Regression Model through the Origin
Distribution of the Wilcoxon Signed Rank Statistic
Compute Tukey Honest Significant Differences
Distribution of the Wilcoxon Rank Sum Statistic
Auto- and Cross- Covariance and -Correlation Function Estimation
Compute an AR Process Exactly Fitting an ACF
Add or Drop All Possible Single Terms to a Model
Puts Arbitrary Margins on Multidimensional Tables or Arrays
Compute Summary Statistics of Data Subsets
Analysis of Deviance for Generalized Linear Model Fits
Comparisons between Multivariate Linear Models
Fit Autoregressive Models to Time Series
Fit Autoregressive Models to Time Series by OLS
ARIMA Modelling of Time Series -- Preliminary Version
Group Averages Over Level Combinations of Factors
Bandwidth Selectors for Kernel Density Estimation
Bartlett Test of Homogeneity of Variances
Case and Variable Names of Fitted Models
Functions to Check the Type of Variables passed to Model Frames
Pearson's Chi-squared Test for Count Data
Confidence Intervals for Model Parameters
Cophenetic Distances for a Hierarchical Clustering
Correlation, Variance and Covariance (Matrices)
Test for Association/Correlation Between Paired Samples
Classical Seasonal Decomposition by Moving Averages
Apply a Function to All Nodes of a Dendrogram
Symbolic and Algorithmic Derivatives of Simple Expressions
Discrete Integration: Inverse of Differencing
Compute Efficiencies of Multistratum Analysis of Variance
Compute Allowed Changes in Adding to or Dropping from a Formula
Fligner-Killeen Test of Homogeneity of Variances
Formula Notation for Flat Contingency Tables
Compute Diagnostics for 'lsfit' Regression Results
Cochran-Mantel-Haenszel Chi-Squared Test for Count Data
McNemar's Chi-squared Test for Count Data
Extracting the "Environment" of a Model Formula
Compute Tables of Results from an Aov Model Fit
Plot a Seasonal or other Subseries from a Time Series
Find Longest Contiguous Stretch of non-NAs
Test for Equal Means in a One-Way Layout
Ordering or Labels of the Leaves in a Dendrogram
Adjust P-values for Multiple Comparisons
Tabulate p values for pairwise comparisons
Plot Autocovariance and Autocorrelation Functions
Plot Method for Kernel Density Estimation
Plot Ridge Functions for Projection Pursuit Regression Fit
Power calculations for balanced one-way analysis of variance tests
Power calculations two sample test for proportions
Power calculations for one and two sample t tests
prediction function for fitted Holt-Winters models
Predicting from Nonlinear Least Squares Fits
Print method for power calculation object
Random 2-way Tables with Given Marginals
Draw Rectangles Around Hierarchical Clusters
Running Medians -- Robust Scatter Plot Smoothing
Scatter Plot with Smooth Curve Fitted by Loess
Standard Errors for Contrasts in Model Terms
End Points Smoothing (for Running Medians)
Estimate Spectral Density of a Time Series from AR Fit
Estimate Spectral Density of a Time Series by a Smoothed
    Periodogram
Encode the Terminal Times of Time Series
Choose a model by AIC in a Stepwise Algorithm
Seasonal Decomposition of Time Series by Loess
Summarizing Generalized Linear Model Fits
Summary Method for Multivariate Analysis of Variance
Summarizing Non-Linear Least-Squares Model Fits
Summary method for Principal Components Analysis
Use Fixed-Interval Smoothing on Time Series
Tsp Attribute of Time-Series-like Objects
Calculate Variance-Covariance Matrix for a Fitted Model Object