NAG Statistical Add-Ins for Excel - Functionality (Set 2)

NAG's Statistical Add-Ins for Excel are organized in the form of 'books'. Set 2 - Nonparametric Statistics (Book 4) - includes:

Functionality found in Set 1 of NAG's Statistical Add-Ins for Excel, Modelling and Multivariate Methods, can viewed here.

The following tables list the available Statistical Excel Add-Ins (Set 2) functions, a short description and the reference to the associated NAG routine which contains detailed background information.

Index of Nonparametric Methods
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
NONPARAMETRIC_INDEX Returns a list of the nonparametric functions available in the NAG Add-ins.

One Sample
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
BINOMIAL_TEST Computes the binomial test for the value of a proportion estimated from one sample. (G01BJF)
(G01EAF)
CHI_SQ_1 Computes the chi-squared test for one sample. (G01ECF)
COX_STUART Computes the Cox-Stuart test for trend with ordinal from one sample. (G08AAF)
RUNS_TEST Computes the runs test for a single series of ordinal data. (G01ALF)
(G01EAF)
WILCOXON Computes the Wilcoxon test for the median for ordinal data from a single sample. (G08AGF)
ONE_SAMPLE_CI Computes a rank based confidence interval for the location of a single sample of ordinal data. (G07EAF)
PROPORTION_CI Computes a confidence interval for the value of a proportion estimated from a single sample. (G07AAF)

Matched Pairs Samples
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
MCNEMAR Computes the McNemar test for two matched samples of nominal (binary) data. (G01BJF)
(G01ECF)
SIGN_PAIRS Computes the sign test for two matched samples of ordinal data. (G08AAF)
WILCOXON_PAIRS Computes the Wilconxon tests for two matched samples of ordinal data where the differences are also ordinal. (G08AGF)

Two Samples
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
CHI_SQ2 Computes the chi-squared test for two independent samples of nominal data. (G11AAF)
KOLMOGOROV_2 Computes the sample Kolmogorov-Smirnov test. (G08CDF)
MANN_WHITNEY Computes the Mann-Whitney test for two independent samples of ordinal data. (G08AHF)
MEDIAN_TEST Computes the median test for two independent samples of ordinal data. (G08ACF)
TWO_SAMPLE_CI Computes a rank based confidence interval for the difference in location of two samples of ordinal data. (G07EBF)

K Samples
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
CHI_SQ_K Computes the chi-squared test for K independent samples of nominal data. (G11AAF)
COCHRAN_Q Computes the Cochran Q test for nominal (binary) data from k samples. (G01ALF)
FRIEDMAN Computes the Friedman test for ordinal data from k matched samples. (G08AEF)
KRUSKAL_WALLIS Computes the Kruskal_Wallis test for k independent samples or groups of ordinal data. (G08AFF)

Correlation and Association
Excel Add-Ins Function Function Description Associated NAG subroutine [PDF]
CONTINGENCY_C Computes the contingency coefficient for nominal data. (G11AAF)
KENDALL_CC Computes Kendall's coefficient of concordance. (G08DAF)
KENDALL_TAU Computes Kendall's rank correlation coefficient (G02BNF)
SPEARMAN_RHO Computes the Spearman's rank correlation coefficient, r. (G02BNF)