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Octave has support for various statistical methods, emphasizing basic descriptive statistics. More advanced functions for probability distributions, statistical tests, random number generation, etc. are provided by the add-on Statistics package from Octave Packages.
The functions that analyze data all assume that multi-dimensional data is arranged in a matrix where each row is an observation, and each column is a variable. Thus, the matrix defined by
a = [ 0.9, 0.7; 0.1, 0.1; 0.5, 0.4 ];
contains three observations from a two-dimensional distribution. While this is the default data arrangement, most functions support different arrangements.
It should be noted that the statistics functions don’t test for data containing NaN, NA, or Inf. These values need to be detected and dealt with explicitly. See isnan, isna, isinf, isfinite.