Friday, February 10, 2006

Statistical Inference package for Mathematica

Wolfram Research have released a new Statistical Inference Package.

This is an add-on to Mathematica and claims the following features:

  • Likelihood-based statistical inference for sophisticated statistical models
    • Profile-likelihood-based confidence intervals for general parametric functions
    • Likelihood ratio test for general parametric hypotheses
    • Maximum likelihood estimates

  • Large collection of generalized statistical distributions and models
  • Generalized regression models
  • Generalized stochastic and hierarchical models
    • Generalized hidden Markov models

  • Automatic handling of censored data
  • Random observation from any statistical distribution or model
  • Symbolic computation of statistical model properties
With recent versions of Mathematica emphasizing speed of numeric data, more statistics functionality seems logical. I wouldn't be surprised if there was more to come.

Details can be found at http://www.wolfram.com/products/applications/sip/

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