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Download InnerSoft STATS v2.0
InnerSoft STATS is an application to compute statistics for parameter estimation. Using Demo Version, you will be able to compute statistics with no restrictions.
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Available Statistical MethodsFrequency Tables: Frequency, Percent, Cumulative Frequency, Cumulative Percent, Valid Percent, Valid Cumulative Percent Descriptive Statistics: Mean, Variance, Standard deviation, Coefficient of variation, Quartiles, Percentiles, Skewness, Kurtosis, Mode, Interquartile range, Sum of Squares.
Pearson Chi-Square Test, Yates's Continuity Correction, Likelihood Ratio G-Test, Mantel-Haenszel Chi-Square Test, One sided and two sided Fisher’s 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 Uncertainty Coefficient, Asymmetric Uncertainty Coefficient, Gamma, Sommers’ d, Kendall’s tau-b, Kendall’s tau-c.
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. Welch’s Test for equality of means, Brown–Forsythe Test for equality of means
Homoscedasticity Test: Levene's Test, Brown–Forsythe 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, Spearman’s 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
Financial Formulas: Accumulation Distribution, Average True Range, Bollinger Bands, Chaikin Oscillator, Commodity Channel Index, Detrended Price Oscillator, Ease of Movement, Envelopes, Forecasting, Mass Index, Money Flow, Moving Average Convergence/Divergence, Exponential Moving Average, Simple Moving Average, Triangular Moving Average, Triple Exponential Moving Average, Weighted Moving Average, Negative Volume Index, On Balance Volume, Performance, Positive Volume Index, Median Price, Typical Price, Weighted Close, Price Volume Trend, Rate of Change Relative Strength Index, Standard Deviation, Stochastic Indicator, Volatility Chaikins, Volume Oscillator, William's %R
Linear Regression: Unstandardized Predicted Values, Prediction Intervals for Mean, Prediction Intervals for Individual, Standardized Predicted Values, Mahalanobis Distances, Cook's Distances, Centered Leverage values, Unstandardized Residuals, Standardized Residuals, Studentized Residuals, Durbin-Watson statistics