Usually I use Lichess to analyse games, but sometimes I am offline. Is there any software with the capability of providing offline computer analysis, giving the rate of inaccuracies/mistakes/blunders and the average centipawn loss for a given game?
There are a number of options:
For all of the above, you should download the latest Stockfish and install it as an engine and use it for analysis, as it will likely be stronger than anything which comes by default.
I use HIARCS Chess Explorer, mainly due to the nice interface. I've heard Fritz can provide natural language analysis which could be useful for those new to chess engines.