NAG Fortran Library

Chapter G03

Multivariate Methods

Chapter Introduction
G03AAF    Performs principal component analysis
G03ACF    Performs canonical variate analysis
G03ADF    Performs canonical correlation analysis
G03BAF    Computes orthogonal rotations for loading matrix, generalized orthomax criterion
G03BCF    Computes Procrustes rotations
G03CAF    Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
G03CCF    Computes factor score coefficients (for use after G03CAF)
G03DAF    Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
G03DBF    Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after G03DAF)
G03DCF    Allocates observations to groups according to selected rules (for use after G03DAF)
G03EAF    Computes distance matrix
G03ECF    Hierarchical cluster analysis
G03EFF    K-means cluster analysis
G03EHF    Constructs dendrogram (for use after G03ECF)
G03EJF    Computes cluster indicator variable (for use after G03ECF)
G03FAF    Performs principal co-ordinate analysis, classical metric scaling
G03FCF    Performs non-metric (ordinal) multidimensional scaling
G03ZAF    Produces standardized values (z-scores) for a data matrix
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© The Numerical Algorithms Group Ltd, Oxford UK. 2001