NAG Library Chapter Contents

G03 (mv)
Multivariate Methods


G03 (mv) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
g03aaf
Example Text
Example Data
Example Plot
14 nagf_mv_prin_comp
Performs principal component analysis
g03acf
Example Text
Example Data
14 nagf_mv_canon_var
Performs canonical variate analysis
g03adf
Example Text
Example Data
14 nagf_mv_canon_corr
Performs canonical correlation analysis
g03baf
Example Text
Example Data
15 nagf_mv_rot_orthomax
Computes orthogonal rotations for loading matrix, generalized orthomax criterion
g03bcf
Example Text
Example Data
15 nagf_mv_rot_procrustes
Computes Procrustes rotations
g03bdf
Example Text
Example Data
22 nagf_mv_rot_promax
ProMax rotations
g03caf
Example Text
Example Data
15 nagf_mv_factor
Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
g03ccf
Example Text
Example Data
15 nagf_mv_factor_score
Computes factor score coefficients (for use after g03caf)
g03daf
Example Text
Example Data
15 nagf_mv_discrim
Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
g03dbf
Example Text
Example Data
15 nagf_mv_discrim_mahal
Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after g03daf)
g03dcf
Example Text
Example Data
15 nagf_mv_discrim_group
Allocates observations to groups according to selected rules (for use after g03daf)
g03eaf
Example Text
Example Data
16 nagf_mv_distance_mat
Computes distance matrix
g03ecf
Example Text
Example Data
16 nagf_mv_cluster_hier
Hierarchical cluster analysis
g03eff
Example Text
Example Data
16 nagf_mv_cluster_kmeans
K-means cluster analysis
g03ehf
Example Text
Example Data
16 nagf_mv_cluster_hier_dendrogram
Constructs dendrogram (for use after g03ecf)
g03ejf
Example Text
Example Data
16 nagf_mv_cluster_hier_indicator
Computes cluster indicator variable (for use after g03ecf)
g03faf
Example Text
Example Data
Example Plot
17 nagf_mv_multidimscal_metric
Performs principal coordinate analysis, classical metric scaling
g03fcf
Example Text
Example Data
Example Plot
17 nagf_mv_multidimscal_ordinal
Performs non-metric (ordinal) multidimensional scaling
g03gaf
Example Text
Example Data
24 nagf_mv_gaussian_mixture
Fits a Gaussian mixture model
g03zaf
Example Text
Example Data
15 nagf_mv_z_scores
Produces standardized values (z-scores) for a data matrix
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017