G03 Chapter Contents (PDF version)
G03 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

G03 – Multivariate Methods

G03 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
G03AAF
Example Text
Example Data
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
17 nagf_mv_multidimscal_metric
Performs principal coordinate analysis, classical metric scaling
G03FCF
Example Text
Example Data
17 nagf_mv_multidimscal_ordinal
Performs non-metric (ordinal) multidimensional scaling
G03ZAF
Example Text
Example Data
15 nagf_mv_z_scores
Produces standardized values (z-scores) for a data matrix

G03 Chapter Contents (PDF version)
G03 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011