NAG Library Chapter Contents

g03 – Multivariate Methods


g03 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Function
Name
Mark of
Introduction

Purpose
g03aac
Example Text
Example Data
5 nag_mv_prin_comp
Principal component analysis
g03acc
Example Text
Example Data
5 nag_mv_canon_var
Canonical variate analysis
g03adc
Example Text
Example Data
5 nag_mv_canon_corr
Canonical correlation analysis
g03bac
Example Text
Example Data
5 nag_mv_orthomax
Orthogonal rotations for loading matrix
g03bcc
Example Text
Example Data
5 nag_mv_procustes
Procrustes rotations
g03bdc
Example Text
Example Data
9 nag_mv_promax
ProMax rotations
g03cac
Example Text
Example Data
5 nag_mv_factor
Maximum likelihood estimates of parameters
g03ccc
Example Text
Example Data
5 nag_mv_fac_score
Factor score coefficients, following nag_mv_factor (g03cac)
g03dac
Example Text
Example Data
5 nag_mv_discrim
Test for equality of within-group covariance matrices
g03dbc
Example Text
Example Data
5 nag_mv_discrim_mahaldist
Mahalanobis squared distances, following nag_mv_discrim (g03dac)
g03dcc
Example Text
Example Data
5 nag_mv_discrim_group
Allocates observations to groups, following nag_mv_discrim (g03dac)
g03eac
Example Text
Example Data
5 nag_mv_distance_mat
Compute distance (dissimilarity) matrix
g03ecc
Example Text
Example Data
5 nag_mv_hierar_cluster_analysis
Hierarchical cluster analysis
g03efc
Example Text
Example Data
5 nag_mv_kmeans_cluster_analysis
K-means
g03ehc
Example Text
Example Data
5 nag_mv_dendrogram
Construct dendogram following nag_mv_hierar_cluster_analysis (g03ecc)
g03ejc
Example Text
Example Data
5 nag_mv_cluster_indicator
Construct clusters following nag_mv_hierar_cluster_analysis (g03ecc)
g03fac
Example Text
Example Data
5 nag_mv_prin_coord_analysis
Principal coordinate analysis
g03fcc
Example Text
Example Data
5 nag_mv_ordinal_multidimscale
Multidimensional scaling
g03gac
Example Text
Example Data
24 nag_mv_gaussian_mixture
Fits a Gaussian mixture model
g03xzc 5 nag_mv_dend_free
Frees memory allocated to the dendrogram array in nag_mv_dendrogram (g03ehc)
g03zac
Example Text
Example Data
5 nag_mv_z_scores
Standardize values of a data matrix
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017