NAG Fortran Library

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

© The Numerical Algorithms Group Ltd, Oxford UK. 1999