NAG Toolbox

G03 – Multivariate Methods

• G03 Introduction
• g03aa – Performs principal component analysis
• nag_mv_prin_comp – g03aa
• g03ac – Performs canonical variate analysis
• nag_mv_canon_var – g03ac
• g03ad – Performs canonical correlation analysis
• nag_mv_canon_corr – g03ad
• g03ba – Computes orthogonal rotations for loading matrix, generalized orthomax criterion
• nag_mv_rot_orthomax – g03ba
• g03bc – Computes Procrustes rotations
• nag_mv_rot_procrustes – g03bc
• g03bd – ProMax rotations
• nag_mv_rot_promax – g03bd
• g03ca – Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
• nag_mv_factor – g03ca
• g03cc – Computes factor score coefficients (for use after g03ca)
• nag_mv_factor_score – g03cc
• g03da – Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
• nag_mv_discrim – g03da
• g03db – Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after g03da)
• nag_mv_discrim_mahal – g03db
• g03dc – Allocates observations to groups according to selected rules (for use after g03da)
• nag_mv_discrim_group – g03dc
• g03ea – Computes distance matrix
• nag_mv_distance_mat – g03ea
• g03ec – Hierarchical cluster analysis
• nag_mv_cluster_hier – g03ec
• g03ef – K-means cluster analysis
• nag_mv_cluster_kmeans – g03ef
• g03eh – Constructs dendrogram (for use after g03ec)
• nag_mv_cluster_hier_dendrogram – g03eh
• g03ej – Computes cluster indicator variable (for use after g03ec)
• nag_mv_cluster_hier_indicator – g03ej
• g03fa – Performs principal coordinate analysis, classical metric scaling
• nag_mv_multidimscal_metric – g03fa
• g03fc – Performs non-metric (ordinal) multidimensional scaling
• nag_mv_multidimscal_ordinal – g03fc
• g03za – Produces standardized values (z-scores) for a data matrix
• nag_mv_z_scores – g03za

G02

G04