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GAMS Classification for the NAG Library
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L12 : Discriminant analysis

G03ACF    Performs canonical variate analysis
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)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013