NAG Toolbox

G03 – multivariate methods

• G03 Introduction
• g03aa – Performs principal component analysis
• nag_mv_prin_comp
• g03ac – Performs canonical variate analysis
• nag_mv_canon_var
• g03ad – Performs canonical correlation analysis
• nag_mv_canon_corr
• g03ba – Computes orthogonal rotations for loading matrix, generalized orthomax criterion
• nag_mv_rot_orthomax
• g03bc – Computes Procrustes rotations
• nag_mv_rot_procrustes
• g03bd – ProMax rotations
• nag_mv_rot_promax
• g03ca – Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
• nag_mv_factor
• g03cc – Computes factor score coefficients (for use after g03ca)
• nag_mv_factor_score
• g03da – Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
• nag_mv_discrim
• g03db – Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after g03da)
• nag_mv_discrim_mahal
• g03dc – Allocates observations to groups according to selected rules (for use after g03da)
• nag_mv_discrim_group
• g03ea – Computes distance matrix
• nag_mv_distance_mat
• g03ec – Hierarchical cluster analysis
• nag_mv_cluster_hier
• g03ef – K-means cluster analysis
• nag_mv_cluster_kmeans
• g03eh – Constructs dendrogram (for use after g03ec)
• nag_mv_cluster_hier_dendrogram
• g03ej – Computes cluster indicator variable (for use after g03ec)
• nag_mv_cluster_hier_indicator
• g03fa – Performs principal coordinate analysis, classical metric scaling
• nag_mv_multidimscal_metric
• g03fc – Performs non-metric (ordinal) multidimensional scaling
• nag_mv_multidimscal_ordinal
• g03ga – Fits a Gaussian mixture model
• nag_mv_gaussian_mixture
• g03za – Produces standardized values (z-scores) for a data matrix
• nag_mv_z_scores

G02

G04