IMSL Statistics Reference Guide
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Multivariate Analysis
Multivariate Analysis
This section contains the following topics:
Hierarchical Cluster Analysis:
DISSIMILARITIES Function(PV-WAVE Advantage)
—Computes a matrix of dissimilarities (or similarities) between the columns (or rows) of a matrix.
CLUSTER_HIERARCHICAL Procedure (PV-WAVE Advantage)
—Performs a hierarchical cluster analysis given a distance matrix.
CLUSTER_NUMBER Function (PV-WAVE Advantage)
—Computes cluster membership for a hierarchical cluster tree.
K-means Cluster Analysis:
K_MEANS Function (PV-WAVE Advantage)
—Performs a
K
-means (centroid) cluster analysis.
Principal Component Analysis:
PRINC_COMP Function (PV-WAVE Advantage)
—Computes principal components.
Factor Analysis
FACTOR_ANALYSIS Function (PV-WAVE Advantage)
—Extracts factor-loading estimates.
DISCR_ANALYSIS Procedure (PV-WAVE Advantage)
—Perform discriminant function analysis.
Version 2017.0
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