Routines for Multivariate Analysis

See Chapter 21, "Multivariate Analysis" or select a link below.

IMSL_K_MEANS—Performs a K-means (centroid) cluster analysis.

IMSL_PRINC_COMP—Computes principal components.

IMSL_FACTOR_ANALYSIS—Extracts factor-loading estimates.

IMSL_DISCR_ANALYSIS—Perform discriminant function analysis.