Data Sets and Functions Used in Multivariate Statistics: Old School by John Marden
Test subsets of are zero
Obtain the degrees of freedom for a model.
Test blocks of are zero.
Test subsets of are zero.
Calculate the maximum likelihood estimates
Calculate the least squares estimates
Helper function to determine estimates for MLE regression with...
Helper function to determine estimates for MLE regression.
Make a square matrix
Obtain largest value index
Linear Discrimination
Log Determinant
msos: Data Sets and Functions Used in Multivariate Statistics: Old Sch...
Estimating negative entropy
Maximizing negentropy for dimensions
Maximizing negentropy for dimensions
BIC for a particular pattern
Choosing a good pattern
Obtain the best subpattern among the patterns.
Obtain pattern
Quadratic discrimination prediction
Quadratic discrimination
Reverses the matrices in a Kronecker product
Silhouettes for -Means Clustering
Sort the silhouettes by group
Trace of a Matrix
Multivariate Analysis methods and data sets used in John Marden's book Multivariate Statistics: Old School (2015) <ISBN:978-1456538835>. This also serves as a companion package for the STAT 571: Multivariate Analysis course offered by the Department of Statistics at the University of Illinois at Urbana-Champaign ('UIUC').
Useful links