NMath User's Guide

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Chapter 46. Multivariate Techniques (.NET, C#, CSharp, VB, Visual Basic, F#)

Multivariate statistical analysis techniques are useful when you need a concise understanding of large amounts of data. NMath Stats provides classes for dimension reduction using principal component analysis or factor analysis, and case reduction using hierarchical cluster analysis and k-means clustering.

This chapter describes the multivariate statistical analysis classes.