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IMSL Routines for Multivariate Analysis

IMSL Routines for Multivariate Analysis

IMSL_DISCR_ANALYSIS: Perform discriminant function analysis.

IMSL_FACTOR_ANALYSIS: Extracts factor-loading estimates.

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

IMSL_PRINC_COMP: Computes principal components.



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