University of Sheffield Back to Nick Fieller's homepageDepartment of Probability and Statistics

Multivariate Data Analysis

The material on this page originated in an MSc/final year undergrauate course on Multivariate Data Analysis. After reliquishing the course I am consolidating the lecture notes into a more convenient form, incorporating the simple and more substantial exercises (and solutions) into the main body of the text at appropriate places. Material which was originally only mentioned in the lecture slides will be contained in the main body of the text. For the time being I have left handout copies of the original lecture slides and links to recordings of the lectures made with the Echo360 system in Autumn 2011. The material is in .pdf form and may be read and printed with Adobe Acrobat. The data sets are in R, Minitab, SPSS, SAS or S-plus form as indicated. It is recommended that you use Microsoft Internet Explorer or Chrome to access these, clicking on them gives the option of downloading or running from the web sources. Downloading is recommended and is necessary for R data sets.

Some of the material in the courses Statistical Modelling in R and Further Multivariate Analysis may also be of interest to those wanting to go further on topics such as Multidimensional Scaling, Cluster Analysis and Neural Networks although much of this material is contained in the appendices to this course.

There is a guide to basic matrix algebra available here. As well as describing the basics of matrix algebra, including numerical calculations ‘by hand’, for example of matrix multiplication and inversion, the notes give guidance on how to do numerical calculations in R.

The computer package used is R. A brief introduction to R is given here. More information is given on the CRAN home page. Detailed information on using R for matrix calculations is given in the notes Basics of Matrix Algebra.

Multivariate Data Analysis: practical and theoretical aspects of analysing multiariate data with R. (4.0MB)

RSS feed Click here for links to lecture podcasts, vodcasts and rich media recordings of lectures.

The notes are given in a complete Acrobat .pdf file with a hyperlinked table of contents immediately following the title page.
To print just one of the chapters note that the printed pages numbers in the contents list and in the notes do not correspond with those of the .pdf file. Instead, use the contents list to move to the start of the chapter and note the page number given at the bottom of the Acrobat window. This will allow you to issue a print instruction for the appropriate number of pages starting at that point.

Lecture Slides for Multivariate Data Anlysis: Chapters 0 & 1(printing version)
Lecture Slides for Multivariate Data Anlysis: Chapter 2
Lecture Slides for Multivariate Data Anlysis: Chapter 3
Lecture Slides for Multivariate Data Anlysis: Chapter 4
Lecture Slides for Multivariate Data Anlysis: Chapters 5 to 7
Lecture Slides for Multivariate Data Anlysis: Chapter 8
Lecture Slides for Multivariate Data Anlysis: Chapter 9

Additional Informal Lecture notes:

Eigen analysis of special matrices

Numerical example of projections (.pdf)

Numerical example of projections (PowerPoint)

Biscuit Face

29/10/07 & 1/11/07: Outlier displaying components

Article on Outlier displaying components

Further example of interpretation of loadings (facial identification) (.pdf)

R Script Files for Task Sheets and Exercises etc:

Task Sheet 1 etc      Task Sheet 2 etc
Task Sheet 6 etc Task Sheet 9 etc
Task Sheet 10 etc
Exercises 1 etc Exercises 2 etc
Exercises 3 etc
Dog mandibles LDA Dog mandibles classifications
Scree Plot Scaling Scree Plot
Improved Identify Function

     

     

[Partially seen] Quiz on interpretation of PCA coefficients

Preliminary background information
PowerPoint slides with questions (slides)     Printing version of slides
For recording click here

Past Exam Papers

Copies of previous exam papers are available here.

Rubric and Allowed material in open book examinations

The rubric on the examination papers is
RESTRICTED OPEN BOOK EXAMINATION.
Candidates may bring to the examination lecture notes and associated lecture material (but no textbooks) plus a calculator that conforms to University regulations. All answers will be marked but credit will be given for only the best THREE answers.
All questions carry equal marks. Total marks 75.
Definition of "lecture notes and associated lecture material": This consists of anything that you have downloaded and printed from this course page, including example sheets and solutions, examination papers and solutions to the past two years' of examination papers (i.e. for 2010/11 and 2011/12 ONLY) together with any personal notes you have made and any annotations you have personally made on material printed from this course page and any material distributed in the MAS465 lectures. It does not include any material printed from other module pages nor any examination papers and solutions for years other than the previous two years nor any text books (even if listed as recommended texts within the course material).

Solutions to past exam papers:

Brian Everitt's Data Sets and Functions:

Click
here to access Brian Everitt's webpage containing functions and data sets
from his book An R and S-Plus Companion to Multivariate Analysis.
Note: it is best to download all of the files in one zipped file
using the link highlighted in blue towards the top of the page.

Download Data Sets:

R data sets

NB: you should save R.data files to your hard disk by right-clicking
and choosing "Save Target As...".
Do not try to open them from the web page.

All R.data sets (zip file)

Open and closed book exam Data

Anderson's Iris Data

British Museum Mummy Pots

Road distances between UK towns

Morse code confusion data (numerals)

Morse code confusion data (full)

Claypots data

Clay data

Dog mandible measurements

Meat consumption

Body size

US National Football League performance

R scriptfile with function screeplot(.)

Other Formats

Anderson's Iris Data (Minitab)

Anderson's Iris Data (S-PLUS)

British Museum Mummy Pots (Minitab)

British Museum Mummy Pots (S-PLUS)

British Museum Mummy Pots (text)

Road distances between UK towns (Minitab)

Road distances between UK towns (S-PLUS)

Morse code confusion data (Minitab)

Morse code confusion data (S-PLUS)

Claypots data (S-PLUS)

Claypots data (S-PLUS)

Dog mandible measurements (Minitab)

Dog mandible measurements (S-PLUS)

Dog mandible measurements (SPSS)

Dog mandible measurements (Excel)

Meat consumption (S-PLUS)

Meat consumption (text)

Handaxe measurements (Minitab)

Handaxe measurements (S-PLUS)

Handaxe measurements (SPSS)

Handaxe measurements (Excel)

Handaxe measurements (text)

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This page is maintained by Dr Nick Fieller and was last updated on 11/09/2011.