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.

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

Numerical example of projections (.pdf)

Numerical example of projections (PowerPoint)

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

Article on Outlier displaying components

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

PowerPoint slides with questions (slides) Printing version of slides

For recording click here

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

All questions carry equal marks. Total marks 75.

from his book

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.

and choosing "Save Target As...".

Do not try to open them from the web page.

Open and closed book exam Data

Road distances between UK towns

Morse code confusion data (numerals)

Morse code confusion data (full)

US National Football League performance

R scriptfile with function screeplot(.)

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)

Dog mandible measurements (Minitab)

Dog mandible measurements (S-PLUS)

Dog mandible measurements (SPSS)

Dog mandible measurements (Excel)

Handaxe measurements (Minitab)

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Department of Probability and Statistics | School of Mathematics and Statistics | ||

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