CRAN Task View: Multivariate Statistics

Maintainer:Paul Hewson
Contact:Paul.Hewson at plymouth.ac.uk
Version:2014-09-19

Base R contains most of the functionality for classical multivariate analysis, somewhere. There are a large number of packages on CRAN which extend this methodology, a brief overview is given below. Application-specific uses of multivariate statistics are described in relevant task views, for example whilst principal components are listed here, ordination is covered in the Environmetrics task view. Further information on supervised classification can be found in the MachineLearning task view, and unsupervised classification in the Cluster task view.

The packages in this view can be roughly structured into the following topics. If you think that some package is missing from the list, please let me know.

Visualising multivariate data

Hypothesis testing

Multivariate distributions

Linear models

Projection methods

Principal coordinates / scaling methods

Unsupervised classification

Supervised classification and discriminant analysis

Correspondence analysis

Missing data

Latent variable approaches

Modelling non-Gaussian data

Matrix manipulations

Miscellaneous utitlies

CRAN packages:

Related links: