Multivariate Class

public static class Multivariate

<ExtensionAttribute>
Public NotInheritable Class Multivariate

[ExtensionAttribute]
public ref class Multivariate abstract sealed

[<AbstractClassAttribute>]
[<SealedAttribute>]
[<ExtensionAttribute>]
type Multivariate = class end

Inheritance

Object    Multivariate

A multivariate sample is one in which each element of the sample consists of measurements of multiple quantities. For example, a survey in which we record the sex, income, education level, and race of each participant is a multivariate sample. Note that the types of each quantity measured need not be the same.

One common form of statistical analysis of a multivariate sample is to try to predict one variable from the others. To do this you can use MultiLinearRegression(IReadOnlyListDouble, IReadOnlyListDouble) or, if the dependent variable is Boolean, MultiLinearLogisticRegression(IReadOnlyListBoolean, IReadOnlyListDouble).

Another common operation of multivariate data is to try to organize the observations into clusters, which you can do using MeansClustering(IReadOnlyListIReadOnlyListDouble, Int32).

Instead of trying to reduce all the observations to a few important representatives, you can try to reduce all the variables to a few important directions using PrincipalComponentAnalysis(IReadOnlyListIReadOnlyListDouble).

Reference