Overview

Multivariate analysis refers to the statistical exploration of experiments in which multiple measurements are taken on each unit, with the structure and relationship among these measurements being of key importance in understanding the experiment. This type of analysis is commonly used in finance to analyze financial instruments, where the relationships between various instrument characteristics are crucial for gaining insight (Olkin, 2001).

• Multivariate Normal Distribution. Read more at GitHub or Post
• Factorial Experimental Design. Read more at GitHub
• Biplot Analysis. Read more at GitHub or Post
• Correspondence Analysis. Read more at GitHub or Post
• Factor Analysis. Read more at GitHub
• Cluster Analysis. Read more at GitHub

Sources

Olkin et al