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Multiple factor analysis

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variables: any direction of the subspace generated by these two variables has the same inertia (equal to 1). So there is uncertainty in the choice of principal components and there is no reason to be interested in one of them in particular. However, the two components provided by the program are well represented: the plane of the MFA is close to the plane spanned by the two variables of group 1.
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In the example (figure 3), individual 1 is characterized by a small size (i.e. small values) both in terms of group 1 and group 2 (partial points of the individual 1 have a negative coordinate and are close one another). On the contrary, the individual 5 is more characterized by high values for the
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The third analysis of the introductory example implicitly assumes a balance between flora and soil. However, in this example, the mere fact that the flora is represented by 50 variables and the soil by 11 variables implies that the PCA with 61 active variables will be influenced mainly by the flora
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In the example (Figure 4), this representation shows that the first axis is related to the two groups of variables, while the second axis is related to the first group. This agrees with the representation of the variables (figure 2). In practice, this representation is especially precious when the
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A same set of products has been evaluated by a panel of experts and a panel of consumers. For its evaluation, each jury uses a list of descriptors (sour, bitter, etc.). Each judge scores each descriptor for each product on a scale of intensity ranging for example from 0 = null or very low to 10 =
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In the example (figure 5), the first axis of the MFA is relatively strongly correlated (r = .80) to the first component of the group 2. This group, consisting of two identical variables, possesses only one principal component (confounded with the variable). The group 1 consists of two orthogonal
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The core of MFA is based on a factorial analysis (PCA in the case of quantitative variables, MCA in the case of qualitative variables) in which the variables are weighted. These weights are identical for the variables of the same group (and vary from one group to another). They are such that the
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In this example the first axis of the PCA is almost coincident with C. Indeed, in the space of variables, there are two variables in the direction of C: group 2, with all its inertia concentrated in one direction, influences predominantly the first axis. For its part, group 1, consisting of two
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PCA of flora (pedology as supplementary): this analysis focuses on the variability of the floristic profiles. Two stations are close one another if they have similar floristic profiles. In a second step, the main dimensions of this variability (i.e. the principal components) are related to the
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Questionnaires are always structured according to different themes. Each theme is a group of variables, for example, questions about opinions and questions about behaviour. Thus, in this example, we may want to perform a factorial analysis in which two individuals are close if they have both
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The numerical example illustrates the output of the MFA. Besides balancing groups of variables and besides usual graphics of PCA (of MCA in the case of qualitative variables), the MFA provides results specific of the group structure of the set of variables, that is, in particular:
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MFA was developed by Brigitte Escofier and Jérôme Pagès in the 1980s. It is at the heart of two books written by these authors: and. The MFA and its extensions (hierarchical MFA, MFA on contingency tables, etc.) are a research topic of applied mathematics laboratory Agrocampus
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PCA of pedology (flora as supplementary): this analysis focuses on the variability of soil profiles. Two stations are close if they have the same soil profile. The main dimensions of this variability (i.e. the principal components) are then related to the abundance of
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as such. In these graphs, each group of variables is represented by a single point. Two groups of variables are close one another when they define the same structure on individuals. Extreme case: two groups of variables that define homothetic clouds of individuals
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maximum axial inertia of a group is equal to 1: in other words, by applying the PCA (or, where applicable, the MCA) to one group with this weighting, we obtain a first eigenvalue equal to 1. To get this property, MFA assigns to each variable of group
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The abundance-dominance coefficient of 50 plant species (coefficient ranging from 0 = the plant is absent, to 9 = the species covers more than three-quarters of the surface). The whole set of the 50 coefficients defines the floristic profile of a
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dates. There are many ways to analyse such data set. One way suggested by MFA is to consider each day as a group of variables in the analysis of the tables (each table corresponds to one date) juxtaposed row-wise (the table analysed thus has
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The small size and simplicity of the example allow simple validation of the rules of interpretation. But the method will be more valuable when the data set is large and complex. Other methods suitable for this type of data are available.
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Consider the case of quantitative variables, that is to say, within the framework of the PCA. An example of data from ecological research provides a useful illustration. There are, for 72 stations, two types of measurements:
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Balancing maximum axial inertia rather than the total inertia (= the number of variables in standard PCA) gives the MFA several important properties for the user. More directly, its interest appears in the following example.
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variables of group 2 than for the variables of group 1 (for the individual 5, group 2 partial point lies further from the origin than group 1 partial point). This reading of the graph can be checked directly in the data.
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PCA of the two groups of variables as active: one may want to study the variability of stations from both the point of view of flora and soil. In this approach, two stations should be close if they have both similar
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The second axis, meanwhile, depends only on group 1. This is natural since this group is two-dimensional while the second group, being one-dimensional, can be highly related to only one axis (here the first axis).
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given to this type of representation). This representation also exists in other factorial methods (MCA and FAMD in particular) in which case the groups of variable are each reduced to a single variable.
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The four variables have a positive coordinate (Figure 2): the first axis is a size effect. Thus, individual 1 has low values for all the variables and individual 5 has high values for all the variables.
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in which two individuals are close to each other if they exhibit similar values for many variables in the different variable groups; in practice the user particularly studies the first factorial plane.
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Individuals are the products. Each jury is a group of variables. We want to achieve a factorial analysis in which two products are similar if they were evaluated in the same way by both juries.
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The first axis of the MFA (on Table 1 data) shows the balance between the two groups of variables: the contribution of each group to the inertia of this axis is strictly equal to 50%.
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This balance must take into account that a multidimensional group influences naturally more axes than a one-dimensional group does (which may not be closely related to one axis).
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Beyond the weighting of variables, interest in MFA lies in a series of graphics and indicators valuable in the analysis of a table whose columns are organized into groups.
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method devoted to the study of tables in which a group of individuals is described by a set of variables (quantitative and / or qualitative) structured in groups. It is a
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orthogonal variables (= uncorrelated), has its inertia uniformly distributed in a plane (the plane generated by the two variables) and hardly weighs on the first axis.
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Escofier Brigitte & Pagès Jérôme (2008). Analyses factorielles simples et multiples; objectifs, méthodes et interprétation. Dunod, Paris. 318 p.
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This example is not completely unrealistic. It is often necessary to simultaneously analyse multi-dimensional and (quite) one-dimensional groups.
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of qualitative variables as in MCA (a category lies at the centroid of the individuals who possess it). No qualitative variables in the example.
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Husson F., Lê S. & Pagès J. (2009). Exploratory Multivariate Analysis by Example Using R. Chapman & Hall/CRC The R Series, London.
84:= soil science): particle size, physical, chemistry, etc. The set of these eleven measures defines the pedological profile of a station. 120:
at least on the first axis). This is not desirable: there is no reason to wish one group play a more important role in the analysis.
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a weight equal to the inverse of the first eigenvalue of the analysis (PCA or MCA according to the type of variable) of the group
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A representation of groups of variables providing a synthetic image more and more valuable as that data include many groups;
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Introducing several active groups of variables in a factorial analysis implicitly assumes a balance between these groups.
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The core of MFA is a weighted factorial analysis: MFA firstly provides the classical results of the factorial analyses.
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structures. MFA treats all involved tables in the same way (symmetrical analysis). It may be seen as an extension of:
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of the different groups. These factors are represented as supplementary quantitative variables (correlation circle).
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Pagès Jérôme (2014). Multiple Factor Analysis by Example Using R. Chapman & Hall/CRC The R Series, London. 272p
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Group 2 is composed of two variables {C1, C2} identical to the same variable C uncorrelated with the first two.
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The weighting of the MFA, which makes the maximum axial inertia of each group equal to 1, plays this role.
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Table 2. Test data. Decomposition of the inertia in the PCA and in the MFA applied to data in Table 1.
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Figure 5. MFA. Test data. Representation of the principal components of separate PCA of each group.
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Table 2 summarizes the inertia of the first two axes of the PCA and of the MFA applied to Table 1.
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Group 2 variables contribute to 88.95% of the inertia of the axis 1 of the PCA. The first axis (
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Table 1. MFA. Test data. A and B (group 1) are uncorrelated. C1 and C2 (group 2) are identical.
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A superimposed representation of partial individuals for a detailed analysis of the data;
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Figure 3. MFA. Test data. Superimposed representation of mean and partial clouds.
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very strong. In the table associated with a jury, at the intersection of the row
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Why introduce several active groups of variables in the same factorial analysis?
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because it lies at the center of gravity of its partial points). Partial cloud
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Each group having the same number of variables has the same total inertia.
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Figure1. MFA. Test data. Representation of individuals on the first plane.
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Figure2. MFA. Test data. Representation of variables on the first plane.
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provided by the MFA is similar in its purpose to that provided by the
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Let two groups of variables defined on the same set of individuals.
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Figure4. MFA. Test data. Representation of groups of variables.
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Graphics common to all the simple factorial analyses (PCA, MCA)
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The first axis mainly opposes individuals 1 and 5 (Figure 1).
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the first eigenvalue of the factorial analysis of one group
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Group 1 is composed of two uncorrelated variables A and B.
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individuals from the perspective of the single group
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Multiple Correspondence Analysis and Related Methods
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expressed the same opinions and the same behaviour.
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A representation of factors from separate analyses.
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The superimposed representation of the 1327: 1287: 1282: 1280: 1260: 1240: 1219: 1214: 1208: 1130:Representations of quantitative variables 1080: 1060: 1040: 1019: 999: 979: 951: 931: 911: 891: 830: 824: 803: 797: 688: 682: 660: 654: 608: 573: 538: 503: 468: 433: 409: 403: 381: 375: 354: 333: 264: 243: 238: 229: 224: 204: 183: 178: 172: 149: 129: 1490:to the inertia of MFA dimension of rank 1134: 316: 1666: 1395:Representations of groups of variables 42:(PCA) when variables are quantitative, 48:(MCA) when variables are qualitative, 7: 1641:MFA is available in two R packages ( 110:Balance between groups of variables 1430:coincide. The coordinate of group 252:{\displaystyle 1/\lambda _{1}^{j}} 14: 80:Eleven pedological measurements ( 1653:, etc. There is also a function 1174:Indicators aiding interpretation 1132:as in PCA (correlation circle). 192:{\displaystyle \lambda _{1}^{j}} 46:Multiple correspondence analysis 259:for each variable of the group 1122:Representations of individuals 17:Multiple factor analysis (MFA) 1: 1315:{\displaystyle {i^{j},j=1,J}} 1181:Representations of categories 88:Three analyses are possible: 52:Factor analysis of mixed data 1684:. CRC Press. pp. 352–. 973:Multidimensional time series 771: 760: 749: 744: 733: 722: 711: 706: 602: 567: 532: 497: 462: 427: 40:Principal component analysis 1620:is compared to the MFA in. 1800: 994:variables are measured on 1423:{\displaystyle N_{i}^{j}} 1367:{\displaystyle N_{i}^{j}} 1228:{\displaystyle N_{i}^{j}} 1147: 1137: 772: 761: 750: 745: 734: 723: 712: 707: 640: 603: 568: 533: 498: 463: 428: 319: 219:, the MFA assigns weight 1588: 1563: 1544: 1524: 1504: 1484: 1464: 1444: 1424: 1386: 1368: 1336: 1316: 1269: 1249: 1229: 1154: 1144: 1089: 1069: 1049: 1028: 1008: 988: 960: 940: 920: 900: 840: 813: 698: 670: 617: 582: 547: 512: 477: 442: 419: 391: 363: 342: 273: 253: 213: 193: 158: 138: 1586: 1561: 1545: 1525: 1505: 1485: 1465: 1445: 1425: 1384: 1369: 1337: 1317: 1270: 1250: 1230: 1152: 1142: 1090: 1070: 1050: 1029: 1009: 989: 961: 941: 921: 901: 841: 839:{\displaystyle F_{1}} 814: 812:{\displaystyle F_{1}} 699: 697:{\displaystyle F_{2}} 671: 669:{\displaystyle F_{1}} 618: 583: 548: 513: 478: 443: 420: 418:{\displaystyle C_{2}} 392: 390:{\displaystyle C_{1}} 364: 343: 274: 254: 214: 194: 159: 139: 33:multidimensional data 1674:Greenacre, Michael; 1534: 1514: 1494: 1474: 1454: 1434: 1402: 1346: 1326: 1279: 1259: 1239: 1207: 1079: 1059: 1039: 1018: 998: 978: 950: 930: 910: 890: 871:Application examples 823: 796: 681: 653: 607: 572: 537: 502: 467: 432: 402: 374: 353: 332: 263: 223: 203: 171: 148: 128: 59:Introductory example 1618:Procrustes analysis 1552:relationship square 1419: 1376:Procrustes analysis 1363: 1224: 644: 323: 248: 188: 25:multivariate method 1589: 1571:Other reading grid 1564: 1540: 1520: 1500: 1480: 1460: 1440: 1420: 1405: 1387: 1364: 1349: 1332: 1312: 1265: 1245: 1225: 1210: 1197:partial individual 1155: 1145: 1085: 1065: 1045: 1024: 1004: 984: 956: 936: 916: 896: 836: 809: 694: 666: 642: 613: 578: 543: 508: 473: 438: 415: 387: 359: 338: 321: 313:Numerical Example 269: 249: 234: 209: 189: 174: 154: 134: 27:from the field of 1753:978-2-7535-0938-2 1737:978-2-10-051932-3 1550:, hence the name 1543:{\displaystyle s} 1523:{\displaystyle j} 1503:{\displaystyle s} 1483:{\displaystyle j} 1463:{\displaystyle s} 1443:{\displaystyle j} 1335:{\displaystyle j} 1268:{\displaystyle j} 1248:{\displaystyle I} 1159: 1158: 1105:Graphics from MFA 1088:{\displaystyle K} 1068:{\displaystyle J} 1048:{\displaystyle I} 1027:{\displaystyle J} 1007:{\displaystyle I} 987:{\displaystyle K} 959:{\displaystyle k} 939:{\displaystyle i} 919:{\displaystyle k} 899:{\displaystyle i} 883:Sensory analysis 787: 786: 783: 782: 638: 637: 616:{\displaystyle 6} 581:{\displaystyle 5} 546:{\displaystyle 4} 511:{\displaystyle 3} 476:{\displaystyle 2} 441:{\displaystyle 1} 362:{\displaystyle B} 341:{\displaystyle A} 272:{\displaystyle j} 212:{\displaystyle j} 167:Formally, noting 157:{\displaystyle j} 137:{\displaystyle j} 31:used to simplify 1791: 1755: 1745: 1739: 1729: 1723: 1718: 1712: 1709: 1703: 1702: 1700: 1698: 1671: 1549: 1547: 1546: 1541: 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177: 153: 133: 116: 113: 111: 108: 107: 106: 105:similar soils. 98: 94: 86: 85: 78: 60: 57: 56: 55: 49: 43: 13: 10: 9: 6: 4: 3: 2: 1796: 1785: 1782: 1781: 1779: 1769: 1766: 1765: 1761: 1754: 1750: 1744: 1741: 1738: 1734: 1728: 1725: 1722: 1717: 1714: 1708: 1705: 1693: 1691:9781420011319 1687: 1683: 1682: 1677: 1676:Blasius, Jorg 1670: 1667: 1660: 1658: 1656: 1652: 1648: 1644: 1636: 1634: 1632: 1623: 1621: 1619: 1610: 1607: 1604: 1603: 1602: 1595: 1593: 1585: 1581: 1579: 1574: 1572: 1568: 1560: 1556: 1553: 1537: 1530:and the axis 1517: 1497: 1477: 1457: 1437: 1415: 1410: 1406: 1396: 1391: 1383: 1379: 1377: 1359: 1354: 1350: 1329: 1308: 1305: 1302: 1299: 1296: 1293: 1288: 1284: 1262: 1242: 1220: 1215: 1211: 1202: 1198: 1194: 1186: 1184: 1182: 1177: 1175: 1167: 1164: 1163: 1162: 1151: 1141: 1136: 1133: 1131: 1126: 1123: 1118: 1112: 1110: 1104: 1102: 1100: 1096: 1082: 1062: 1042: 1021: 1001: 981: 974: 970: 967: 953: 933: 913: 893: 884: 880: 877: 870: 868: 865: 862: 856: 854: 850: 847: 831: 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Retrieved 1680: 1669: 1640: 1627: 1614: 1599: 1590: 1577: 1575: 1570: 1569: 1565: 1551: 1394: 1392: 1388: 1235:gathers the 1200: 1196: 1192: 1190: 1180: 1178: 1173: 1171: 1160: 1129: 1127: 1121: 1119: 1116: 1108: 1098: 1097: 972: 971: 968: 882: 881: 875: 874: 866: 863: 860: 851: 848: 791: 788: 312: 311: 307: 304: 301: 290: 281: 166: 122: 118: 102: 87: 70: 66: 65: 62: 16: 15: 906:and column 716:2.14 (100%) 115:Methodology 1768:FactoMineR 1661:References 1643:FactoMineR 1596:Conclusion 1099:Conclusion 1095:columns). 754:1.28(100%) 29:ordination 1055:rows and 846:is .976; 776:0.64(50%) 765:0.64(50%) 738:1.91(89%) 727:0.24(11%) 236:λ 176:λ 21:factorial 1778:Category 1637:Software 773:group 2 762:group 1 751:Inertia 735:group 2 724:group 1 713:Inertia 82:Pedology 77:station. 1697:11 June 1624:History 287:Example 97:plants. 1751:  1735:  1721:Ibidem 1688:  1651:XLSTAT 876:Survey 1631:LMA ² 103:'and' 101:flora 19:is a 1749:ISBN 1733:ISBN 1699:2014 1686:ISBN 1647:ADE4 1645:and 1275:(ie 746:MFA 708:PCA 67:data 1655:SAS 1576:7. 1393:6. 1191:5. 1179:4. 1172:3. 1120:1. 1780:: 1378:. 1128:2. 966:. 779:0 768:1 757:1 741:0 730:1 719:1 634:2 599:4 564:2 529:2 494:4 459:1 279:. 164:. 1701:. 1629:( 1538:s 1518:j 1498:s 1478:j 1458:s 1438:j 1416:j 1411:i 1407:N 1360:j 1355:i 1351:N 1330:j 1309:J 1306:, 1303:1 1300:= 1297:j 1294:, 1289:j 1285:i 1263:j 1243:I 1221:j 1216:i 1212:N 1083:K 1075:x 1063:J 1043:I 1022:J 1002:I 982:K 954:k 934:i 914:k 894:i 832:1 828:F 805:1 801:F 690:2 686:F 662:1 658:F 631:2 628:1 625:6 611:6 596:4 593:3 590:5 576:5 561:2 558:5 555:4 541:4 526:2 523:5 520:3 506:3 491:4 488:3 485:2 471:2 456:1 453:1 450:1 436:1 411:2 407:C 383:1 379:C 357:B 336:A 267:j 245:j 240:1 231:/ 227:1 207:j 185:j 180:1 152:j 132:j

Index

factorial
multivariate method
ordination
multidimensional data
Principal component analysis
Multiple correspondence analysis
Factor analysis of mixed data
Pedology


Procrustes analysis



Procrustes analysis
LMA ²
FactoMineR
ADE4
XLSTAT
SAS
Blasius, Jorg
Multiple Correspondence Analysis and Related Methods
ISBN
9781420011319
ISBN
978-2-10-051932-3
ISBN
978-2-7535-0938-2
FactoMineR
Category

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