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GAMS Classification for the NAG C Library
NAG C Library Manual

L12 : Discriminant analysis

g03acc    nag_mv_canon_var
Canonical variate analysis
g03dac    nag_mv_discrim
Test for equality of within-group covariance matrices
g03dbc    nag_mv_discrim_mahaldist
Mahalanobis squared distances, following g03dac
g03dcc    nag_mv_discrim_group
Allocates observations to groups, following g03dac

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2005