Sample S-Plus Program
# read in data from scratch disk
X _ matrix(scan("/scr5/pjones/data/table121"),byrow=T,ncol=5)
# obtain nobs, mean, and covar matrix of data
X.sum _ cov.wt(X)
n _ X.sum$n.obs
n
S _ X.sum$cov
S
xbar _ matrix(X.sum$center,nrow=5,ncol=1)
xbar
# obtain total variance of matrix
totvar _ sum(diag(S))
totvar
# obtain generalized variance
U _ chol(S)
genvar _ prod(diag(U))^2
genvar
# try svd of S
SVDs _ svd(S)
SVDs
# try svd of X
matmean _ matrix(1,nrow=88,ncol=1) %*% t(xbar)
matmean
resid _ X - matmean
resid
SVDr _ svd(resid)
SVDr
q()