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()