TableOfReal: To SSCP...

Calculates Sums of Squares and Cross Products (SSCP) from the selected TableOfReal.

Algorithm

The sums of squares and cross products sij between the elements of columns i and j are calculated as:

sij = Σk (xki - x̄i)(xkj - x̄j),

where xmn is the element m in column n and x̄n is the mean of column n.


© djmw, February 18, 1999