I am looking for a somewhat advanced book on multivariate statistics. I don't mind if there is a lot of math in it, and I prefer R above SPSS. I'm looking specifically for a book that mentions PCA, partial least squares, cluster analysis and multiple factor analysis. So basically a book that combines PCA and cluster analysis for a mix of categorical data and continuous data. I know about some multivariate statistics books, but none really mention these kinds of methods. Anyone have any idea?
1 Answer
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ISL and ESL books are classical ones for machine learning people. Both free online, and with R code.