multivariate-stat-modeling-py

Multivariate statistical analysis on the Pima Indians Diabetes Database. Preliminary work for the final project for STA 135 (Spring 2025) at UC Davis.

Steps to Proceed

1. Use Box's $M$ Test to test for equality of group covariance matrices ($H_0$: covariance matrices are equal).
2. If we reject $H_0$, use Quadratic Discriminant Analysis (QDA). Otherwse, use Linear Discriminant Analysis (LDA).
3. Perform Principal Component Analysis (PCA) to reduce dimensionality.
4. Perform Factor Analysis to extract features and provide ranking.

Sources

• Official R Documentation.
• UCI Machine Learning Repository.