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A Matlab software routine to perform Principal Component Analysis using Covariance, Correlation or Comedian as the criterion. Though, initially developed for experiments related to fretting wear but can be effectively used to interpret experimental data from any field. The attached files contain source code as well as a sample MATLAB (.mat) data file of 13 variables. It could be replaced to the data file of your choice.
A slick interface to see various scale analysis algorithms in action.
...The main website is built as a wiki gathering info and examples on the various implemented algorithms.
The combination of the application and its wiki intend to constitute a nice little pedagogic toolkit for multiscale analysis.
Feel free to contribute code or wiki content !