Principal Component Analysis Software

Caterpillar by GistaT Group

The program is based on the powerful model-free method of time series analysis "Caterpillar" (another name is SSA - Singular Spectrum Analysis). The result of the "Caterpillar" processing is a decomposition of the time series into several components.

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statistiXL by statistiXL

statistiXL is a powerful data analysis add-in for MS Excel. Its abilities include: ANOVA, Contingency Tables, Clustering, Correlation, Discriminant and Factor Analysis, GOF, Regression, Nonparametrics, PCA, Uni and Multivariate t-Tests and many more.

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PickStock by Bell Software and Services, Inc.

Uses principal components analysis to search out potentially underpriced stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known as 'arbitrage pricing theory'.

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