In the following discussion, let
The amount of memory in bytes for temporary
storage needed to process the data is
With the ANOVA option, the temporary
storage must be increased by 16v bytes.
The DISTANCE option requires an additional
temporary storage of 4v2+4v bytes.
c(4v2 + 28v + 4l + 68) + 16v2 + 96v + 4l
The following factors determine the time
requirements of the CANDISC procedure.
Each of the preceding factors has a different
constant of proportionality.
- The time needed for reading the data and computing
covariance matrices is proportional to nv2.
PROC CANDISC must also look up each class level in the list.
This is faster if the data are sorted by the CLASS variable.
The time for looking up class levels is proportional
to a value ranging from n to nlog(c).
- The time for inverting a covariance matrix is
proportional to v3.
- The time required for the canonical discriminant
analysis is proportional to v3.
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