Exploratory multivariate data analysis is studied and has been taught in a “French-way” for a long time in France. You can enroll in a MOOC (completely free) on Exploratory Multivariate Data Analysis. The MOOC will start the 5th of March 2018.
This MOOC focuses on 4 essential and basic methods, those with the largest potential in terms of applications: principal component analysis (PCA) when variables are quantitative, correspondence analysis (CA) and multiple correspondence analysis (MCA) when variables are categorical and clustering. An extension to Multiple Factor Analysis (MFA) will give you the opportunity to analyse more complex dataset that are structured by groups.
This course is application-oriented and many examples and numerous exercises are done with FactoMineR (a package of the free R software) will make the participant efficient and reliable face to data analysis.