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 27th of February.
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.
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.