Can you suggest any software (if possible free) for multi-criteria analysis? Or reference guide?

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Hiqmet Kamberaj

If with ``Multicriteria analysis" you mean ``Multivariate analysis", then Matlab, Mathematica are good one. Unfortunately, they are not free. I would also check python (scipy package), which is most likely free and R package.

Roberto Carletti

Multi Criteria Decision Analysis, (MCDA) is close ti statistical analiys but is also quite distinct. it is divided in several approches;

Analitical Hierarchy Process (AHP), Multi-AttributeGlobal Inference of Quality (MAGIQ), Goal Programming, ELECTRE (Outranking),

PROMETHÉE (Outranking), Data Envelopment Analysis, The Evidential Reasoning Approach, Dominance-based Rough Set Approach (DRSA), Aggregated Indices Randomization Method (AIRM),

but thank for your responce