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Multivariate Statistics Package Guide
Multivariate Statistics Package
Location Measures
SpatialMedian median based on minimum Euclidean distance
Dispersion and Association Measures
MultivariateMeanDeviation multivariate extension of mean deviation
SpearmanRankCorrelation Spearman's correlation coefficient
TotalVariation trace of a covariance matrix
Higher Moments
MultivariateSkewness multivariate extension of skewness
MultivariateKurtosis multivariate extension of kurtosis
Regional Measures
EllipsoidQuantile ellipsoidal quantile locus
EllipsoidProbability probability for ellipsoidal region
Distributions Related to the Multivariate Normal
MultinormalDistribution multivariate normal distribution
MultivariateTDistribution multivariate extension of Student t distribution
Multivariate Discrete Distributions
MultinomialDistribution multivariate extension of binomial distribution