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MULTIVARIATE STATISTICS PACKAGE GUIDEFunctions »|More About »|Tutorials »
Multivariate Statistics Package
 
Location Measures
SpatialMedian — median based on minimum Euclidean distance
SimplexMedian  ▪ MultivariateTrimmedMean
Dispersion and Association Measures
MultivariateMeanDeviation — multivariate extension of mean deviation
SpearmanRankCorrelation — Spearman's correlation coefficient
TotalVariation — trace of a covariance matrix
GeneralizedVariance  ▪ MultivariateMedianDeviation  ▪ KendallRankCorrelation
Higher Moments
MultivariateSkewness — multivariate extension of skewness
MultivariateKurtosis — multivariate extension of kurtosis
Regional Measures
EllipsoidQuantile — ellipsoidal quantile locus
EllipsoidProbability — probability for ellipsoidal region
EllipsoidQuartiles  ▪ PolytopeQuantile  ▪ PolytopeQuartiles  ▪ Polytope
    
Distributions Related to the Multivariate Normal
QuadraticFormDistribution  ▪ WishartDistribution
TUTORIALS
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