Multivariate Statistics Package

 

ReferenceReference

Location Measures

SpatialMedian median based on minimum Euclidean distance

SimplexMedian ▪ MultivariateTrimmedMean

Dispersion and Association Measures

MultivariateMeanDeviation multivariate extension of mean deviation

TotalVariation trace of a covariance matrix

GeneralizedVariance ▪ MultivariateMedianDeviation

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

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