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TotalVariation

TotalVariation[matrix]
gives the total variation for matrix.

MORE INFORMATION

To use TotalVariation, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].

TotalVariation[matrix] effectively gives the trace of the covariance matrix for matrix.

TotalVariation[matrix] is equivalent to Total[Variance[matrix]].

Basic Examples (1)

Needs["MultivariateStatistics`"]

Total variation of bivariate data:

Properties & Relations (1)

Variance GeneralizedVariance Covariance

Multivariate Statistics Package

Multivariate Statistics Package

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