MultivariateStatistics`
MultiPoissonDistribution has been renamed to MultivariatePoissonDistribution and is part of the built-in Mathematica kernel.
HotellingTSquareDistribution has been added to the built-in Mathematica kernel.
MultinormalDistribution has been added to the built-in Mathematica kernel.
MultivariateTDistribution has been added to the built-in Mathematica kernel.
MultinomialDistribution and NegativeMultinomialDistribution are now in the built-in kernel.
PrincipalComponents has been added to the built-in Mathematica kernel.
New system functions
MultiPoissonDistribution is now in the Mathematica kernel as MultivariatePoissonDistribution:
HotellingTSquareDistribution is now available in the built-in Mathematica kernel:
MultinormalDistribution is now available in the built-in Mathematica kernel:
MultivariateTDistribution is now available in the built-in Mathematica kernel:
MultinomialDistribution and NegativeMultinomialDistribution are now available in the built-in Mathematica kernel:
PrincipalComponents is now available in the built-in Mathematica kernel:
To find the principal components of scaled columns, specify Method->Correlation as an option to PrincipalComponents:
Note that since singular vectors are not unique, numerical signs may differ from the results given in Mathematica 7.
KendallRankCorrelation is now in the Mathematica kernel as KendallTau:
SpearmanRankCorrelation is now in the Mathematica kernel as SpearmanRho: