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:
![<< MultivariateStatistics`
Mean[MultiPoissonDistribution[Subscript[\[Mu],
0], {Subscript[\[Mu], 1], Subscript[\[Mu], 2]}]]](Files/MultivariateStatistics.en/legacy_1.gif)
HotellingTSquareDistribution is now available in the built-in Mathematica kernel:
![<< MultivariateStatistics`
Mean[HotellingTSquareDistribution[p, m]]](Files/MultivariateStatistics.en/legacy_2.gif)
MultinormalDistribution is now available in the built-in Mathematica kernel:
![<< MultivariateStatistics`
Mean[MultinormalDistribution[{Subscript[\[Mu], 1], Subscript[\[Mu],
2]}, {{Subscript[\[Sigma],
11]^2, \[Rho]*Subscript[\[Sigma], 11]*Subscript[\[Sigma],
22]}, {\[Rho]*Subscript[\[Sigma], 11]*Subscript[\[Sigma], 22],
Subscript[\[Sigma], 22]^2}}]]](Files/MultivariateStatistics.en/legacy_3.gif)
MultivariateTDistribution is now available in the built-in Mathematica kernel:
![<< MultivariateStatistics`
Mean[MultivariateTDistribution[{{1, \[Rho]}, {\[Rho], 1}}, 10]]](Files/MultivariateStatistics.en/legacy_4.gif)
MultinomialDistribution and NegativeMultinomialDistribution are now available in the built-in Mathematica kernel:
![<< MultivariateStatistics`
Mean[MultinomialDistribution[
n, {Subscript[p, 1], Subscript[p, 2], Subscript[p, 3]}]]](Files/MultivariateStatistics.en/legacy_5.gif)
![<< MultivariateStatistics`
Mean[NegativeMultinomialDistribution[
n, {Subscript[p, 1], Subscript[p, 2], Subscript[p, 3]}]]](Files/MultivariateStatistics.en/legacy_6.gif)
PrincipalComponents is now available in the built-in Mathematica kernel:
![<< MultivariateStatistics`
PrincipalComponents[{{1, 2}, {2, 3}, {4, 10}}]](Files/MultivariateStatistics.en/legacy_7.gif)
To find the principal components of scaled columns, specify Method->Correlation as an option to PrincipalComponents:
![<< MultivariateStatistics`
PrincipalComponents[{{1, 2}, {2, 3}, {4, 10}}, Method -> Correlation]](Files/MultivariateStatistics.en/legacy_8.gif)
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:
![<< MultivariateStatistics`
KendallRankCorrelation[{1, 2, 3}, {3, 1, 6}]](Files/MultivariateStatistics.en/legacy_9.gif)
SpearmanRankCorrelation is now in the Mathematica kernel as SpearmanRho:
![<< MultivariateStatistics`
SpearmanRankCorrelation[{1, 2, 3}, {3, 1, 6}]](Files/MultivariateStatistics.en/legacy_10.gif)