Multivariate Statistics Package

Location Measures

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