Multivariate Statistics Package
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Functions
- EllipsoidProbability
- EllipsoidQuantile
- EllipsoidQuartiles
- GeneralizedVariance
- MultivariateKurtosis
- MultivariateMeanDeviation
- MultivariateMedianDeviation
- MultivariateSkewness
- MultivariateTrimmedMean
- Polytope
- PolytopeQuantile
- PolytopeQuartiles
- QuadraticFormDistribution
- SimplexMedian
- TotalVariation
- WishartDistribution
- Related Guides
- Tech Notes
-
-
Functions
- EllipsoidProbability
- EllipsoidQuantile
- EllipsoidQuartiles
- GeneralizedVariance
- MultivariateKurtosis
- MultivariateMeanDeviation
- MultivariateMedianDeviation
- MultivariateSkewness
- MultivariateTrimmedMean
- Polytope
- PolytopeQuantile
- PolytopeQuartiles
- QuadraticFormDistribution
- SimplexMedian
- TotalVariation
- WishartDistribution
- Related Guides
- Tech Notes
-
Functions
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