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