MultivariateStatistics`
MultivariateStatistics`

GeneralizedVariance

GeneralizedVariance[matrix]

gives the generalized variance for matrix.

Details

Examples

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Basic Examples  (1)

Generalized variance of bivariate data:

Properties & Relations  (1)

Generalized variance is equivalent to the determinant of the covariance matrix:

Generalized variance is equal to the product of the principal component variances: