GeneralizedVariance
GeneralizedVariance[matrix]
matrix の一般化分散を返す.
詳細とオプション
- GeneralizedVarianceを使うためには,まず多変量統計パッケージをロードしなくてはならない.それにはNeeds["MultivariateStatistics`"]を実行する必要がある.
- GeneralizedVariance[matrix]は実質的に,matrix の共分散行列の行列式を返す.
- 数値的な matrix の場合,GeneralizedVariance[matrix]はApply[Times,Variance[PrincipalComponents[matrix]]]と等価である.
関連項目
テクニカルノート
関連するガイド
テキスト
Wolfram Research (2007), GeneralizedVariance, Wolfram言語関数, https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html.
CMS
Wolfram Language. 2007. "GeneralizedVariance." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html.
APA
Wolfram Language. (2007). GeneralizedVariance. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html
BibTeX
@misc{reference.wolfram_2025_generalizedvariance, author="Wolfram Research", title="{GeneralizedVariance}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html}", note=[Accessed: 10-April-2026]}
BibLaTeX
@online{reference.wolfram_2025_generalizedvariance, organization={Wolfram Research}, title={GeneralizedVariance}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html}, note=[Accessed: 10-April-2026]}