MultivariateStatistics`
MultivariateStatistics`

TotalVariation

TotalVariation[matrix]

gives the total variation for matrix.

Details and Options

  • To use TotalVariation, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • TotalVariation[matrix] effectively gives the trace of the covariance matrix for matrix.
  • TotalVariation[matrix] is equivalent to Total[Variance[matrix]].

Examples

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Basic Examples  (1)

Total variation of bivariate data:

Properties & Relations  (1)

Total variation is equivalent to the trace of the covariance matrix:

Total variation is equivalent to the sum of column variances:

Wolfram Research (2007), TotalVariation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.

Text

Wolfram Research (2007), TotalVariation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.

CMS

Wolfram Language. 2007. "TotalVariation." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.

APA

Wolfram Language. (2007). TotalVariation. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html

BibTeX

@misc{reference.wolfram_2024_totalvariation, author="Wolfram Research", title="{TotalVariation}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html}", note=[Accessed: 15-July-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_totalvariation, organization={Wolfram Research}, title={TotalVariation}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html}, note=[Accessed: 15-July-2024 ]}