Multivariate Summary Statistics
This package provides a few methods for summarizing multivariate data.
Partial Correlation
StatsBase.partialcor
— Functionpartialcor(x, y, Z)
Compute the partial correlation of the vectors x
and y
given Z
, which can be a vector or matrix.
Generalizations of Variance
StatsBase.genvar
— Functiongenvar(X)
Compute the generalized sample variance of X
. If X
is a vector, one-column matrix, or other iterable, this is equivalent to the sample variance. Otherwise if X
is a matrix, this is equivalent to the determinant of the covariance matrix of X
.
The generalized sample variance will be 0 if the columns of the matrix of deviations are linearly dependent.
StatsBase.totalvar
— Functiontotalvar(X)
Compute the total sample variance of X
. If X
is a vector, one-column matrix, or other iterable, this is equivalent to the sample variance. Otherwise if X
is a matrix, this is equivalent to the sum of the diagonal elements of the covariance matrix of X
.