# Multivariate Summary Statistics

This package provides a few methods for summarizing multivariate data.

## Partial Correlation

`StatsBase.partialcor`

— Function`partialcor(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`

— Function`genvar(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`

— Function`totalvar(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`

.