MultivariateStatistics`
MultivariateStatistics`

GeneralizedVariance

GeneralizedVariance[matrix]

gives the generalized variance for matrix.

Details and Options

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:

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

Text

Wolfram Research (2007), GeneralizedVariance, Wolfram Language function, 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_2024_generalizedvariance, author="Wolfram Research", title="{GeneralizedVariance}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_generalizedvariance, organization={Wolfram Research}, title={GeneralizedVariance}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html}, note=[Accessed: 22-November-2024 ]}