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befor
2004 Jul 13
2
Is there a statistics that can summarize the correlation for more than two random variables?
Hi, R people,
I wonder if there is a statistics than can measure the correlation for more
than two random variables, instead of computing the correlation coefficient
matrix. If so, what R package should I use?
Right now I can only think of the mean of all pair-wise correlation
coefficients, e.g., (corr(x,y) + corr(x,z) + corr(y,z)) / 3 for three random
variables (x, y, z).
Thanks a