Given a square matrix of variables X, is there any way to compute a multivariable correlation among all the variables in the array? It is possible to calculate the correlation of all pairs of variables in the array, but I want to know the correlation of all the variables taken together, i.e. for the matrix
X=x1 x2 x3 x4 x5 x6 x7 x8 x9 I don't want the pair-wise correlations corr(x1,x2), corr(x1,x3), corr(x1,x4) . . . etc., but rather corr(x1,x2,x3,x4,x5,x6,x7,x8,x9). Thanks, John John Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics Baltimore VA Medical Center GRECC, University of Maryland School of Medicine Claude D. Pepper OAIC, University of Maryland Clinical Nutrition Research Unit, and Baltimore VA Center Stroke of Excellence University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) [EMAIL PROTECTED] Confidentiality Statement: This email message, including any attachments, is for the so...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.