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
John Sorkin wrote:
> 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 variabl
