TotalVariation
MultivariateStatistics`
MultivariateStatistics`
TotalVariation
TotalVariation[matrix]
gives the total variation for matrix.
Details and Options
- To use TotalVariation, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- TotalVariation[matrix] effectively gives the trace of the covariance matrix for matrix.
- TotalVariation[matrix] is equivalent to Total[Variance[matrix]].
Examples
open all close allBasic Examples (1)
Properties & Relations (1)
Needs["MultivariateStatistics`"]Total variation is equivalent to the trace of the covariance matrix:
TotalVariation[{{1, 0}, {0, 2}, {3, 4}, {4, 2}}]Tr[Covariance[{{1, 0}, {0, 2}, {3, 4}, {4, 2}}]]Total variation is equivalent to the sum of column variances:
Total[Variance[{{1, 0}, {0, 2}, {3, 4}, {4, 2}}]]
Wolfram Research (2007), TotalVariation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.
Text
Wolfram Research (2007), TotalVariation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.
CMS
Wolfram Language. 2007. "TotalVariation." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html.
APA
Wolfram Language. (2007). TotalVariation. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/TotalVariation.html