[R] Multivariable correlation

[John Sorkin]

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)
jsorkin at grecc.umaryland.edu

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