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 lot,

 

Frank


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