[R] Is there a statistics that can summarize the correlation for more than two random variables?

From: F Duan <f.duan_at_yale.edu>
Date: Wed 14 Jul 2004 - 04:34:44 EST


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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