Function Repository Resource:

MultivariateMeanDeviation

Find the scalar mean of the Euclidean distances between the multivariate data points and their mean

Contributed by: Wolfram Research

ResourceFunction["MultivariateMeanDeviation"][matrix]

gives the mean of the Euclidean distances between the elements of matrix and their mean.

Details and Options

ResourceFunction["MultivariateMeanDeviation"] is a univariate measure of mean deviation for multivariate data.

The multivariate mean deviation is given by

, where matrix={x₁,x₂,…,x_n} and

ResourceFunction["MultivariateMeanDeviation"] handles both numerical and symbolic data.

Multivariate mean deviation for bivariate data:

In[1]:=

Out[1]=

Wolfram Language 11.3 (March 2018) or above