[R] total correlation

Weiwei Shi helprhelp at gmail.com
Tue Jan 23 23:23:15 CET 2007

Hi, there:

I have an idea and it needs to calculate "total correlation" for a set
of variables, because I need to evalate how cohesive or related a
group of variables are (If someone knows other ways to do that, please
be advised! thanks!). After searching the archives and googling, I
just two related functions entropy and entropy.joint while the latter
only deals with two variables.

So, I am wondering if I miss something here during my search (btw, I
am not very good at searching so sometimes I posted some questions
which are simple by searching).

BTW, if there are functions not only dealing with discrete but also
with continuous ones, it will be great !


Weiwei Shi, Ph.D
Research Scientist
GeneGO, Inc.

"Did you always know?"
"No, I did not. But I believed..."
---Matrix III

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