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Computes the total correlation of a dataset
totalCor(data)
Matrix or data frame. Variables to be used in the analysis
Returns a list containing:
Individual entropies for each variable
The joint entropy of the dataset
The total correlation of the dataset
Watanabe, S. (1960). Information theoretical analysis of multivariate correlation. IBM Journal of Research and Development 4, 66-82.
# NOT RUN { # Compute total correlation totalCor(wmt2[,7:24]) # }
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