The official docs of `totalvar(X)`

says if X is a matrix, then the `totalvar(X) == sum(Diagonal(X))`

but clearly in the testsit is showing a different value. You can check line 146.

The documentation says that it is the sum of the diagonal of the *covariance* matrix. Hence

```
julia> using StatsBase
julia> X = [1 2 5
4 1 6
4 0 4];
julia> cov(X)
3×3 Matrix{Float64}:
3.0 -1.5 0.0
-1.5 1.0 0.5
0.0 0.5 1.0
```

So, the test looks correct to me.

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Totalvar is " is equivalent to the sum of the diagonal elements of the covariance matrix of `X`

", not of matrix `X`

itself:

```
totalvar(X) == sum(Diagonal(cov(X))) # true
```

**NB:** you should add`using StatsBase`

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