  Multivariate correlation analysis plays an important role in various fields
such as statistics, economics, and big data analytics. In this paper, we
propose a pair of measures, the unsigned correlation coefficient (UCC) and the
unsigned incorrelation coefficient (UIC), to measure the strength of
correlation and incorrelation (lack of correlation) among multiple variables.
The absolute value of Pearson's correlation coefficient is a special case of
UCC for two variables. Some important properties of UCC and UIC show that the
proposed UCC and UIC are a pair of effective measures for multivariate
correlation. We also take the unsigned tri-variate correlation coefficient as
an example to visually display the effectiveness of the proposed UCC, and the
geometrical explanation of UIC is also discussed. All the properties and the
figures of UCC and UIC show that the proposed UCC and UIC are the general
measures of correlation for multiple variables.
