  Pearson's correlation is an important summary measure of the amount of
dependence between two variables. It is natural to want to generalise the
concept of correlation as a single number that measures the inter-relatedness
of three or more variables e.g. how `correlated' are a collection of variables
in which non are specifically to be treated as an `outcome'? In this short
article, we introduce such a measure, and show that it reduces to the modulus
of Pearson's $r$ in the two dimensional case.
