library(mosaic)
## Registered S3 method overwritten by 'mosaic':
##   method                           from   
##   fortify.SpatialPolygonsDataFrame ggplot2
## 
## The 'mosaic' package masks several functions from core packages in order to add 
## additional features.  The original behavior of these functions should not be affected by this.
## 
## Attaching package: 'mosaic'
## The following objects are masked from 'package:dplyr':
## 
##     count, do, tally
## The following object is masked from 'package:Matrix':
## 
##     mean
## The following object is masked from 'package:ggplot2':
## 
##     stat
## The following objects are masked from 'package:stats':
## 
##     binom.test, cor, cor.test, cov, fivenum, IQR, median, prop.test,
##     quantile, sd, t.test, var
## The following objects are masked from 'package:base':
## 
##     max, mean, min, prod, range, sample, sum
rep=replicate(5000,rnorm(120,3,0.3))
rep2 = matrix(ncol = 5000, nrow = 80)
for(i in 1:dim(rep)[2]){
  r= sort(rep[,i])
  rep2[,i] = r[11:90]
}
s = cov(rep)
s2 = cov(rep2)
dim(s)
## [1] 5000 5000
dim(s2)
## [1] 5000 5000
det(s)
## [1] 0
det(s2)
## [1] 0

Varianza generalizada:

Es el determinante de la matriz de varianza y covarianza. Es la variabilidad conjunta de un determinado número de variables. Mide el grado de dispersión de los datos en el espacio.

###Determinante de la matriz de correlaciones: Indica el nivel de intercorrelación que existe entre las variables. Si el determinante es igual a 0, indica qué las variables son linealmente dependientes.