Unsophisticated analysts of bivariate Gaussian problems may find useful a crude but accurate method of accurately gauging probability by simply taking the sum S of the N residuals' squares, subtracting the sum Sm at minimum, dividing this difference by Sm, multiplying the result by (N - 2) and taking the inverse anti-ln of half that product.
Van Den Wollenberg, Arnold L. (1977). "Redundancy analysis an alternative for canonical correlation analysis". Psychometrika. 42 (2): 207–219. doi:10.1007/BF02294050.
CRAN has details on the packages available for multivariate data analysis
sciencedirect.com
Olkin, I.; Sampson, A. R. (2001-01-01), "Multivariate Analysis: Overview", in Smelser, Neil J.; Baltes, Paul B. (eds.), International Encyclopedia of the Social & Behavioral Sciences, Pergamon, pp. 10240–10247, ISBN9780080430768, retrieved 2019-09-02