Mahalanobis distance

 

The Mahalanobis distance calculates the distance of the observed sample in the population sample, regardless of the dimension. dism(X,Y,C) computes Mahalanobis distance between vector X and vector Y on covariance matrix C.The number of samples should greater than the number of dimensions. For example, the same sample data as above, calculate the Mahalanobis distance.


A

B

1

[[22,7.25],[38,71.2833],[26,7.925],[35,53.1],[35,8.05]]

[]

2

=covm(A1)


3

for A1

=A1.(dism(A3,~,A2))

4


>B1=B1|[B3]

A1 Input the sample data

B1 Define an empty sequence to hold the results

A2 Calculate the covariance matrix for A1

A3:B4 Loop A1, calculate the Mahalanobis distance between the two samples, and store the result in B1. B1 returns the Mahalanobis distance matrix between the samples

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