Re: Mahalanobis distance for covariance matrix
- From: ellieandrogerxyzzy@xxxxxxxxxxxxxxxxxxxxxx (Roger Stafford)
- Date: Tue, 07 Feb 2006 23:53:16 GMT
In article <ef28137.-1@xxxxxxxxxxxxxxxx>, "Fil S."
<f_s_o_a_r_e_s@xxxxxxxxxxx> wrote:
Hi, i was wondering if anyone knows how to Write a procedure using-------------------
matlab to calculate the Mahalanobis distance between the mean µ and
an arbitrary point x given the covariance matrix Σ?????
Thanks.
It sounds as if you are simply asking for the definition of the
Mahalanobis distance in matlab terms, which would be:
d = sqrt((x-mu)'*inv(S)*(x-mu))
for the column random variable vector x with mu = E{x} and covariance matrix S.
Why do I have the feeling that you actually want to know something else?
(Remove "xyzzy" and ".invalid" to send me email.)
Roger Stafford
.
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