dism()

Description:

Calculate Mahalanobis distance between two vectors on covariance matrix.

Syntax:

dism(X,Y,C)

Note:

The external library function computes Mahalanobis distance between vector X and vector Y on covariance matrix C. There is a same number of columns in vector X /Y and covariance matrix C.

Parameters:

X/Y

Vectors of same dimension with the covariance matrix C

C

A covariance matrix

Return value:

Numeric value

Example:

 

A

 

1

[[1, 0, 2], [-1, 5, 0], [0, 3, -9], [3, 2, 4], [-1, 1, 2]]

 

 

 

 

Generate a matrix containing five samples

2

=covm(A1)

 

 

 

 

Calculate the general covariance matrix

3

=dism(A1(1),A1(3),A2)

 

 

 

 

Calcualte Mahalanobis distance between the 1st sample  and the 3rd sample