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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 |
