mahalanobis: Mahalanobis distance

In WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity

Mahalanobis distance

Description

Generic for computing the squared Mahalanobis distance.

Usage

mahalanobis(x, center, cov, inverted = FALSE, ...)

## S4 method for signature 'ANY,ANY,SWoodburyMatrix'
mahalanobis(x, center, cov, inverted = FALSE, ...)

Arguments

x	Numeric vector or matrix
center	Numeric vector representing the mean; if omitted, defaults to zero mean
cov	Covariance matrix
inverted	Whether to treat cov as a precision matrix; must be FALSE for SWoodburyMatrix objects.
...	Passed to the Cholesky function.

Methods (by class)

• x = ANY,center = ANY,cov = SWoodburyMatrix: Use the Woodbury matrix identity to compute the squared Mahalanobis distance with the implicit matrix as the covariance.

See Also

mahalanobis

WoodburyMatrix documentation built on July 9, 2023, 7:04 p.m.