maha_trans: Transform matrix

In bigutilsr: Utility Functions for Large-scale Data

Description

Transform matrix to use Mahalanobis distance instead of Euclidean one.

Usage

maha_trans(U, estim = covrob_ogk(U))

Arguments

U	A matrix (e.g. PC scores).
estim	List of location and scatter estimates, $cov and $center.

Value

U, transformed.

Examples

X <- readRDS(system.file("testdata", "three-pops.rds", package = "bigutilsr"))
svd <- svds(scale(X), k = 5)

U <- svd$u
dist1 <- dist_ogk(U)

U.maha <- maha_trans(U)
dist2 <- rowSums(U.maha^2)
all.equal(dist2, dist1)

bigutilsr documentation built on April 14, 2021, 1:06 a.m.