Description Usage Arguments Value Author(s) References See Also Examples
Function to calculate the squared generalized Mahalanobis distance between all pairs of rows in a data frame with respect to a covariance matrix. The element of the i-th row and j-th column of the distance matrix is defined as
D_{ij}^2 = (\bold{x}_i - \bold{x}_j)' \bold{Σ}^{-1} (\bold{x}_i - \bold{x}_j)
1 |
data |
a data frame or matrix of data (n x p). |
cov |
a variance-covariance matrix (p x p). |
inverted |
logical. If |
An object of class "dist".
Anderson Rodrigo da Silva <anderson.agro@hotmail.com>
Mahalanobis, P. C. (1936) On the generalized distance in statistics. Proceedings of The National Institute of Sciences of India, 12:49-55.
1 2 3 4 5 6 7 8 9 10 11 | # Manly (2004, p.65-66)
x1 <- c(131.37, 132.37, 134.47, 135.50, 136.17)
x2 <- c(133.60, 132.70, 133.80, 132.30, 130.33)
x3 <- c(99.17, 99.07, 96.03, 94.53, 93.50)
x4 <- c(50.53, 50.23, 50.57, 51.97, 51.37)
x <- cbind(x1, x2, x3, x4)
Cov <- matrix(c(21.112,0.038,0.078,2.01, 0.038,23.486,5.2,2.844,
0.078,5.2,24.18,1.134, 2.01,2.844,1.134,10.154), 4, 4)
D2.dist(x, Cov)
# End (not run)
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