Mahalanobis distances from center of indexed points
Description
Computes the vector of (classical or robust)
Mahalanobis distances of all points of x
to the center of the points indexed (or weighted)
by gv
. The latter also determine
the covariance matrix.
Thought for use within fixmahal
.
Usage
1 2 3 4 5 
Arguments
x 
a numerical data matrix, rows are points, columns are variables. 
n 
positive integer. Number of points. 
p 
positive integer. Number of variables. 
gv 
for 
cmax 
positive number. used in 
method 

Details
solvecov
is used to invert the covariance matrix. The methods
"mcd"
and "mve"
in mahalanofix
do not work properly
with point constellations with singular covariance matrices!
Value
A list of the following components:
md 
vector of Mahalanobis distances. 
mg 
mean of the points indexed by 
covg 
covariance matrix of the points indexed by 
covinv 

coll 
logical. If 
Note
Methods "mcd"
and "mve"
require library lqs
.
Author(s)
Christian Hennig c.hennig@ucl.ac.uk http://www.homepages.ucl.ac.uk/~ucakche/
See Also
fixmahal
, solvecov
, cov.rob
Examples
1 2 3 4 5 6  x < c(1,2,3,4,5,6,7,8,9,10)
y < c(1,2,3,8,7,6,5,8,9,10)
mahalanofix(cbind(x,y),gv=c(0,0,0,1,1,1,1,1,0,0))
mahalanofix(cbind(x,y),gv=c(0,0,0,1,1,1,1,0,0,0))
mahalanofix(cbind(x,y),gv=c(0,0,0,1,1,1,1,1,0,0),method="mcd")
mahalanofuz(cbind(x,y),gv=c(0,0,0.5,0.5,1,1,1,0.5,0.5,0))
