mahalanobis_distance_cpp | R Documentation |
Used to get the Euclidean distance as well by setting mcov
= diag(m)
.
mahalanobis_distance_cpp(
featureList,
Xtrain_mat,
Xexplain_mat,
mcov,
S_scale_dist
)
featureList |
List. Contains the vectors indicating all factor combinations that should be included in the computations. Assumes that the first one is empty. |
Xtrain_mat |
Matrix Training data in matrix form |
Xexplain_mat |
Matrix Explanation data in matrix form. |
mcov |
matrix The covariance matrix of X. |
S_scale_dist |
logical. Indicating whether the Mahalanobis distance should be scaled with the number of variables |
Array of three dimensions. Contains the squared distance for between all training and test observations for all feature combinations passed to the function.
Martin Jullum
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