mahalanobis: Mahalanobis Distance

In Fuzzy-Logix/AdapteR: Converts R syntax to SQL to provide fast analytics using in-database C++ library DB Lytix.

Description

Returns the squared Mahalanobis distance of an FLVector x and FLVector y with respect to a covariance matrix sigma = S. D^2 = (x - y)' Σ^-1 (x - y)

Usage

mahalanobis(x, y, S, ...)

Arguments

x	An FLVector of data with say, p columns.
y	An FLVector of data with say, p columns.
S	A covariance matrix of the distribution(p*p)

Examples

x<-FLVector(c(0,0))
y<-FLVector(1:2)
ma<-cbind(1:6,1:3)
s<-var(ma)
S<-as.FLMatrix(s)
mahalanobis(x,y,S)

Fuzzy-Logix/AdapteR documentation built on May 6, 2019, 5:07 p.m.