maha_trans: Transform matrix

In privefl/bigutilsr: Utility Functions for Large-scale Data

Transform matrix

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)

privefl/bigutilsr documentation built on Jan. 27, 2024, 5:33 a.m.