| dmahal {ICGE} | R Documentation |
Mahalanobis Distance
Description
dmahal computes and returns the Mahalanobis distance matrix between the rows of a data matrix.
Usage
dmahal(datos, S)
Arguments
datos |
data matrix. |
S |
covariance matrix. |
Value
A dist object with distance information.
Note
There is a function mahalanobis() in stats package which can perform the Mahalanobis distance. While mahalanobis() calculates the Mahalanobis distance with respect to given a center, function dmahal() is designed to calculate the distance between each pair of units given a data matrix.
Author(s)
Itziar Irigoien itziar.irigoien@ehu.eus; Konputazio Zientziak eta Adimen Artifiziala, Euskal Herriko Unibertsitatea (UPV/EHU), Donostia, Spain.
Conchita Arenas carenas@ub.edu; Departament d'Estadistica, Universitat de Barcelona, Barcelona, Spain.
References
Everitt B. S. and Dunn G. (2001) Applied Multivariate Data Analysis. 2 edition, Edward Arnold, London.
See Also
dist, dbhatta,
dgower, dcor, dproc2
Examples
#Generate 10 objects in dimension 2
mu <- rep(0, 2)
Sigma <- matrix(c(10,3,3,2),2,2)
x <- mvrnorm(n=10, rep(0, 2), Sigma)
d <- dmahal(x, Sigma)