Mercurial > octave-libtiff
view scripts/statistics/mahalanobis.m @ 2311:2b5788792cad
[project @ 1996-07-11 20:18:38 by jwe]
author | jwe |
---|---|
date | Thu, 11 Jul 1996 20:18:38 +0000 |
parents | 5cffc4b8de57 |
children | 204cc7db6f4a |
line wrap: on
line source
### Copyright (C) 1996 John W. Eaton ### ### This file is part of Octave. ### ### Octave is free software; you can redistribute it and/or modify it ### under the terms of the GNU General Public License as published by ### the Free Software Foundation; either version 2, or (at your option) ### any later version. ### ### Octave is distributed in the hope that it will be useful, but ### WITHOUT ANY WARRANTY; without even the implied warranty of ### MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ### General Public License for more details. ### ### You should have received a copy of the GNU General Public License ### along with Octave; see the file COPYING. If not, write to the Free ### Software Foundation, 59 Temple Place - Suite 330, Boston, MA ### 02111-1307, USA. ## usage: mahalanobis (X, Y) ## ## Returns Mahalanobis' D-square distance between the multivariate ## samples X and Y, which must have the same number of components ## (columns), but may have a different number of observations (rows). function retval = mahalanobis (X, Y) ## Written by Friedrich Leisch (leisch@ci.tuwien.ac.at) July 1993. ## Dept of Probability Theory and Statistics TU Wien, Austria. if (nargin != 2) usage ("mahalanobis (X, Y)"); endif [xr, xc] = size (X); [yr, yc] = size (Y); if (xc != yc) error ("mahalanobis: X and Y must have the same number of columns."); endif Xm = sum (X) / xr; Ym = sum (Y) / yr; X = X - ones (xr, 1) * Xm; Y = Y - ones (yr, 1) * Ym; W = (X' * X + Y' * Y) / (xr + yr - 2); Winv = inv (W); retval = (Xm - Ym) * Winv * (Xm - Ym)'; endfunction