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[project @ 1998-10-29 05:23:08 by jwe]
author jwe
date Thu, 29 Oct 1998 05:23:09 +0000
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children 0748b03c3510
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1 ## Copyright (C) 1996, 1997 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
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18 ## 02111-1307, USA.
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19
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20 ## usage: mahalanobis (X, Y)
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21 ##
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22 ## Returns Mahalanobis' D-square distance between the multivariate
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23 ## samples X and Y, which must have the same number of components
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24 ## (columns), but may have a different number of observations (rows).
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25
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26 ## Author: Friedrich Leisch <leisch@ci.tuwien.ac.at>
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27 ## Created: July 1993
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28 ## Adapted-By: jwe
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29
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30 function retval = mahalanobis (X, Y)
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31
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32 if (nargin != 2)
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33 usage ("mahalanobis (X, Y)");
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34 endif
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35
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36 [xr, xc] = size (X);
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37 [yr, yc] = size (Y);
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38
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39 if (xc != yc)
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40 error ("mahalanobis: X and Y must have the same number of columns.");
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41 endif
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42
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43 Xm = sum (X) / xr;
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44 Ym = sum (Y) / yr;
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45
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46 X = X - ones (xr, 1) * Xm;
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47 Y = Y - ones (yr, 1) * Ym;
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48
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49 W = (X' * X + Y' * Y) / (xr + yr - 2);
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50
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51 Winv = inv (W);
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52
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53 retval = (Xm - Ym) * Winv * (Xm - Ym)';
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54
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55 endfunction