Mercurial > octave-nkf

annotate scripts/statistics/base/mahalanobis.m @ 7016:93c65f2a5668

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 34f96dd5441b
children a1dbe9d80eee
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
1 ## Copyright (C) 1996, 1997 John W. Eaton
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
2 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
3 ## This file is part of Octave.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
4 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
5 ## Octave is free software; you can redistribute it and/or modify it
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
6 ## under the terms of the GNU General Public License as published by
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
8 ## your option) any later version.
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
9 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
13 ## General Public License for more details.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
14 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
15 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
17 ## <http://www.gnu.org/licenses/>.
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
18
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
19 ## -*- texinfo -*-
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
20 ## @deftypefn {Function File} {} mahalanobis (@var{x}, @var{y})
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
21 ## Return the Mahalanobis' D-square distance between the multivariate
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
22 ## samples @var{x} and @var{y}, which must have the same number of
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
23 ## components (columns), but may have a different number of observations
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
24 ## (rows).
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
25 ## @end deftypefn
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
26
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
27 ## Author: Friedrich Leisch <leisch@ci.tuwien.ac.at>
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
28 ## Created: July 1993
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
29 ## Adapted-By: jwe
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
30
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
31 function retval = mahalanobis (X, Y)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
32
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
33 if (nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5307
diff changeset
34 print_usage ();
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
35 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
36
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
37 [xr, xc] = size (X);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
38 [yr, yc] = size (Y);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
39
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
40 if (xc != yc)
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3367
diff changeset
41 error ("mahalanobis: X and Y must have the same number of columns");
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
42 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
43
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
44 Xm = sum (X) / xr;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
45 Ym = sum (Y) / yr;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
46
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
47 X = X - ones (xr, 1) * Xm;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
48 Y = Y - ones (yr, 1) * Ym;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
49
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
50 W = (X' * X + Y' * Y) / (xr + yr - 2);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
51
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
52 Winv = inv (W);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
53
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
54 retval = (Xm - Ym) * Winv * (Xm - Ym)';
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
55
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
56 endfunction