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[project @ 1994-01-10 20:29:54 by jwe] Initial revision
author jwe
date Mon, 10 Jan 1994 20:30:01 +0000
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children 3c23b8ea9099
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1 # Copyright (C) 1993 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 the
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7 # Free Software Foundation; either version 2, or (at your option) any
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8 # later version.
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9 #
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10 # Octave is distributed in the hope that it will be useful, but WITHOUT
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11 # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 # FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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13 # 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, 675 Mass Ave, Cambridge, MA 02139, USA.
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18
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19 function retval = mahalanobis (X, Y)
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20
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21 # usage: mahalanobis (X, Y)
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22 #
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23 # Returns Mahalanobis' D-square distance between the multivariate
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24 # samples X and Y, which must have the same number of components
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25 # (columns), but may have a different number of observations (rows).
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26
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27 # Written by Friedrich Leisch (leisch@neuro.tuwien.ac.at) July 1993.
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28 # Dept of Probability Theory and Statistics TU Wien, Austria.
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29
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30 if (nargin != 2)
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31 error ("usage: mahalanobis (X, Y)");
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32 endif
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33
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34 [xr, xc] = size (X);
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35 [yr, yc] = size (Y);
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36
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37 if (xc != yc)
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38 error ("mahalanobis: X and Y must have the same number of columns.");
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39 endif
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40
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41 Xm = sum (X) / xr;
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42 Ym = sum (Y) / yr;
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43
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44 X = X - ones (xr, 1) * Xm;
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45 Y = Y - ones (yr, 1) * Ym;
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46
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47 W = (X' * X + Y' * Y) / (xr + yr - 2);
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48
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49 Winv = inv (W);
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50
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51 retval = (Xm - Ym) * Winv * (Xm - Ym)';
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52
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53 endfunction