Mercurial > octave
comparison scripts/statistics/mahalanobis.m @ 283:f3ce570869fc
[project @ 1994-01-10 20:29:54 by jwe]
Initial revision
| author | jwe |
|---|---|
| date | Mon, 10 Jan 1994 20:30:01 +0000 |
| parents | |
| children | 3c23b8ea9099 |
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| 282:ea306e13ce22 | 283:f3ce570869fc |
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| 1 # Copyright (C) 1993 John W. Eaton | |
| 2 # | |
| 3 # This file is part of Octave. | |
| 4 # | |
| 5 # Octave is free software; you can redistribute it and/or modify it | |
| 6 # under the terms of the GNU General Public License as published by the | |
| 7 # Free Software Foundation; either version 2, or (at your option) any | |
| 8 # later version. | |
| 9 # | |
| 10 # Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 11 # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 12 # FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 13 # for more details. | |
| 14 # | |
| 15 # You should have received a copy of the GNU General Public License | |
| 16 # along with Octave; see the file COPYING. If not, write to the Free | |
| 17 # Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. | |
| 18 | |
| 19 function retval = mahalanobis (X, Y) | |
| 20 | |
| 21 # usage: mahalanobis (X, Y) | |
| 22 # | |
| 23 # Returns Mahalanobis' D-square distance between the multivariate | |
| 24 # samples X and Y, which must have the same number of components | |
| 25 # (columns), but may have a different number of observations (rows). | |
| 26 | |
| 27 # Written by Friedrich Leisch (leisch@neuro.tuwien.ac.at) July 1993. | |
| 28 # Dept of Probability Theory and Statistics TU Wien, Austria. | |
| 29 | |
| 30 if (nargin != 2) | |
| 31 error ("usage: mahalanobis (X, Y)"); | |
| 32 endif | |
| 33 | |
| 34 [xr, xc] = size (X); | |
| 35 [yr, yc] = size (Y); | |
| 36 | |
| 37 if (xc != yc) | |
| 38 error ("mahalanobis: X and Y must have the same number of columns."); | |
| 39 endif | |
| 40 | |
| 41 Xm = sum (X) / xr; | |
| 42 Ym = sum (Y) / yr; | |
| 43 | |
| 44 X = X - ones (xr, 1) * Xm; | |
| 45 Y = Y - ones (yr, 1) * Ym; | |
| 46 | |
| 47 W = (X' * X + Y' * Y) / (xr + yr - 2); | |
| 48 | |
| 49 Winv = inv (W); | |
| 50 | |
| 51 retval = (Xm - Ym) * Winv * (Xm - Ym)'; | |
| 52 | |
| 53 endfunction |