Mercurial > octave
view scripts/statistics/mahalanobis.m @ 1315:611d403c7f3d
[project @ 1995-06-25 19:56:32 by jwe]
author | jwe |
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date | Sun, 25 Jun 1995 19:56:32 +0000 |
parents | 3f257ab07921 |
children | 5d29638dd524 |
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# Copyright (C) 1994, 1995 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. function retval = mahalanobis (X, Y) # 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). # 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