Mercurial > octave
view scripts/statistics/mahalanobis.m @ 283:f3ce570869fc
[project @ 1994-01-10 20:29:54 by jwe]
Initial revision
author | jwe |
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date | Mon, 10 Jan 1994 20:30:01 +0000 |
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children | 3c23b8ea9099 |
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# Copyright (C) 1993 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, 675 Mass Ave, Cambridge, MA 02139, 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@neuro.tuwien.ac.at) July 1993. # Dept of Probability Theory and Statistics TU Wien, Austria. if (nargin != 2) error ("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