Rfast (version 1.2)

Mahalanobis distance: Mahalanobis distance

Description

Mahalanobis distance.

Usage

mahala(x, mu, sigma, ncores, ischol)

Arguments

x

A matrix with the data, where rows denotes observations (vectors) and the columns contain the variables.

mu

The mean vector.

sigma

The covariance or any square symmetric matrix.

ncores

The numbers of cores to use

ischol

A boolean variable set to true if the Cholesky decomposition of the covariance matrix is supplied in the argument "sigma".

Value

A vector with the Mahalanobis distances.

Examples

x <- matrix( rnorm(10000 * 200), ncol = 200 )
m <- colMeans(x)
s <- cov(x)
system.time( mahala(x, m, s) )
system.time( mahalanobis(x, m, s) )
a1 <- mahalanobis(x, m, s)
a2 <- mahala(x, m, s)
all.equal(a1, a2)