fpc (version 2.2-9)

mahalanodisc: Mahalanobis for AWC

Description

Vector of Mahalanobis distances or their root. For use in awcoord only.

Usage

mahalanodisc(x2, mg, covg, modus="square")

Value

vector of (rooted) Mahalanobis distances.

Arguments

x2

numerical data matrix.

mg

mean vector.

covg

covariance matrix.

modus

"md" (roots of Mahalanobis distances) or "square" (original squared form of Mahalanobis distances).

Author

Christian Hennig https://www.unibo.it/sitoweb/christian.hennig/en/

Details

The covariance matrix is inverted by use of solvecov, which can be expected to give reasonable results for singular within-class covariance matrices.

See Also

awcoord, solvecov

Examples

  options(digits=3)
  x <- cbind(rnorm(50),rnorm(50))
  mahalanodisc(x,c(0,0),cov(x))
  mahalanodisc(x,c(0,0),matrix(0,ncol=2,nrow=2))