mahalanobis distance for 2 vectors matlab
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Hey,
I tried the method mahal to calculate the mahalanobis distance between 2 vectors of 27 variables(columns) e.g. mahal(X,Y) where X and Y are the 2 vectors but it comes up with an error. After a few minutes of research I got that I can't use it like this but I'm still not sure sure why? can some explain to me why?
Also I have below an example of mahal method :
mahal([1.55 5 32],[5.76 43 34; 6.7 32 5; 3 3 5; 34 12 6;])
ans =
11.1706
can someone clarify how matlab calculated the answer in this case?
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Accepted Answer
Roger Stafford
on 11 May 2013
There appears to be a misconception here. Mahalanobis distance has no meaning between two multiple-element vectors. Ideally it is a distance between a vector (or distances between a set of vectors) and some given distribution defined by means and covariances. See the Wikipedia website
http://en.wikipedia.org/wiki/Mahalanobis_distance
In Mathworks' 'mahal' function
d = mahal(Y,X) ,
that distribution is approximated from the X array, which must have more rows than columns to be meaningful. In your case you were trying to use only one row in the second argument and that would not give a meaningful distribution. I suggest you carefully read the documentation at:
http://www.mathworks.com/help/stats/mahal.html
3 Comments
babi psylon
on 12 Nov 2013
hi Roger
Can you elaborate on the difference between mahal() en pdist2()? My full question is listed here: http://www.mathworks.com/matlabcentral/answers/105829-mahalanobis-distance- in-matlab-pdist2-vs-mahal-function
Babi
AlessioX
on 28 May 2018
Not entirely correct. At the end of the proposed code, one should add
d = sqrt(d);
for the result to be correct.
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