Path: news.mathworks.com!not-for-mail
From: Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Mahalanobis Distance Calculation
Date: Sun, 14 Sep 2008 21:13:34 -0400
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Dilber Ayhan wrote:

> but what about (rx-1)?

I inadvertently left that out of my response to Baris.

> Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> wrote in message <g9jubp$pkv$1@fred.mathworks.com>...

>> D = Y0*S^(-1)*Y0'
>>   = Y0*(X0'*X0)^(-1)*Y0'

Obviously, the estimate of S is (X0'*X0)/(n-1).