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Subject: Re: Mahalanobis Distance Calculation
Date: Wed, 17 Sep 2008 20:15:20 +0000 (UTC)
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Thanks for your replies, Mr. Perkins

regards,

dilber ayhan


Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> wrote in message <gakd5d$khh$1@fred.mathworks.com>...
> Dilber Ayhan wrote:
> > Hi,
> > 
> > as a second question, is multicollinearity prevented by using QR decomposition in mahal function? I knew it works, but using my data set, mahal function did not solve with mahal function and gave an error as "the matrix is singular"
> > since there is multicollinearity (since correlation matrix includes 1s)
> 
> There may be a standard or unique or useful way to define the Mahalanobis distance for a singular cov matrix, but I'm not familiar with it.  You could perhaps compute a distance along the degenerate subspace using a reduced cov matrix; MAHAL does not do that.