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Subject: Re: Mahalanobis Distance Calculation
Date: Sun, 4 Jan 2009 22:44:02 +0000 (UTC)
Organization: Middle East Technical University
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Hi Peter,

in the calculation of MD, the values of Y should be standardized, since it is encouraged. This means;

Z=(Y-M)/stdev should be used with covariance function
But in the mahal function it isnot divided by standard deviation of Y values?If we want to use matlab mahal function, should we add this in to the formula, or it is already added?

Can you just explain this?

Thank you for your reply.

Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> wrote in message <gakcru$h5o$1@fred.mathworks.com>...
> Dilber Ayhan wrote:
> 
> > but what about (rx-1)?
> 
> I inadvertently left that out of my response to Baris.
> 
> > Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> wrote in message <g9jubp$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).