getMahalanobis(X, MU)

Compute squared Mahalanobis distance

MD = getMahalanobis(X, MU)

Compute SQUARED Mahalanobis distance between each multivariate observation in the matrix in X from
the "centroid", given by the vector MU. If MU is not included in the call, the function use the mean
vector of the dataset as centroid.

INPUT:

X : Dataset. in the form < Observations x Variables >
MU : Centroid. Vector of P elements in the form <1 x P>

OUTPUT:

MD : SQUARED Mahalanobis Distance of each observation from the centroid.
Vector of <N x 1> elements.