mahalanobis.m

similer program for matlab

## Copyright (C) 1996, 1997, 1998, 1999, 2000, 2005, 2006, 2007
##               John W. Eaton
##
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## -*- texinfo -*-
## @deftypefn {Function File} {} mahalanobis (@var{x}, @var{y})
## Return the Mahalanobis' D-square distance between the multivariate
## samples @var{x} and @var{y}, which must have the same number of
## components (columns), but may have a different number of observations
## (rows).
## @end deftypefn

## Author: Friedrich Leisch <[e-mail]>
## Created: July 1993
## Adapted-By: jwe

function retval = mahalanobis (X, Y)

  if (nargin != 2)
    print_usage ();
  endif

  [xr, xc] = size (X);
  [yr, yc] = size (Y);

  if (xc != yc)
    error ("mahalanobis: X and Y must have the same number of columns");
  endif

  Xm = sum (X) / xr;
  Ym = sum (Y) / yr;

  X = X - ones (xr, 1) * Xm;
  Y = Y - ones (yr, 1) * Ym;

  W = (X' * X + Y' * Y) / (xr + yr - 2);

  Winv = inv (W);

  retval = (Xm - Ym) * Winv * (Xm - Ym)';

endfunction