The Mahalanobis distance (MD) is distance between each observation and the
mean of the others.
For the obs. i MD(i)*MD(i)=(X(i)-mean(X))*inverse(S)*transpose(X(i)-mean(X))
where mean(X) is the mean of variables X, X(i) is values of variables X for
i, S is the variance-covariance matrix of X.
A relation with hat-matrix H is MD(i)*MD(i)=(n-1)*(h(ii)-1/n) where n is the
number of observations and h(ii) is the ii-th element of diag of the
hat-matrix H=X*inverse(transpose(X)*X)*transpose(X).
Hope this helps
--
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Dr SAULEAU Erik-A.
DIM
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Teo <[EMAIL PROTECTED]> a écrit dans le message :
[EMAIL PROTECTED]
> Anyone knows in what consist the Mahanalobis distance??
> I have to measure the distance between two histograms...
>
>
> Thanks,
>
> Teo.
>
>
> * Sent from AltaVista http://www.altavista.com Where you can also find
related Web Pages, Images, Audios, Videos, News, and Shopping. Smart is
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