Hello David, Thank you for the help anyway. Well answering your question "However, I wonder how much value there is to computing the Mahalanobis distance with two variables that are measured on such different scales?":
These two variables are subseries of the same time series. What I'm doing is using one method of forecasting time series that searches in the past of the time series, similar subseries to be an input of a forecasting function. I'm testing several distance measures, and one of that is the mahalanobis distance. But right now I'm stuck with this problem.... Best regards, Jorge Aikes Junior Universidade Estadual do Oeste do ParanĂ¡ - Brazil. -- View this message in context: http://r.789695.n4.nabble.com/Mahalanobis-Distance-tp3844960p3845168.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.