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Mahalanobis distance between two vectors?

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K M Ibrahim Khalilullah
K M Ibrahim Khalilullah 2016 年 9 月 22 日
I want to calculate distance between two vector using Mahalanobis distance. Suppose, A=[2 3 4 5] and B=[4 5 6 7] How can I calculate Mahalanobis distance between the two vector? Is it possible like euclidean distance? Any one help me please. They make me confusion!!
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Adam
Adam 2016 年 9 月 22 日
You need a covariance matrix in order to calculate mahalanobis distance as it is a distance relative to a system where a unit distance is effectively the surface of a hypersphere of some orientation or other often represented by some statistical model.
K M Ibrahim Khalilullah
K M Ibrahim Khalilullah 2016 年 9 月 22 日
Thank you very much. How can I get covariance matrix from the vector?

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回答 (1 件)

John D'Errico
John D'Errico 2016 年 9 月 22 日
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K M Ibrahim Khalilullah
K M Ibrahim Khalilullah 2016 年 9 月 22 日
Thanks John D'Errico for your reply. In pdist like D = pdist(X) Only X. but how can I arrange A and B into X? Please explain..

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