Mahalanobis distance — mahalanobis • WoodburyMatrix

Generic for computing the squared Mahalanobis distance.

mahalanobis(x, center, cov, inverted = FALSE, ...)

# S4 method for ANY,ANY,SWoodburyMatrix
mahalanobis(x, center, cov, inverted = FALSE, ...)

Arguments

x: Numeric vector or matrix
center: Numeric vector representing the mean; if omitted, defaults to zero mean
cov: Covariance matrix
inverted: Whether to treat cov as a precision matrix; must be FALSE for SWoodburyMatrix objects.
...: Passed to the Cholesky function.

Methods (by class)

x = ANY,center = ANY,cov = SWoodburyMatrix: Use the Woodbury matrix identity to compute the squared Mahalanobis distance with the implicit matrix as the covariance.

See also