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[Octave-bug-tracker] [bug #45877] mahalanobis is wrong (and probably bel
From: |
Lachlan Andrew |
Subject: |
[Octave-bug-tracker] [bug #45877] mahalanobis is wrong (and probably belongs to the statistics package) |
Date: |
Tue, 08 Sep 2015 07:13:53 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/31.0.1650.63 Safari/537.36 |
Follow-up Comment #2, bug #45877 (project octave):
Greetings Carnë,
The function seem to do what it claims to do: it calculates the (single)
distance between the points in X and the points in Y, assuming both are drawn
from a Gaussian whose mean and variance is a fit to [X;Y].
This function has both a different name and different behaviour from Matlab's
mahal function; was the issues that you thought it was mahal?
Attached are both an implementation of a Matlab-compatible mahal function,
and a patch to Octave's mahalanobis function to improve its efficiency. I'm
still not familiar with Octave's test mechanism, so could somebody please
check that the new test of mahal passes.
(file #34832, file #34833)
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Additional Item Attachment:
File name: mahal.m Size:2 KB
File name: mahalanobis.m.patch Size:0 KB
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