[R] About help on 'mahalanobis'

Martin Maechler maechler at stat.math.ethz.ch
Wed Dec 14 10:35:34 CET 2005


>>>>> "HenrikB" == Henrik Bengtsson <hb at maths.lth.se>
>>>>>     on Wed, 14 Dec 2005 17:05:32 +1100 writes:

    HenrikB> Hi,
    HenrikB> help on 'mahalanobis' (in the stats package in Rv2.2.0) now says:

    HenrikB> "Description:

    HenrikB> Returns the Mahalanobis distance of all rows in 'x' and the vector
    HenrikB> mu='center' with respect to Sigma='cov'. This is (for vector 'x')
    HenrikB> defined as

    HenrikB> D^2 = (x - mu)' Sigma^{-1} (x - mu)"

    HenrikB> It does return D^2 as written.  However, would the
    HenrikB> text be more clear if it says "Returns the
    HenrikB> _squared_ Mahalanobis distance D^2..." instead?  If
    HenrikB> so, then text in the example code, e.g. "##- Here,
    HenrikB> D^2 = usual Euclidean distances" and the title of
    HenrikB> the first plot will also have to be updated.

Indeed, thank you!
Committed {even to R-beta}.

    HenrikB> Compare this with what dist() in the same package
    HenrikB> returns.  When asking for the Equlidean distance
    HenrikB> (matrix) between rows in a matrix, we get D not
    HenrikB> D^2, e.g. dist(c(1,3)) == 2.




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