[R] Help with Mahalanobis

[Thomas Petzoldt]

Hello,

a proposed solution of Bill Venables is archieved on the S-News mailing
list:

http://www.biostat.wustl.edu/archives/html/s-news/2001-07/msg00035.html

and if I remember it correctly (and if the variance matrix is estimated
from the data), another similar way is simply to use the Euclidean
distance of rescaled scores of a pricipal component analysis, e.g.:

data(iris)

dat <- iris[1:4] # without the species names

z <- svd(scale(dat, scale=FALSE))$u
cl <- hclust(dist(z), method="ward")
plot(cl, labels=iris$Species)

#### or alternatively: ####

pc <- princomp(dat, cor=FALSE)

pcdata <- as.data.frame(scale(pc$scores))
cl <- hclust(dist(pcdata), method="ward")
plot(cl, labels=iris$Species)


Hope it helps!

Thomas P.