[R] reference for mahalanobis {stats}

[Peng Yu]

On Fri, Oct 23, 2009 at 10:59 AM, Steve Lianoglou
<mailinglist.honeypot at gmail.com> wrote:
> Hi,
>
> On Oct 23, 2009, at 11:36 AM, Peng Yu wrote:
>
>> The help on mahalanobis {stats} does not include any reference. I'm
>> interested in understand why Mahalanobis is defined in its current way
>> and how to use it. Could somebody point me a good book on this? I have
>> looked through a few books, but they all give very light explanation
>> on it.
>
> The wikipedia page looks pretty good ... the "Intuitive Explanation" section
> should help:
>
> http://en.wikipedia.org/wiki/Mahalanobis_distance
>
> Googling also provides many more explanations:
>
> http://matlabdatamining.blogspot.com/2006/11/mahalanobis-distance.html

I have read the above links. But I still feel that a book might
explain it in a more complete fashion.