[R] Mahalanobis Distance

[jorgeA]

Hello David,

Thank you for the help anyway. Well answering your question "However, I
wonder how much value there is to computing the Mahalanobis distance with
two variables that are measured on such different scales?":

These two variables are subseries of the same time series. What I'm doing is
using one method of forecasting time series that searches in the past of the
time series, similar subseries to be an input of a forecasting function. I'm
testing several distance measures, and one of that is the mahalanobis
distance.   

But right now I'm stuck with this problem....

Best regards,

Jorge Aikes Junior
Universidade Estadual do Oeste do Paraná - Brazil.

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