Returns the Mahalanobis distances between the group means.

Return Value

A nGroupsnGroups double array containing the Mahalanobis distances between the group means.

Remarks

For linear discrimination, the Mahalanobis distance

between group means i and j is computed using the within covariance matrix for group i in place of the pooled covariance matrix.

See Also

DiscriminantAnalysis Class | Imsl.Stat Namespace

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