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DiscriminantAnalysisGetMahalanobis Method
Returns the Mahalanobis distances between the group means.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double[,] GetMahalanobis()

Return Value

Type: Double
An nGroups by nGroupsdouble matrix containing the Mahalanobis distances between the group means. For linear discrimination, the Mahalanobis distance
D_{ij}^2(x)
between group means i and j is computed using the within covariance matrix for group i in place of the pooled covariance matrix.
Exceptions
ExceptionCondition
EmptyGroupException is thrown when there are no observations in a group.
CovarianceSingularException is thrown when the variance-covariance matrix is singular.
See Also