DiscriminantAnalysis.GetMahalanobis Method

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()

Public Function GetMahalanobis As Double(,)

public:
array<double,2>^ GetMahalanobis()

member GetMahalanobis : unit -> float[,]

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

Exception	Condition
EmptyGroupException	is thrown when there are no observations in a group.
CovarianceSingularException	is thrown when the variance-covariance matrix is singular.

Reference

DiscriminantAnalysis Class

Imsl.Stat Namespace