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RegisterMahalanobis distance - R code [Dissolution / BCS / IVIVC]
Dear Ace,
there is a function mahalanobis() in the stats package, i.e in the base installation of R.
But unfortunately it gives no confidence interval out of the box.
And this is the tricky part I think and for that I wish you a nice weekend
.
Beside the Tsong paper which is cryptic in this respect and doesn't give ready to program advice have a look at this online resource for another method:
B. Reiser
"CONFIDENCE INTERVALS FOR THE MAHALANOBIS DISTANCE"
Needs some postscript reader.
Have also a look at the function ginv() of the MASS package, which implements the Moore-Penrose inverse which is necessary in calculating the Mahalanobis distance if the estimated variance-covariance matrix is not invertible.
If you are interested, I have some code ruins.
there is a function mahalanobis() in the stats package, i.e in the base installation of R.
But unfortunately it gives no confidence interval out of the box.
And this is the tricky part I think and for that I wish you a nice weekend
.Beside the Tsong paper which is cryptic in this respect and doesn't give ready to program advice have a look at this online resource for another method:
B. Reiser
"CONFIDENCE INTERVALS FOR THE MAHALANOBIS DISTANCE"
Needs some postscript reader.
Have also a look at the function ginv() of the MASS package, which implements the Moore-Penrose inverse which is necessary in calculating the Mahalanobis distance if the estimated variance-covariance matrix is not invertible.
If you are interested, I have some code ruins.
—
Regards,
Detlew
Regards,
Detlew
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