Covariance & TableOfReal: To TableOfReal (mahalanobis)...

Calculate Mahalanobis distance for the selected TableOfReal with respect to the selected Covariance object.

## Setting

Use table centroid
  Use the mean vector calculated from the columns in the selected TableOfReal instead of the means in the selected Covariance.

## Example

Count the number of items that are within 1, 2, 3, 4 and 5 standard deviations from the mean.

We first create a table with only one column and 10000 rows and fill it with numbers drawn from a normal distribution with mean zero and standard deviation one. Its covariance matrix, of course, is one dimensional. We next create a table with Mahalanobis distances.

`n = 100000
` `t0 = Create TableOfReal: "table", n, 1
` `Formula: ~ randomGauss (0, 1)
` `c = To Covariance
` `selectObject: c, t0
` `ts = To TableOfReal (mahalanobis): "no"
` `
` `for nsigma to 5
` `selectObject: ts
` `extraction = Extract rows where: ~ self < nsigma
` `nr = Get number of rows
` `nrp = nr / n * 100
` `expect = (1 - 2 * gaussQ (nsigma)) * 100
` `writeInfoLine: nsigma, "-sigma: ", nrp, "%, ", expect, "%"
` `removeObject: extraction
` `endfor
`

### Links to this page

- Discriminant & TableOfReal: To TableOfReal (mahalanobis)...