Hi,
On Oct 23, 2009, at 11:36 AM, Peng Yu wrote:
> The help on mahalanobis {stats} does not include any reference. I'm
> interested in understand why Mahalanobis is defined in its current way
> and how to use it. Could somebody point me a good book on this? I have
> looked through a few books, but they all give very light explanation
> on it.
The wikipedia page looks pretty good ... the "Intuitive Explanation"
section should help:
http://en.wikipedia.org/wiki/Mahalanobis_distance
Googling also provides many more explanations:
http://matlabdatamining.blogspot.com/2006/11/mahalanobis-distance.html
HTH,
-steve
--
Steve Lianoglou
Graduate Student: Computational Systems Biology
| Memorial Sloan-Kettering Cancer Center
| Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact