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2008 Oct 09
2
vectorization instead of using loop
Dear all, I've sent this question 2 days ago and got response from Sarah. Thanks for that. But unfortunately, it did not really solve our problem. The main issue is that we want to use our own (manipulated) covariance matrix in the calculation of the mahalanobis distance. Does anyone know how to vectorize the below code instead of using a loop (which slows it down)? I'd really appreciate
2008 Oct 07
1
vectorization of a loop for mahalanobis distance calculation
Dear all, We have a data frame x with n people as rows and k variables as columns. Now, for each person (i.e., each row) we want to calculate a distance between him/her and EACH other person in x. In other words, we want to create a n x n matrix with distances (with zeros in the diagonal). However, we do not want to calculate Euclidian distances. We want to calculate Mahalanobis distances, which