# File src/library/stats/R/mahalanobis.R # Part of the R package, https://www.R-project.org # # Copyright (C) 1995-2014 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ if(FALSE) mahalanobis. <- function(x, center, cov, inverted=FALSE, ...) { x <- if(is.vector(x)) matrix(x, ncol=length(x)) else as.matrix(x) ## save speed in customary case: ## if(any(center != 0)) x <- t(sweep(x, 2, center))# = (x - center) setNames(colSums(x * if(inverted) cov%*%x else solve(cov, x, ...)), rownames(x)) } mahalanobis <- function(x, center, cov, inverted=FALSE, ...) { x <- if(is.vector(x)) matrix(x, ncol=length(x)) else as.matrix(x) ## save speed in customary case if(!isFALSE(center)) x <- sweep(x, 2L, center)# = "x - center" ## NB: sweep(...., check.margin=FALSE) does not measurably save time ## The following would be considerably faster for small nrow(x) and ## slower otherwise; probably always faster if the t(.) wasn't needed: ## ## x <- t(sweep(x, 2, center))# = (x - center) ## retval <- colSums(x * if(inverted) cov %*% x else solve(cov,x, ...)) if(!inverted) cov <- solve(cov, ...) setNames(rowSums(x %*% cov * x), rownames(x)) }