mahalanobis <- function(x, center, cov, inverted=FALSE, tol.inv = 1e-7) { x <- if(is.vector(x)) matrix(x, ncol=length(x)) else as.matrix(x) x <- sweep(x, 2, center)# = (x - center) ## The following would be considerably faster for small nrow(x) and ## slower otherwise; probably always faster if the two t(.) weren't needed: ## ## retval <- apply(x * if(inverted) x%*%cov ## else t(solve(cov,t(x), tol=tol.inv)), ## 1, sum) if(!inverted) cov <- solve(cov, tol = tol.inv) retval <- rowSums((x%*%cov) * x) names(retval) <- rownames(x) retval }