[Octave-bug-tracker] [bug #45877] mahalanobis is wrong (and probably belongs to the statistics package)

[Lachlan Andrew]

Follow-up Comment #2, bug #45877 (project octave):

Greetings Carnë,

The function seem to do what it claims to do: it calculates the (single)
distance between the points in X and the points in Y, assuming both are drawn
from a Gaussian whose mean and variance is a fit to [X;Y].

This function has both a different name and different behaviour from Matlab's
mahal function; was the issues that you thought it was mahal?

Attached are both an implementation of a Matlab-compatible  mahal  function,
and a patch to Octave's  mahalanobis  function to improve its efficiency.  I'm
still not familiar with Octave's test mechanism, so could somebody please
check that the new test of  mahal  passes.

(file #34832, file #34833)
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Additional Item Attachment:

File name: mahal.m                        Size:2 KB
File name: mahalanobis.m.patch            Size:0 KB


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