[R] reference for mahalanobis {stats}

[Steve Lianoglou]

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