Covariance & TableOfReal: To TableOfReal (mahalanobis)...

Calculate Mahalanobis distance for the selected TableOfReal with respect to the selected Covariance object.


Use table centroid
Use the mean vector calculated from the columns in the selected TableOfReal instead of the means in the selected Covariance.


Count the number of items that are within 1, 2, 3, 4 and 5 standard deviations from the mean.

We first create a table with only one column and 10000 rows and fill it with numbers drawn from a normal distribution with mean zero and standard deviation one. Its covariance matrix, of course, is one dimensional. We next create a table with Mahalanobis distances.

    n = 100000
    t0 = Create TableOfReal: "table", n, 1
    Formula: ~ randomGauss (0, 1)
    c = To Covariance
    selectObject: c, t0
    ts = To TableOfReal (mahalanobis): "no"
    for nsigma to 5
       selectObject: ts
       extraction = Extract rows where: ~ self < nsigma
       nr = Get number of rows
       nrp = nr / n * 100
       expect = (1 - 2 * gaussQ (nsigma)) * 100
       writeInfoLine: nsigma, "-sigma: ", nrp, "%, ", expect, "%"
       removeObject: extraction

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© djmw 20170828