update packages

[CreaPhase.git] / octave_packages / m / statistics / base / mahalanobis.m

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+## Copyright (C) 1996-2012 John W. Eaton
+##
+## This file is part of Octave.
+##
+## Octave 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 3 of the License, or (at
+## your option) any later version.
+##
+## Octave 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.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} mahalanobis (@var{x}, @var{y})
+## Return the Mahalanobis' D-square distance between the multivariate
+## samples @var{x} and @var{y}, which must have the same number of
+## components (columns), but may have a different number of observations
+## (rows).
+## @end deftypefn
+
+## Author: Friedrich Leisch <leisch@ci.tuwien.ac.at>
+## Created: July 1993
+## Adapted-By: jwe
+
+function retval = mahalanobis (x, y)
+
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  if (   ! (isnumeric (x) || islogical (x))
+      || ! (isnumeric (y) || islogical (y)))
+    error ("mahalanobis: X and Y must be numeric matrices or vectors");
+  endif
+
+  if (ndims (x) != 2 || ndims (y) != 2)
+    error ("mahalanobis: X and Y must be 2-D matrices or vectors");
+  endif
+
+  [xr, xc] = size (x);
+  [yr, yc] = size (y);
+
+  if (xc != yc)
+    error ("mahalanobis: X and Y must have the same number of columns");
+  endif
+
+  if (isinteger (x))
+    x = double (x);
+  endif
+
+  xm = mean (x);
+  ym = mean (y);
+
+  ## Center data by subtracting means
+  x = bsxfun (@minus, x, xm);
+  y = bsxfun (@minus, y, ym);
+
+  w = (x' * x + y' * y) / (xr + yr - 2);
+
+  winv = inv (w);
+
+  retval = (xm - ym) * winv * (xm - ym)';
+
+endfunction
+
+
+%% Test input validation
+%!error mahalanobis ();
+%!error mahalanobis (1, 2, 3);
+%!error mahalanobis ('A', 'B');
+%!error mahalanobis ([1, 2], ['A', 'B']);
+%!error mahalanobis (ones (2,2,2));
+%!error mahalanobis (ones (2,2), ones (2,2,2));
+%!error mahalanobis (ones (2,2), ones (2,3));