- All Implemented Interfaces:
- Distance<double[]>, Metric<double[]>
public class MahalanobisDistance
extends Object
implements Metric<double[]>
In statistics, Mahalanobis distance is based on correlations between
variables by which different patterns can be identified and analyzed.
It is a useful way of determining similarity of an unknown sample set
to a known one. It differs from Euclidean distance in that it takes
into account the correlations of the data set and is scale-invariant,
i.e. not dependent on the scale of measurements.
- Author:
- Haifeng Li