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How to calculate mahalanobis distance in R?
The Mahalanobis distance is the relative distance between two cases and the centroid, where centroid can be thought of as an overall mean for multivariate data. We can say that the centroid is the multivariate equivalent of mean. If the mahalanobis distance is zero that means both the cases are very same and positive value of mahalanobis distance represents that the distance between the two variables is large. In R, we can use mahalanobis function to find the malanobis distance.
Example1
y1<−rpois(20,1) y2<−rpois(20,3) y3<−rpois(20,5) y4<−rpois(20,8) y5<−rpois(20,12) y6<−rpois(20,10) df2<−data.frame(y1,y2,y3,y4,y5,y6) df2
Output
y1 y2 y3 y4 y5 y6 1 0 2 4 6 11 10 2 1 6 7 4 9 9 3 1 1 6 13 14 11 4 3 3 9 9 16 9 5 2 3 6 10 9 13 6 0 6 7 13 14 13 7 2 2 7 4 15 7 8 0 2 4 8 14 10 9 2 7 3 7 6 12 10 0 2 6 10 10 9 11 0 5 5 10 8 6 12 2 3 5 7 11 9 13 0 5 3 6 9 7 14 0 2 6 3 13 7 15 1 1 7 10 9 9 16 0 3 3 8 12 11 17 0 3 4 5 13 13 18 1 2 6 14 13 8 19 1 2 4 10 8 7 20 1 5 11 13 12 16
mahalanobis(df2,colMeans(df2),cov(df2))
[1] 2.588021 6.383910 4.101547 8.860628 5.248206 8.669764 6.332766 [8] 3.065049 10.556830 2.882808 6.945220 2.333995 4.171714 5.990775 [15] 5.921976 3.198976 5.971216 5.382210 4.167775 11.226611
Example3
z1<−runif(20,1,2) z2<−runif(20,1,4) z3<−runif(20,1,5) z4<−runif(20,2,5) z5<−runif(20,5,10) df3<−data.frame(z1,z2,z3,z4,z5) df3
Output
z1 z2 z3 z4 z5 1 1.388613 3.591918 4.950430 3.012227 7.646999 2 1.536406 2.346386 4.009326 3.344235 6.804723 3 1.307832 2.156929 1.548907 3.719957 9.647134 4 1.452674 3.659639 4.067904 2.821600 9.042116 5 1.821635 1.581077 1.848880 2.133112 8.606968 6 1.472712 1.853850 2.757099 4.971375 8.195671 7 1.129696 1.007614 3.454963 4.500837 9.512772 8 1.084507 3.509503 3.972340 2.557956 5.070359 9 1.066166 3.487398 3.235659 2.692450 8.566473 10 1.622298 3.285975 3.214168 2.816199 6.811145 11 1.215978 2.695426 4.459403 3.883969 7.015267 12 1.748907 1.855413 1.100227 3.676822 8.668907 13 1.785502 3.365582 1.089094 2.232694 6.207582 14 1.313907 1.010318 2.040431 3.337156 6.281897 15 1.211392 2.821926 3.427129 4.835524 8.469758 16 1.127482 1.589360 4.105524 4.575452 7.425941 17 1.914011 1.015687 1.900738 2.542681 8.710688 18 1.156077 1.237109 1.667345 4.654083 6.764100 19 1.770988 3.685755 4.417545 4.637382 6.155797 20 1.594745 3.750948 1.394754 4.548843 9.902893 mahalanobis(df3,colMeans(df3),cov(df3)) [1] 3.680650 2.011037 3.520353 4.338257 5.095421 2.698317 5.394089 7.190855 [9] 6.030547 1.608436 1.705612 2.770687 7.343208 4.676116 2.461363 3.186534 [17] 6.758622 6.152332 9.599646 8.777917
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