Mahalanobis distance between two vectors?
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I want to calculate distance between two vector using Mahalanobis distance. Suppose, A=[2 3 4 5] and B=[4 5 6 7] How can I calculate Mahalanobis distance between the two vector? Is it possible like euclidean distance? Any one help me please. They make me confusion!!
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Adam
2016-9-22
You need a covariance matrix in order to calculate mahalanobis distance as it is a distance relative to a system where a unit distance is effectively the surface of a hypersphere of some orientation or other often represented by some statistical model.
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