Here’s an example implementation of mahalanobis function:
function d = mahalanobis(x, y, C)
d = sqrt((x-y) * inv(C) * (x-y)');
end
Here, x and y are the two vectors between which you want to calculate the Mahalanobis distance, and C is the covariance matrix. You can use this function to calculate the Mahalanobis distance between x and y by passing these arguments to the function.
