MAHAL return the Mahalanobis' D-square distance between the multivariate samples x and y, which must have the same number of components (columns), but may have a different number of observations (rows). d = mahal(X,Y) d(k) = (X(k,:)-MU)*inv(SIGMA)*(X(k,:)-MU)' where MU and SIGMA are the mean and the covariance matrix of Y see also: TRAIN_SC, TEST_SC, COVM References:
Package: nan