Re: [Gretl-users] about mahalanobis distance calculation in gretl
On Sat, 2 Jan 2010, Sven Schreiber wrote:
I think in R it's the squared distance, and casually looking at
your
results seems to confirm this.
And putting the numbers into a spreadsheet definitely confirms it.
R and Mathematica are giving the square of the Mahalanobis
distance.
Actually there seems to be a typo in the manual, Mahalonobis instead
of
Mahalanobis.
Thanks, now fixed.
Allin.