Re: [Gretl-users] Calculating the Mahalanobis distance

On Mon, 7 Apr 2014, GOO Creations wrote: > The functions for the Mahalanobis distance are not documented and I hope > someone on the mailing list can help me with this. > > I want to compute the Mahalanobis distances for an array of doubles (or > DATASET). I'm a little bit confused what the difference between > mahalanobis_distance() and get_mahal_distances() is. What should the > list (1st parameter contain), and what exactly is the second parameter pZ? Before answering, may I suggest that the gretl-devel mailing list might be a better place for this sort of question. This list is really for questions regarding end-use of gretl rather than programming using libgretl. There isn't a specific list for the latter sort of question but the devel list would be more suitable. Anyway: * mahalanobis_distance() calculates and prints Mahalanobis distances but does not give you any "handle" on the computed distances. * get_mahal_distances() returns a pointer to a struct containing the distances plus some auxiiliary information. This is what you need if you want to use the results in further calculations. As for the arguments to get_mahal_distances() the first is a list of ID numbers of series to be included (their positions within a dataset). http://gretl.sourceforge.net/API/new/gretl/gretl-Lists.html If you're seeing a second parameter named "pZ" then you're working with an old version of the libgretl API from prior to July 2011 (not recommended). See gretl.sourceforge.net/API/new/gretl/gretl-Descriptive-statistics.html Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users