bigutilsr: maha_trans – R documentation

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maha_trans

Transform matrix

Description

Transform matrix to use Mahalanobis distance instead of Euclidean one.

Usage

maha_trans(U, estim = covrob_ogk(U))

Arguments

`U`	A matrix (e.g. PC scores).
`estim`	List of location and scatter estimates, `$cov` and `$center`.

Value

U, transformed.

Examples

X <- readRDS(system.file("testdata", "three-pops.rds", package = "bigutilsr"))
svd <- svds(scale(X), k = 5)

U <- svd$u
dist1 <- dist_ogk(U)

U.maha <- maha_trans(U)
dist2 <- rowSums(U.maha^2)
all.equal(dist2, dist1)

bigutilsr

Utility Functions for Large-scale Data

v0.3.4

GPL-3

Authors

Florian Privé [aut, cre]

Initial release

2021-04-08