Re: [R] puzzling classical Mahalanobis distances from covMcd() {robustbase}

2012-07-28 Thread David L Carlson
er D. Neiman > Sent: Friday, July 27, 2012 7:16 AM > To: r-help@r-project.org > Subject: [R] puzzling classical Mahalanobis distances from covMcd() > {robustbase} > > Greetings, > > I am puzzled about why the _classical_ Mahalanobis distances that I get > using > the {sta

[R] puzzling classical Mahalanobis distances from covMcd() {robustbase}

2012-07-27 Thread Fraser D. Neiman
Greetings, I am puzzled about why the _classical_ Mahalanobis distances that I get using the {stats} mahalanobis() function do not match the distances I get from the {robustbase} covMcd() function. Here is an example: x <- matrix(rnorm(10*3), ncol = 3) #here is the {stats} result: Sx <- cov(x) D