“Mahalanobis distance is a distance measure introduced by P.C. Mahalanobis in 1936. It is based on correlations between variables by which different patterns can be identified and analyzed. It is a useful way of determining similarity of an unknown sample set to a known one. It differs from Euclidean distance in that it takes into account the correlations of the data set and is scale-invariant.”
Invierno 2008.
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