PACKAGE
package mahalanobis
import "github.com/ant0ine/go.mahalanobis"
Naive implementation of the Mahalanobis distance using go.matrix
(https://en.wikipedia.org/wiki/Mahalanobis_distance)
This is me learning Go, it's probably broken, don't use it.
Example:
package main
import (
"fmt"
"github.com/skelterjohn/go.matrix"
"github.com/ant0ine/go.mahalanobis"
)
func main() {
points := matrix.MakeDenseMatrix([]float64{
1, 4, 3, 4,
4, 2, 3, 4,
}, 2, 4)
fmt.Println("4 points:\n", points)
target := matrix.MakeDenseMatrix([]float64{
3,
4,
}, 2, 1)
fmt.Println("the target point:\n", target)
distance, err := mahalanobis.Distance(points, target)
if err != nil {
panic(err)
}
fmt.Println("Mahalanobis distance=", distance)
}
FUNCTIONS
func CovarianceMatrix(points *matrix.DenseMatrix) *matrix.DenseMatrix
Return the covariance matrix for this set of points (sample covariance
is used) points.Rows() = dimensions. points.Cols() = number of points.
func Distance(points, target *matrix.DenseMatrix) (float64, error)
Return the Mahalanobis distance points.Rows() = dimensions.
points.Cols() = number of points. target.Cols = 1
func DistanceSquare(points, target *matrix.DenseMatrix) (float64, error)
Return the square of the Mahalanobis distance points.Rows() =
dimensions. points.Cols() = number of points. target.Cols = 1
func MeanVector(points *matrix.DenseMatrix) *matrix.DenseMatrix
Given a set a points, return the mean vector. points.Rows() =
dimensions. points.Cols() = number of points.