How do I make a Mahalanobis distance matrix in MATLAB?

Question

I have a data set with 5 repeats for each sample and 25 variables. I am trying to make a Mahalanobis distance matrix between all of the samples using these parameters. I used the "mahal" function, but this gives a vector of all of the distances for each repeat. How can I make a matrix of distances between samples (38*38) and not a vector (1*190)?

Leander Moesinger Leander Moesinger · Accepted Answer · 2017-07-04T07:18:00

For some test data:

X = rand(38,25); % some random test data with 38 observations and 25 variables
X = repmat(X,5,1); % 5 duplicates of each observation

You could use:

X = unique(X,'rows'); % remove duplicate observations
D = pdist(X,'mahalanobis'); % distance between all remaining observations
Z = squareform(D); % to square matrix format

How do I make a Mahalanobis distance matrix in MATLAB?

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