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scipy.spatial.distance.mahalanobis¶

scipy.spatial.distance.mahalanobis(u, v, VI)¶

Computes the Mahalanobis distance between two n-vectors u and v, which is defiend as

$(u-v)V^{-1}(u-v)^T$

where VI is the inverse covariance matrix $V^{-1}$ .

Parameters :

u : ndarray

An $n$ -dimensional vector.

v : ndarray

An $n$ -dimensional vector.

Returns :

d : double

The Mahalanobis distance between vectors u and v.