Compute mahalanobis distance between two vectors

Compute mahalanobis distance between two vectors

mahalanobis_distance(x, y, cov_mat, lambda = 0)

Arguments

x

First vector

y

First vector

cov_mat

covariance matrix between the features in x and y

lambda

Regularization, defaults to 0 (no regularization)

Value

The mahalanobis distance (scalar value)

Examples

mahalanobis_distance(iris[1, -5], iris[2, -5], cov(iris[, -5]))
#> [1] 1.834554