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Unit: SDL_math2
Class: none
Declaration: function MahalanobisDistance (p1, p2: TVector; InvCov: TMatrix): double;

The function MahalanobisDistance calculates the Mahalanobis distance of the two points p1 and p2 in a multidimensional space whose covariance structure is specified by the parameter InvCov. The matrix InvCov is the inverse of the covariance matrix of the data space. Please note that InvCov has to be a positive definite matrix, otherwise an exception is raised.

Last Update: 2016-Aug-15