Not directly, but Excel supports matrix and array calculations that permit
you to calculate it from first principles.
http://en.wikipedia.org/wiki/Mahalanobis_distance
For example, if the variance-covariance matrix is in A1:C3, then the
Mahalanobis distance between the vectors in E1:E3 and F1:F3 is given by
=SQRT(MMULT(MMULT(TRANSPOSE(F1:F3-E1:E3),MINVERSE(A1:C3)),F1:F3-E1:E3))
which must be array entered (Ctrl-Shift-Enter). If you fail to array enter
it, it will simply return #VALUE!
Jerry
"kt_b1" wrote:
Is there an option in excel add-inns for Mahalanobis distance? or can it be
programmed to calculate this? If so, how?