Can excel calculate Mahalanobis distance?
 

Is there an option in excel add-inns for Mahalanobis distance? or can it be
programmed to calculate this? If so, how?

Can excel calculate Mahalanobis distance?
 

I Know of no add-in, but
(if I understand Mahalanobis distance properly)

=sumproduct((range1*range2)^L)^(1/L)
may work
where range1 and 2 are your comparison data and L is the Mahalanobis level
you wish
"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?

Can excel calculate Mahalanobis distance?
 

Do a Google search for Mahalanobis and you will get plenty of hits.

Hope this helps.

Pete

On Mar 24, 7:40 am, 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?

Can excel calculate Mahalanobis distance?
 

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?