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Reply Mercedes on December sixteen, 2020 3:35 am Thanks very much Rick. This article and that in the Cholesky transformation helped me a great deal for just a clustering I happen to be doing. I need to present a reference for your paper, and I was wanting to know if you could possibly point out a reference of the publication to refer to for indicating that "The Euclidean length calculated about the dataset Y is similar to the Mahalanobis distance calculated in X." (In this article, Y is the info scaled While using the inverse of your Cholesky transformation).
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Reply Rick Wicklin on July 25, 2017 10:06 am I'm not conscious of any reserve that explicitly writes out Individuals ways, which is why I wrote them down. I will not see it in any in the guides on my reference shelf, nor in any of my multivariate statistics textbooks (eg, Johnson & Wichern), Even though the Thoughts are definitely existing and are recognized to scientists in multivariate statistics.
The Recommended Site objective of facts reduction is 2-fold, it identities pertinent commonalities Amongst the Uncooked information variables and offers a better feeling of anatomy, and it lessens the number of variables sothat the inside of-sample cov matrices are usually not singular because of p becoming better than n. Is that this appropriate?
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