unusualprofile

CRANunusualprofileMaRDI QIDQ85496FDOQ85496

Calculates Conditional Mahalanobis Distances

Feng Ji, W. Joel Schneider

Last update: 14 February 2024

Copyright license: GNU General Public License

Software version identifier: 0.1.2, 0.1.0, 0.1.1, 0.1.2, 0.1.4

Description

Calculates a Mahalanobis distance for every row of a set of outcome variables (Mahalanobis, 1936 <doi:10.1007/s13171-019-00164-5>). The conditional Mahalanobis distance is calculated using a conditional covariance matrix (i.e., a covariance matrix of the outcome variables after controlling for a set of predictors). Plotting the output of the cond_maha() function can help identify which elements of a profile are unusual after controlling for the predictors.

Cites work

• Reprint of: Mahalanobis, P.C. (1936) "On the Generalised Distance in Statistics."

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