Mahalanobis distance for a matrix with itself
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Hi
I am not sure I understand how I can do the following:
I have a 100x200 matrix - these are 100 timeseries, each timeseries has 200 datapoints. Now I want to calculate the mahalanobis distance of each timeseries with all the others - so theoretically I would end up with a symmetric 100x100 matrix - however, how can I do that in Matlab?
mahal(X',X')
does not seem to return the desired result
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