DISTANCE FROM MEANName:
where X' is the transpose of X. If the vector X has n rows, then M must be an nxn matrix.
The distance from the mean for a matrix X is a commonly used quadratic form:
where Xi is the ith row, is the vector of column means, and is the inverse of the variance-covariance matrix of X. That is, Di is the distance of the ith row of the matrix from the mean. D is a vector.
In Dataplot, you specify the original matrix, not the variance-covariance matrix.
where <mat1> is a matrix for which the distance from the mean is to be computed;
and where <y> is a vector where the resulting distances are saved.
READ MATRIX IRIS.DAT M
LET Y = DISTANCE FROM MEAN M
Date created: 6/5/2001