Mahalanobis distance for multivariate outliers

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Doriana le 31 Juil 2013

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https://fr.mathworks.com/matlabcentral/answers/83626-mahalanobis-distance-for-multivariate-outliers

Clôturé : Sabin le 6 Jan 2023

Hello everyone, I have to calculate the Mahalanobis distance for the identification of multivariate outliers. I have 250000 rows, which are transformed into columns. At which point the program stops writing out of memory. How do you calculate the Mahalanobis distance for so many columns?

PC RAM = 3g

thanks D