Can excel calculate Mahalanobis distance?

[kt_b1]

Is there an option in excel add-inns for Mahalanobis distance? or can it be
programmed to calculate this? If so, how?

 

[bj]

I Know of no add-in, but
(if I understand Mahalanobis distance properly)

=sumproduct((range1*range2)^L)^(1/L)
may work
where range1 and 2 are your comparison data and L is the Mahalanobis level
you wish

 

[Pete_UK]

Do a Google search for Mahalanobis and you will get plenty of hits.

Hope this helps.

Pete

 

[Jerry W. Lewis]

Not directly, but Excel supports matrix and array calculations that permit
you to calculate it from first principles.

http://en.wikipedia.org/wiki/Mahalanobis_distance

For example, if the variance-covariance matrix is in A1:C3, then the
Mahalanobis distance between the vectors in E1:E3 and F1:F3 is given by
=SQRT(MMULT(MMULT(TRANSPOSE(F1:F3-E1:E3),MINVERSE(A1:C3)),F1:F3-E1:E3))
which must be array entered (Ctrl-Shift-Enter). If you fail to array enter
it, it will simply return #VALUE!

Jerry