% MahalanobisDistance - Calculates (squared) Mahalanobis distance
% by Will Dwinnell
%
% function Dm = MahalanobisDistance(Group1,Group2);
%
% Dm     = Mahalanobis Distance
% Group1 = first group of observations
% Group2 = second group of observations
%
% Note: Result is distance of each point in 'Group1' from 
%   entire set 'Group2'.
%
% Reference: "Multivariate Statistical Methods, A Primer", by Manly
%
% Last modified: Mar-23-2007

function Dm = MahalanobisDistance(Group1,Group2);

% Pre-calculate displacement
Displacement = Group1 - repmat(mean(Group2),[size(Group1,1) 1]);

% Calculate Mahalanobis distance
Dm = diag(Displacement * inv(cov(Group2)) * Displacement');


% EOF