Covariance & TableOfReal: To TableOfReal (mahalanobis)...

Calculate Mahalanobis distance for the selected TableOfReal with respect to the selected Covariance object.

### Setting

Use table centroid
Use the mean vector calculated from the columns in the selected TableOfReal instead of the means in the selected Covariance.

### Example

Count the number of items that are within 1, 2, 3, 4 and 5 standard deviations from the mean.

We first create a table with only one column and 10000 rows and fill it with numbers drawn from a normal distribution with mean zero and standard deviation one. Its covariance matrix, of course, is one dimensional. We next create a table with Mahalanobis distances.

``` n = 100000``` ``` t0 = Create TableOfReal: "table", n, 1``` ``` Formula: ~ randomGauss (0, 1)``` ``` c = To Covariance``` ``` selectObject: c, t0``` ``` ts = To TableOfReal (mahalanobis): "no"``` ``` ``` ``` for nsigma to 5``` ```      selectObject: ts``` ```      extraction = Extract rows where: ~ self < nsigma``` ```      nr = Get number of rows``` ```      nrp = nr / n * 100``` ```      expect = (1 - 2 * gaussQ (nsigma)) * 100``` ```      writeInfoLine: nsigma, "-sigma: ", nrp, ", ", expect, ""``` ```      removeObject: extraction``` ``` endfor```