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Reply Mercedes on December 16, 2020 3:35 am Thank you greatly Rick. This submit Which from the Cholesky transformation helped me a great deal for the clustering I have already been executing. I would like to provide a reference for just a paper, and I had been thinking if you may indicate a reference of a publication to make reference to for indicating that "The Euclidean length calculated within the dataset Y is equivalent to the Mahalanobis distance calculated in X." (In this article, Y is the information scaled Using the inverse in the Cholesky transformation).
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My first idea was to interpret the info cloud as an extremely elongated ellipse which somehow would justify the assumption of MVN.
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How did you transform more info here the Mahalanobis distances to P-values? Do you've some sample facts along with a tutorial someplace on how to make the plot with the ellipses?
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