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Calculate Mahalanobis distance for the selected TableOfReal with respect to the selected Covariance object.
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
© djmw 20170828