VBA中的马氏距离

Function MahalanobisDistance(x As Range, y As Range) As Double
    Dim n As Integer
    Dim diff As Variant
    Dim cov As Variant
    Dim invCov As Variant
    
    n = x.Columns.Count
    diff = Application.WorksheetFunction.Transpose(x.Value - y.Value)
    cov = Application.WorksheetFunction.Covariance.Precise(x.Value, y.Value)
    invCov = Application.WorksheetFunction.MInverse(cov)
    
    MahalanobisDistance = Sqr(Application.WorksheetFunction.MMult(Application.WorksheetFunction.MMult(diff, invCov), Application.WorksheetFunction.Transpose(diff)))
End Function