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DOC: add link to the plot_mahalanobis_distances example #31485

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@natmokval natmokval commented Jun 5, 2025

Towards #30621

This PR adds a reference to the plot_mahalanobis_distances.py.

The plot_mahalanobis_distances.py example is already referenced in the User Guide. I added a link to make the example visible from the API documentation as well.

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@StefanieSenger, I added link the to plot_mahalanobis_distances example. Could you please take a look at this PR?

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Thank you for the PR, @natmokval! I have a few comments.

Comment on lines +140 to +142
For an example of using covariance estimation with Mahalanobis
distances on Gaussian distributed data, refer to
:ref:`sphx_glr_auto_examples_covariance_plot_mahalanobis_distances.py`
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I think it'd be better idea to place this inside the mahalanobis method's docstring. Also,

"For a detailed example of how outlying data affects the Mahalanobis distance, see <example_link>."

The same applies to MinCovDet.

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