mahalconf first chooses the \(p\) (number of variables)
nearest points to point no. no in terms of the Mahalanobis
distance w.r.t. covall, so that there are \(p+1\) points.
In every further step, the covariance
matrix of the current configuration is computed and the nearest point
in terms of the new Mahalanobis distance is
added. solvecov is used to invert singular covariance
matrices.