lda function

Linear Discrimination

Finds the coefficients $a_k$ and constants $c_k$ for Fisher's linear discrimination function $d_k$ in (11.31) and (11.32).

lda(x, y)

Arguments

• x: The $N x P$ data matrix.
• y: The $N$-vector of group identities, assumed to be given by the numbers 1,...,$K$ for $K$ groups.

Returns

A list with the following components:

• a: A $P x K$ matrix, where column $K$ contains the coefficents $a_k$ for (11.31). The final column is all zero.
• c: The $K$-vector of constants $c_k$ for (11.31). The final value is zero.

Examples

# Iris example
x.iris <- as.matrix(iris[, 1:4])
# Gets group vector (1, ... , 1, 2, ... , 2, 3, ..., 3)
y.iris <- rep(1:3, c(50, 50, 50))
ld.iris <- lda(x.iris, y.iris)

See Also

sweep