Regularised maximum likelihood linear discriminant analysis
Regularised maximum likelihood linear discriminant analysis.
reg.mle.lda(xnew, x, ina, lambda)
xnew |
A numerical vector or a matrix with the new observations, continuous data. |
x |
A matrix with numerical data. |
ina |
A numerical vector or factor with consecutive numbers indicating the group to which each observation belongs to. |
lambda |
A vector of regularization values λ such as (0, 0.1, 0.2,...). |
Regularised maximum likelihood linear discriminant analysis is performed. The function is not extremely fast, yet is pretty fast.
A matrix with the predicted group of each observation in "xnew". Every column corresponds to a λ value. If you have just on value of λ, then you will have one column only.
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>
x <- as.matrix(iris[, 1:4]) ina <- iris[, 5] a <- reg.mle.lda(x, x, ina, lambda = seq(0, 1, by = 0.1) )
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