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Fisher discriminant analysis with regularization

Basic method of multivariate analysis searching for the differences between groups
(105 downloads for this version - 105 downloads for all versions)
Details
Version
1.0
Author
Lukas Malec
Maintainer
Lukas Malec
License
Supported Scilab Version
Creation Date
December 23, 2015
Description
            function [egv,discrim,coeff] = fda(X,gnum,reg)

// Fisher discriminant analysis with regularization

// X ... data matrix arranged as columns - variables and rows - observations
// across individual groups
// gnum ... vector of group marks, e.g. gnum = [1 1 1 1 1 2 2 2 2 2 2 2 ...
// 3 3 3 3]' of the length corresponding to number of rows of X
// reg 0 ... without regularization (default)
//     any numerical value ... parameter used within the regularization

// coeff ... discriminant coefficients - eigenvectors
// discrim ... discriminant variables
// egv ... eigenvalues

// Authors: Lukáš Malec, Lenka Netušilová and Hana Tvrdíková
// Date: $2015-10-23$            
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Comments (2)     Leave a comment 
Comment from Samuel Gougeon -- January 12, 2016, 01:01:14 PM    
Hello,

// gnum ... vector of group marks, e.g. gnum = [1 1 1 1 1; 2 2 2 2 2 2 2;
// 3 3 3 3]' of the length corresponding to number of rows of X

This does not work, since all rows have not the same number of columns...

Regards
Comment from Lukas Malec -- January 14, 2016, 06:04:42 PM    
Hi Samuel,

thank you very much, this information in help is now improved. Of course, the assignment of

individual groups cannot be expressed as matrix.

Sincerely,
Lukáš
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