wlda {RSSL}

Implements weighted likelihood estimation for LDA

Description

Implements weighted likelihood estimation for LDA

Usage

wlda(a, w)

Arguments

a

is the data set

w

is an indicator matrix for the K classes or, potentially, a weight matrix in which the fraction with which a sample belongs to a particular class is indicated

Value

m contains the means, p contains the class priors, iW contains the INVERTED within covariance matrix