wlda_loglik {RSSL}

Measures the expected log-likelihood of the LDA model defined by m, p, and iW on the data set a, where weights w are potentially taken into account

Description

Measures the expected log-likelihood of the LDA model defined by m, p, and iW on the data set a, where weights w are potentially taken into account

Usage

wlda_loglik(m, p, iW, a, w)

Arguments

m

means

p

class prior

iW

is the inverse of the within covariance matrix

a

design matrix

w

weights

Value

Average log likelihood