lda.ct {ctmva}

R Documentation

Continuous-time Fisher's linear discriminant analysis

Description

A continuous-time version of Fisher's LDA, in which segments of the time interval take the place of groups of observations.

Usage

## S3 method for class 'ct'
lda(fdobj, partition)

Arguments

fdobj	continuous-time multivariate data set of class "fd"
partition	a priori break points dividing the time interval into segments

Value

Object of class "lda.ct", a list consisting of

scaling	matrix of coefficients defining the discriminants (as in lda)
values	eigenvalues giving the ratios of between to within sums of squares
partition	the supplied partition
fdobj	linear discriminants represented as an "fd" object
nld	number of linear discriminants

Author(s)

Biplab Paul <paul.biplab497@gmail.com> and Philip Tzvi Reiss <reiss@stat.haifa.ac.il>

See Also

plot.lda.ct; lda, for the classical version

Examples

## see end of example in ?pca.ct

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