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>

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