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


[Package ctmva version 1.1.0 Index]