[R] lda of MASS library
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Apr 2 08:16:46 CEST 2003
On Tue, 1 Apr 2003, array chip wrote:
> it seems that the lda function in MASS library doesn't give out the
> constant for the linear discriminant function under the situation that
> we don't use standardized variable, anyone knows how to obtain the
> constant in order to construct the linear discriminant function?
There is no constant in the LDF as defined by Fisher.
> I understand that if the priors are set to be 1/2, the threshold of the
> discriminant score used to separate the 2 classes is 0, how about if the
> priors are not 1/2 vs. 1/2, e.g. like 1/3 vs. 2/3, in this situation,
> how to determine a threshold of the discriminant score to separate the 2
> classes? Is there a simple formula existing? I understand posterior
> probabilities are usually used for classification, but I would like to
> know if I want to use discriminant scores, how can I do it?
The formulae are in MASS (the book), but this is not then an LDF.
For two classes (not the only case!) you take the log odds of the
May I suggest you try to understand the theory behind the lda() function?
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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