[R] lda and maximum likelihood
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Aug 6 14:25:24 CEST 2007
On Mon, 6 Aug 2007, avanisco at univ-fcomte.fr wrote:
> I am trying to compare several methods for classify data into groups.
> In that purpose I 'd like to developp model comparison and selection
> using AIC.
> In the lda function of the MASS library, the maximum likelihood of the
> function is not given in the output and the script is not available.
The source _is_ available: it is part of the R tarball, and in the VR
bundle on CRAN.
> Do anyone know how to extract or compute the maximum likelihood used in
> the lda function?
It does not maximize a likelihood: what it does do is described in the
book for which this is support software.
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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