You have the R code: please read it. Hint: these isn't `an equation', but LDA chooses the largest of several expressions, and those expressions are in all the standard books, including V&R and in more detail in my PRNN book. For numerical stability reasons the `constants' are adjusted to keep the largest expression finite in computer arithmetic.
On Thu, 21 Aug 2003, Frank Gibbons wrote: > Hi, > > Having dipped my toe into R a few times over the last year or two, in the > last few weeks I've been using it more and more; I'm now a thorough > convert. I've just joined the list, because although it's great, I do have > this problem... > > I'm using linear discriminant analysis for binary classification, and am > happy with the classification performance using predict(). What I'd like to > do now is extract the equation for this classifier, for use elsewhere (in > Perl/Python code). > > I know that I can get the means and scaling factors from the predict() > object, but I'm having trouble computing the constant term. From reading > Venables & Ripley and Hastie/Tibshirani/Friedman, I know the priors play > a role in adjusting the "cut-point" from zero (for equally sized classes), > based on the relative sizes of the two classes. But when I try to do the > computation, I don't get a value that agrees with that returned by predict(). > > I've seen a post about this problem in the past, but it was never really > answered by anyone who was familiar with R/S-PLUS. Can anyone help me with > this? I guess I'm really wondering how R is computing the constant term in > its discriminant function. > > Thanks, > > -Frank Gibbons > > PhD, Computational Biologist, > Harvard Medical School BCMP/SGM-322, 250 Longwood Ave, Boston MA 02115, USA. > Tel: 617-432-3555 Fax: > 617-432-3557 http://llama.med.harvard.edu/~fgibbons > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
