LDA: Linear Discriminant Analysis
Features of this implementation of LDA:
- Allows for >2 classes
- Permits user-specified prior probabilities
- Requires only base MATLAB (no toolboxes needed)
- Assumes that the data is complete (no missing values)
- Has been verified against statistical software
- "help LDA" provides usage and an example, including conditional probability calculation
Note: This routine always includes the prior probability adjustment to the linear score functions. (Some other LDA software drops this when the user specifies equal prior probabilities.)
Cite As
Will Dwinnell (2024). LDA: Linear Discriminant Analysis (https://www.mathworks.com/matlabcentral/fileexchange/29673-lda-linear-discriminant-analysis), MATLAB Central File Exchange. Retrieved .
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Version | Published | Release Notes | |
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1.0.0.0 |