wlda: Implements weighted likelihood estimation for LDA
Description
Implements weighted likelihood estimation for LDA
Usage
wlda(a, w)
Arguments
a
is the data set
w
is an indicator matrix for the K classes or, potentially, a weight matrix in which the fraction with which a sample belongs to a particular class is indicated
Value
m contains the means, p contains the class priors, iW contains the INVERTED within covariance matrix