[R] LDA in R: how to extract full equation, especially constant term
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Aug 22 08:15:31 CEST 2003
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:
> 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.
> -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
> R-help at stat.math.ethz.ch mailing list
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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