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2003 Jun 08
2
LDA: normalization of eigenvectors (see SPSS)
...%Derror%*%Vstar = I
where Vstar are the normalized eigenvectors. Derror is an "error" or
"within" squaresum- and crossproduct matrix (squaresum of the p
variables on the diagonale, and the non-diagonal elements are the sum of
the crossproducts). For Derror the following holds: Dtotal = Dtreat +
Derror.
Since I assume that many of you are familiar with this transformation:
can anybody of you tell me, how to conduct this transformation in R?
Would be very nice. Thanks a lot
Cheers
Christoph
--
Christoph Lehmann <christoph.lehmann at gmx.ch>