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2009 Apr 09
0
Discriminant Analysis Ellipse
...here my mean is zero and my covariance matrix is proportional. Q=y'Ay+c My program follows below with unreal data... My ellipse it's not surrounding the correct number of classified observations... I am getting more misclassification than I should... ellipse<-function(mu,sigma){ p<-2 priori1<-.55 priori2<-.45 gamma<-3 spectral<-eigen(sigma,symmetric=T) value<-spectral$values vector<-spectral$vectors angle<-seq(0,2*pi,length=100) c<-log(priori1/priori2)+(p/2)*log(gamma) #gamma=proportional constant y<-c*rbind(sqrt(value[1])*cos(angle),sqrt(value[2])*sin(angle)...