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priori
2009 Apr 09
0
Discriminant Analysis Ellipse
...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))
t(mu+(vector%*...