On Wed, 5 Oct 2005, Leonardo Lami wrote:

Hi,
I have the same problem.
I found a solution but I think there is something of more simple and correct.

I take a group and I put 0 the values of the other group, after I use the
function "glm" to abtain the  Fisher's discriminant function for this group.
I repeat the same for all the groups.

Which family in glm? There is a way to do Fisher's LDF by least-squares regression, but some further computations are required. The details are in section 3.2 of my PRNN book.

lda() does do Fisher's discriminant function, but note Fisher only did this for 2 groups and 1 function. The predict method evaluates the LDF, so just look at the code to see how it does it (you need to be careful about a lot of details to maintain accuracy).


Some times ago i try to make the same query but without results.

Best wishes
Leonardo

Alle 22:22, giovedì 29 settembre 2005, Kjetil Holuerson ha scritto:
This are in various packages, you could have a look at
ade4 (on CRAN).

Kjetil

C NL wrote:
Hi everyone,

  I'm trying to solve a problem about how to get the
Fisher's discriminant functions of a "lda" (linear
discriminant analysis) object, I mean, the object
obtained from doing "lda(formula, data)" function of
the package MASS in R-project. This object gives me
the canonical linear functions (n-1 coefficients
matrix of n groups at least), and only with this
information I could predict the group of an
observation data using the "predict" function. But
what I need is the Fisher's discriminant functions (n
coefficients matrix of n groups) in order to classify
my future data.

   The object "predict" gives me only the following
attributes "x", "posterior" and "class", but none of
them are the coefficients matrix of the Fisher's
discriminant functions, and the reason why I'm not
using the "predict" function for my predictions is
because the time spent is very high for what I'm
expecting, about 0.5 seconds while I can obtain this
prediction with the Fisher's discriminant functions
faster.

   So, I don't know if there's a package which I can
use to obtain the mentioned coefficients matrix of the
Fisher's discriminant functions.

   I anyone can help, I would appreciate it greatly.

Thank you and regards.

   Carlos Niharra López

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