Thank you, Professor Ripley. Murray Jorgensen Prof Brian Ripley wrote: > On Wed, 20 Sep 2006, Murray Jorgensen wrote: > >> I am in a discriminant analysis situation with a frame containing >> several variables and a grouping factor, if you like: >> >> set.seed(200906) >> exampledf <- as.data.frame(matrix(rnorm(50,5,2),nrow=10,ncol=5)) >> exampledf$Group <- factor(rep(c(1,2,3),c(3,3,4))) >> exampledf >> >> I'm sure there must be a simple way to get the within group pooled >> covariance matrix but I haven't found it yet. > > There are two versions of this, weighted and unweighted, and the > difference caused confusion in the early discriminant analysis > literature. (See MASS4 p.333.) The weighted version is conventional. > > Suppose you have a matrix X and a grouping factor g. Then either of > > group.means <- rowsum(X, g)/as.vector(table(g)) > group.means <- tapply(X, list(rep(g, ncol(X)), col(X)), mean) > > gives the group means, and var(X - group.means[g,]) seems to be what you > want. > >> I started thinking that one might begin by forming a frame with the same >> dimensions but containing the group means. But then I found a thread >> from two years back called "Getting the groupmean for each person" which >> seemed to imply that doing this was a bit subtle even for ncol=1. Hence >> I will risk a question to the list. > > That thread seems to be about efficiency for very large matrices on R of > two years' ago. >
-- Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: [EMAIL PROTECTED] Fax 7 838 4155 Phone +64 7 838 4773 wk Home +64 7 825 0441 Mobile 021 1395 862 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
