Cross validation with ESAG discrminant analysis: Cross validation for estimating the classification rate of a discrminant analysis for directional data assuming an ESAG distribution
Description
Cross validation for estimating the classification rate of a discrminant analysis for directional data assuming an ESAG distribution.
A matrix with the data in Eulcidean coordinates, i.e. unit vectors. The matrix must have three columns, only spherical data are currently supported.
ina
A variable indicating the groupings.
fraction
The fraction of data to be used as test set.
R
The number of repetitions.
seed
If seed is TRUE, the results will always be the same.
Value
A list including:
percent
The estimated percent of correct classification and two estimated standard deviations. The one is the standard devation of the rates and the other is
assuming a binomial distribution.
ci
Three types of confidence intervals, the standard one, another one based on the binomial distribution and the third one is the empirical one,
which calcualtes the upper and lower 2.5% of the rates.
Details
A repeated cross validation procedure is performed to estimate the rate of correct classification.
References
Mardia, K. V. and Jupp, P. E. (2000). Directional statistics. Chicester: John Wiley & Sons.
Paine P.J., Preston S.P., Tsagris M. and Wood A.T.A. (2018). An Elliptically Symmetric Angular
Gaussian Distribution. Statistics and Computing, 28((3):689--697.