Rdimtools (version 1.0.0)

do.olda: Orthogonal Linear Discriminant Analysis

Description

Orthogonal LDA (OLDA) is an extension of classical LDA where the discriminant vectors are orthogonal to each other.

Usage

do.olda(
  X,
  label,
  ndim = 2,
  preprocess = c("center", "scale", "cscale", "whiten", "decorrelate")
)

Arguments

X

an $(n\times p)$ matrix or data frame whose rows are observations and columns represent independent variables.

label

a length-$n$ vector of data class labels.

ndim

an integer-valued target dimension.

preprocess

an additional option for preprocessing the data. Default is "center". See also aux.preprocess for more details.

Value

a named list containing

Y

an $(n\times ndim)$ matrix whose rows are embedded observations.

trfinfo

a list containing information for out-of-sample prediction.

projection

a $(p\times ndim)$ whose columns are basis for projection.

References

ye_characterization_2005Rdimtools

Examples

# NOT RUN {
## use iris data
data(iris)
X     = as.matrix(iris[,1:4])
label = as.integer(iris$Species)

## compare with LDA
out1 = do.lda(X, label)
out2 = do.olda(X, label)

## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,2))
plot(out1$Y, col=label, main="LDA")
plot(out2$Y, col=label, main="Orthogonal LDA")
par(opar)

# }