getBestVar

This function selects the best variable based on the specified multivariate
test statistic (<code>Pillai</code> or <code>Wilks</code>). It evaluates the statistic for each
candidate variable in <code>newVar</code> when combined with <code>currentVar</code>, and returns
the index and test statistic of the best variable. It also identifies
collinear variables.

A novel forward stepwise discriminant analysis framework
that integrates Pillai's trace with Uncorrelated Linear Discriminant Analysis (ULDA),
providing an improvement over traditional stepwise LDA methods that rely on Wilks' Lambda.
A stand-alone ULDA implementation is also provided, offering a more general solution
than the one available in the 'MASS' package. It automatically handles missing values and
provides visualization tools. For more details, see Wang (2024) <doi:10.48550/arXiv.2409.03136>.

Siyu Wang

folda

Forward Stepwise Discriminant Analysis with Pillai's Trace

getBestVar function

<dl><dt>currentVar</dt>
<dd>A numeric vector indicating the indices of currently
selected variables.</dd>
<dt>newVar</dt>
<dd>A numeric vector indicating the indices of candidate variables
to be tested.</dd>
<dt>Sw</dt>
<dd>A matrix representing the within-class scatter matrix.</dd>
<dt>St</dt>
<dd>A matrix representing the total scatter matrix.</dd>
<dt>testStat</dt>
<dd>A character string specifying the test statistic to use. Can
be either <code>"Pillai"</code> or <code>"Wilks"</code>. Default is <code>"Pillai"</code>.</dd></dl>

Arguments

Select Best Variable at Current Step Based on Multivariate Test Statistics — getBestVar

<dl>

<dt>currentVar</dt>
<dd>A numeric vector indicating the indices of currently
selected variables.</dd>


<dt>newVar</dt>
<dd>A numeric vector indicating the indices of candidate variables
to be tested.</dd>


<dt>Sw</dt>
<dd>A matrix representing the within-class scatter matrix.</dd>


<dt>St</dt>
<dd>A matrix representing the total scatter matrix.</dd>


<dt>testStat</dt>
<dd>A character string specifying the test statistic to use. Can
be either <code>"Pillai"</code> or <code>"Wilks"</code>. Default is <code>"Pillai"</code>.</dd>

</dl>

getBestVar: Select Best Variable at Current Step Based on Multivariate Test Statistics

Description

Usage

Value

Arguments