set.seed(1)
n <- 20
p <- 100
x <- matrix(rnorm(n*p), ncol=p)
xte <- matrix(rnorm(n*p), ncol=p)
y <- c(rep(1,5),rep(2,5),rep(3,10))
x[y==1,1:10] <- x[y==1,1:10] + 2
x[y==2,11:20] <- x[y==2,11:20] - 2
xte[y==1,1:10] <- xte[y==1,1:10] + 2
xte[y==2,11:20] <- xte[y==2,11:20] - 2
out <- PenalizedLDA(x,y,xte,lambda=.14,K=2)
print(out)
plot(out)
pred.out <- predict(out,xte=xte)
cat("Predictions obtained using PenalizedLDA function and using
predict.penlda function are the same.")
print(cor(pred.out$ypred,out$ypred))
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