pooled_scatter | R Documentation |
Computes the within-class scatter matrix for a dataset with given class labels. This uses a trick involving the class means and their counts to produce:
S_w = \sum_i x_i x_i^T - \sum_k n_k M_k M_k^T
pooled_scatter(X, Y)
X |
A numeric matrix (n x d). Rows are samples, columns are features. |
Y |
A factor or numeric vector of length n representing class labels. |
A numeric (d x d) matrix representing the within-class scatter matrix.
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