linear_OLDA: Orthogonal Linear Discriminant Analysis

In kisungyou/Rdimtools: Dimension Reduction and Estimation Methods

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.

Author(s)

Kisung You

References

\insertRef

ye_characterization_2005Rdimtools

Examples

## use iris data
data(iris)
set.seed(100)
subid = sample(1:150, 50)
X     = as.matrix(iris[subid,1:4])
label = as.factor(iris[subid,5])

## 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$Y, pch=19, col=label, main="LDA")
plot(out2$Y, pch=19, col=label, main="Orthogonal LDA")
par(opar)

kisungyou/Rdimtools documentation built on Jan. 2, 2023, 9:55 a.m.