Features of this implementation of LDA:
- Allows for >2 classes
- Permits user-specified prior probabilities
- Requires only base MATLAB (no toolboxes needed)
- Assumes that the data is complete (no missing values)
- Has been verified against statistical software
- "help LDA" provides usage and an example, including conditional probability calculation
Note: This routine always includes the prior probability adjustment to the linear score functions. (Some other LDA software drops this when the user specifies equal prior probabilities.)
Will Dwinnell (2023). LDA: Linear Discriminant Analysis (https://www.mathworks.com/matlabcentral/fileexchange/29673-lda-linear-discriminant-analysis), MATLAB Central File Exchange. Retrieved .
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