Re: [R] linear discriminant analysis in MASS

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Tue 21 Feb 2006 - 19:01:15 EST

On Mon, 20 Feb 2006, Alain Paquette wrote:

> Hello R people
>
> I now know how to run my discriminant analysis with the lda function in
> MASS:
> lda.alain=lda(Groupes ~ Ht.D0 + Lc.Dc + Ram + IDF, gr, CV = FALSE)
> and it works fine.

CV=FALSE is the default and so not needed.

> But I am missing a test and cannot find any help on how to get it, if it
> exist.
>
> The "S" equivalent:

There is no such function in S, and I rather object as the S equivalent is lda() (and as the author of both I should know). Credit where credit is due: discrim() is an S-PLUS function, indebted to lda().

> discrim(structure(.Data = Groupes ~ Ht.D0 + Lc.Dc + Ram + IDF, class =
> "formula"), data = gr, family = Canonical(cov.structure =
> "homoscedastic"), na.action = na.omit, prior = "proportional")
> outputs a nice matrix of Mahalanobis distances between groups and even
> tests (Hotelling's T Squared) for significant distances.

Well, it seems not to. That is part of the output of the summary() method, which itself calls the multicomp() method.

> Why don't I just take the "S" output you say? Because like you, I'd
> rather put in my paper that I did it using R of course!

No `of course' applies. If you learnt of this output from S-PLUS, I urge you to credit it honestly and accurately. (If you refer to lda, you should credit that, not just R.)

> Does anyone know of a way to get this test out of lda? Or of another R
> package that does it?

Mahalanobis distance between groups is easy, as this is just Euclidean distance between group centres in the scaled space. The test statistics can be produced, but

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Tue Feb 21 19:05:08 2006

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