The LinearDiscriminant option of MultivariateStats allows input of means and covariance, the latter either common or distinct. In the case of common covariance matrices, the Discriminant is linear. However, if the covariance matrices are distinct, the Discriminant should be Quadratic in general. Or am I missing something? If I am correct, this could be a way to implement QDA.
Related topics
| Topic | Replies | Views | Activity | |
|---|---|---|---|---|
| DiscriminantAnalysis - old Package? | 2 | 782 | December 30, 2020 | |
| Alternative to multivariatestats.jl | 6 | 365 | February 22, 2024 | |
| LDA example in multivariatestats.jl flipped x and y values | 4 | 348 | February 25, 2024 | |
| Diagonalizations.jl: a package for multivariate linear filtering | 4 | 1547 | January 10, 2020 | |
| MultivariateStats - Factor Analysis not working for the :cm method? | 1 | 355 | November 3, 2021 |