Discriminant: Get Wilks' lambda...

A command to ask the selected Discriminant for the value of Wilks' lamda (a multivariate measure of group differences over several variables).

Settings

From
the first eigenvalue number from which the value for lambda has to be calculated.

Details

Wilks' lambda is defined as:

Λ = Πi=from..numberOfEigenvalues 1 / (1 + eigenvalue[i])

Because lambda is a kind of inverse measure, values of lambda which are near zero denote high discrimination between groups.

© djmw 20040407