A command to ask the selected Discriminant for the value of Wilks' lamda (a multivariate measure of group differences over several variables).
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, April 7, 2004