
A command to test the selected Discriminant for the significance of discrimination afforded by the remaining n–k eigenvectors after the acceptance of the first k eigenvectors.
The test statistic is:
χ^{2} = –(degreesOfFreedom–(numberOfGroups+dimension)/2) ln Λ′, where 
degreesOfFreedom = (dimension–k)(numberOfGroups–k–1), and, 
Λ′ = Π_{j=k+1..numberOfEigenvalues} 1 / (1 + eigenvalue[j]) 
© djmw, November 2, 1998