Discriminant: Get partial discrimination probability...

A command to test the selected Discriminant for the significance of discrimination afforded by the remaining nk eigenvectors after the acceptance of the first k eigenvectors.


The test statistic is:

χ2 = –(degreesOfFreedom–(numberOfGroups+dimension)/2) ln Λ′, where
degreesOfFreedom = (dimensionk)(numberOfGroupsk–1), and,
Λ′ = Πj=k+1..numberOfEigenvalues 1 / (1 + eigenvalue[j])

© djmw, November 2, 1998