DiscriminantAnalysis.jl

Usage

Here is the basic API as it stands now:

using Distributions
using DiscriminantAnalysis

d1 = MultivariateNormal([0.0, 0.0], [2.0 1.0;
	                                 1.0 2.0])

d2 = MultivariateNormal([10.0, 10.0], [3.0 0.5;
	                                   0.5 3.0])

X = hcat(rand(d1, 100), rand(d2, 100))

y = vec(repmat([1, 2], 1, 100)')

GDA(X, y)
LDA(X, y)
RDA(X, y, 0.0)
RDA(X, y, 0.5)
RDA(X, y, 1.0)
dLDA(X, y)