Prediction of probabilities

ramhiser / sparsediscrim

Sparse and Regularized Discriminant Analysis in R

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Prediction of probabilities #30

Closed studerus closed 9 years ago

studerus commented 9 years ago

I would like to predict probabilities instead of scores and classes. Is it possible to implement this feature?

ramhiser commented 9 years ago

Sorry for my delayed response. Yeah, 'tis a good idea. IIRC MASS::lda actually applies the logistic function to the discriminant scores to estimate probabilities.

ramhiser commented 9 years ago

It turns out MASS::lda simply applies Bayes Theorem. I will add posterior probabilities today.

ramhiser commented 9 years ago

Classifier checklist:

[x] dlda
[x] dqda
[x] sdlda
[x] sdqda
[x] smdlda
[x] smdqda
[x] lda_pseudo
[x] lda_schafer
[x] lda_thomaz
[x] mdeb
[x] mdmeb
[x] mdmp
[x] hdrda

ramhiser commented 9 years ago

HDRDA already had a calculation for posterior probabilities