Prediction of probabilities
studerus opened this issue · comments
I would like to predict probabilities instead of scores and classes. Is it possible to implement this feature?
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.
It turns out MASS::lda simply applies Bayes Theorem. I will add posterior probabilities today.
Classifier checklist:
-
dlda -
dqda -
sdlda -
sdqda -
smdlda -
smdqda -
lda_pseudo -
lda_schafer -
lda_thomaz -
mdeb -
mdmeb -
mdmp -
hdrda
HDRDA already had a calculation for posterior probabilities