Linear Discriminant Analysis.Canonical Structure Matrix Property
Gets the canonical structure matrix of the discriminant analysis.
Definition
Namespace: Numerics.NET.Statistics.Multivariate
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
public Matrix<double> CanonicalStructureMatrix { get; }
Property Value
Matrix<Double>Remarks
The structure matrix contains the correlations between the variables and the discriminant functions. It is also called the canonical loading or discriminant loadings matrix.
The discriminant functions play a role similar to latent variables in factor analysis. The correlations are loadings analogous to factor loadings.