LinearDiscriminantAnalysis.CanonicalStructureMatrix Property

Gets the canonical structure matrix of the discriminant analysis.

Definition

Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
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.

See Also