Skip to content
Prev 32194 / 398506 Next

Follow-up: [R] Fisher LDA and prior=c(...) argument

MASS the package provides suport for MASS the book.  See the latter for 
the details, also my book

Ripley, B. D. (1996) Pattern Recognition and Neural Networks. CUP

which explains leave-one-out CV and has the formulae.

Someone else mention n-fold CV.  That, including S code and examples, is 
in the MASS book and its scripts are in the MASS package.

Please do not ignore the DESCRIPTION files of a package:
library(help=MASS) says

Description:

Package: MASS
Description: The main library.
Title: Main Library of Venables and Ripley's MASS
...
BundleDescription: Various functions from the software of Venables and
        Ripley, `Modern Applied Statistics with S' (4th edition).
On Sun, 18 May 2003, Edoardo M Airoldi wrote:

            
Who mentioned Fisher LDA?  Fisher is not mentioned on the help page, and 
what is usually called LDA is not due to Fisher.