Code covered by the BSD License  

Highlights from
Discriminant Analysis Programme

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from Discriminant Analysis Programme by Bartolomeu Rabacal
Discrimination and Classification of data to and from groups with classical/robust estimation

computeCPCModel(covList, m_constants)
function [cpcCovList, LList, B, FList] = computeCPCModel(covList, m_constants)

[converge, B, FList] = falg(covList, m_constants.numVar, m_constants.numGrp);

if converge ~=0
    disp(sprintf('\n!!F-G algorithm did not converge!!\n No CPC Model is possible!'))
    BList = {};
    LList = {};
    cpcCovList = {};
end;

if converge == 0
    for i = 1:m_constants.numGrp 
        LList{i} = diag(FList{i});
        cpcCovList{i} = B * diag(LList{i}) * B';
    end
end

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