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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

computeCPCSigmaList(B, LList, numGrps) 
function cpcSigmaList = computeCPCSigmaList(B, LList, numGrps)

for i = 1:numGrps
    cpcSigmaList{i}= B*diag(LList{i})*B';
end

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