Thank you for your program.
But I agree with maryam, after you find the coefficients for the training data, it should be used to test and classify another data which is missed the class label.
It is great if it is contains a testing part.
@ Christian Johner: where is the file?
it might be worth to mention will's blogspot entry where he explains the code in some more detail and also answers some interesting questions:
thanks for the code, will!
I'm an utter beginner with LDA, but I'm getting quite different class probability results using this vs. the 'classify' routine from the statistics toolbox. Perhaps it's the prior probability adjustment, but it would be nice if this had a literature reference and/or comparable results to classify.