LDA: Linear Discriminant Analysis

Performs linear discriminant analysis.
Updated 11 Dec 2010

View License

Features of this implementation of LDA:
- Allows for >2 classes
- Permits user-specified prior probabilities
- Requires only base MATLAB (no toolboxes needed)
- Assumes that the data is complete (no missing values)
- Has been verified against statistical software
- "help LDA" provides usage and an example, including conditional probability calculation

Note: This routine always includes the prior probability adjustment to the linear score functions. (Some other LDA software drops this when the user specifies equal prior probabilities.)

Cite As

Will Dwinnell (2024). LDA: Linear Discriminant Analysis (https://www.mathworks.com/matlabcentral/fileexchange/29673-lda-linear-discriminant-analysis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes