linproj: Linear Projection Methods

Installation

The package can be installed directly from GitHub using devtools:

if( require(devtools) == FALSE ) install.packages( "devtools" )
devtools::install_github( "ArtemSokolov/linproj" )

After the installation, the package can be loaded with a simple library( linproj ) command.

Linear Discriminant Analysis

For this example, we will work with the built-in iris dataset.

head( iris )
#   Sepal.Length Sepal.Width Petal.Length Petal.Width Species
# 1          5.1         3.5          1.4         0.2  setosa
# 2          4.9         3.0          1.4         0.2  setosa
# 3          4.7         3.2          1.3         0.2  setosa
# 4          4.6         3.1          1.5         0.2  setosa
# 5          5.0         3.6          1.4         0.2  setosa
# 6          5.4         3.9          1.7         0.4  setosa

There are several ways to train an LDA model. The LDA() function understands matrices, data.frames and formula objects. All of the following are equivalent ways to train an LDA model on the iris dataset. For more information, see ?LDA.

model <- LDA( iris, "Species" )
model <- LDA( iris, 5 )
model <- LDA( iris[,1:4], iris[,5] )
model <- LDA( as.matrix( iris[,1:4] ), iris[,5] )
model <- LDA( Species ~ ., iris )
model <- LDA( Species ~ Sepal.Length + Sepal.Width + Petal.Length + Petal.Width, iris )

Downstream analysis of the model can be performed using tidy verbs from the broom package. Specifically, linproj implements the verbs tidy, glance, and augment for LDA() output. Use tidy to retrieve the loadings of LDA components

broom::tidy( model )
#        Feature      LDA1        LDA2
# 1 Sepal.Length  0.626970 -0.01449191
# 2  Sepal.Width  1.181041 -2.14917074
# 3 Petal.Length -2.135565  0.52600987
# 4  Petal.Width -1.828151 -1.89227871

and glance to retrieve the corresponding eigenvalues:

broom::glance( model )
#        VQ1       VQ2
# 1 23.42386 0.2167796

New data can be projected onto the LDA components using augment:

head( broom::augment( model, iris ) )
#   Sepal.Length Sepal.Width Petal.Length Petal.Width Species     LDA1      LDA2
# 1          5.1         3.5          1.4         0.2  setosa 3.975771 -7.238048
# 2          4.9         3.0          1.4         0.2  setosa 3.259856 -6.160564
# 3          4.7         3.2          1.3         0.2  setosa 3.584227 -6.640101
# 4          4.6         3.1          1.5         0.2  setosa 2.976313 -6.318533
# 5          5.0         3.6          1.4         0.2  setosa 4.031178 -7.451516
# 6          5.4         3.9          1.7         0.4  setosa 3.629979 -8.322717