| Variable | Meaning | Notes |
|---|---|---|
i |
Iteration index over observations | for i = 1:n ... end |
j |
Iteration index over predictors | for j = 1:p ... end |
k |
Iteration index over classes | for k = 1:m ... end |
nₘ |
Vector of observation counts by class | Ex. nₘ = [150, 300, 250] |
n |
Observation count | n = sum(nₘ) |
m |
Class count | m = length(nₘ) |
p |
Predictor count | |
X |
Data matrix | |
Y |
Class label indicator matrix | |
y |
Class index vector | |
M |
Class centroid matrix | |
π |
Class priors vector | |
Σ |
Covariance matrix | |
W |
Whitening matrix | |
Δ |
Discriminant function matrix |