IMSL C# Numerical Library

DiscriminantAnalysis.Update Method (Double[,], Int32, Int32[], Double[], Double[])

Processes a set of observations and associated frequencies and weights then performs a linear or quadratic discriminant function analysis among the several known groups.

public void Update(
   double[,] x,
   int groupIndex,
   int[] varIndex,
   double[] frequencies,
   double[] weights
);

Parameters

x
A double matrix containing the observations.
groupIndex
An int containing the column index of x in which the group numbers are stored.
varIndex
An int array containing the column indices in x that correspond to the variables to be used in the analysis.
frequencies
A double array containing the associated frequencies.
weights
A double array containing the associated weights.

Remarks

The columns indicated in varIndex correspond to the variables, and groupIndex column contains the group numbers. The groups must be numbered 1,2, ..., nGroups.

Exceptions

Exception Type Condition
SumOfWeightsNegException is thrown if the sum of the weights have become negative.
EmptyGroupException is thrown if there are no observations in a group. Cannot compute statistics.
CovarianceSingularException is thrown if the variance-Covariance matrix is singular.
PooledCovarianceSingularException is thrown if the pooled variance-Covariance matrix is singular.

See Also

DiscriminantAnalysis Class | Imsl.Stat Namespace | DiscriminantAnalysis.Update Overload List