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decus/20-0026/discr.doc
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SUBROUTINE DISCR
PURPOSE
COMPUTE A SET OF LINEAR FUNCTIONS WHICH SERVE AS INDICES
FOR CLASSIFYING AN INDIVIDUAL INTO ONE OF SEVERAL GROUPS.
NORMALLY THIS SUBROUTINE IS USED IN THE PERFORMANCE OF
DISCRIMINANT ANALYSIS.
USAGE
CALL DISCR (K,M,N,X,XBAR,D,CMEAN,V,C,P,LG)
DESCRIPTION OF PARAMETERS
K - NUMBER OF GROUPS. K MUST BE GREATER THAN ONE.
M - NUMBER OF VARIABLES
N - INPUT VECTOR OF LENGTH K CONTAINING SAMPLE SIZES OF
GROUPS.
X - INPUT VECTOR CONTAINING DATA IN THE MANNER EQUIVA-
LENT TO A 3-DIMENSIONAL FORTRAN ARRAY, X(1,1,1),
X(2,1,1), X(3,1,1), ETC. THE FIRST SUBSCRIPT IS
CASE NUMBER, THE SECOND SUBSCRIPT IS VARIABLE NUMBER
AND THE THIRD SUBSCRIPT IS GROUP NUMBER. THE
LENGTH OF VECTOR X IS EQUAL TO THE TOTAL NUMBER OF
DATA POINTS, T*M, WHERE T = N(1)+N(2)+...+N(K).
XBAR - INPUT MATRIX (M X K) CONTAINING MEANS OF M VARIABLES
IN K GROUPS
D - INPUT MATRIX (M X M) CONTAINING THE INVERSE OF
POOLED DISPERSION MATRIX.
CMEAN - OUTPUT VECTOR OF LENGTH M CONTAINING COMMON MEANS.
V - OUTPUT VARIABLE CONTAINING GENERALIZED MAHALANOBIS
D-SQUARE.
C - OUTPUT MATRIX (M+1 X K) CONTAINING THE COEFFICIENTS
OF DISCRIMINANT FUNCTIONS. THE FIRST POSITION OF
EACH COLUMN (FUNCTION) CONTAINS THE VALUE OF THE
CONSTANT FOR THAT FUNCTION.
P - OUTPUT VECTOR CONTAINING THE PROBABILITY ASSOCIATED
WITH THE LARGEST DISCRIMINANT FUNCTIONS OF ALL CASES
IN ALL GROUPS. CALCULATED RESULTS ARE STORED IN THE
MANNER EQUIVALENT TO A 2-DIMENSIONAL AREA (THE
FIRST SUBSCRIPT IS CASE NUMBER, AND THE SECOND
SUBSCRIPT IS GROUP NUMBER). VECTOR P HAS LENGTH
EQUAL TO THE TOTAL NUMBER OF CASES, T (T = N(1)+N(2)
+...+N(K)).
LG - OUTPUT VECTOR CONTAINING THE SUBSCRIPTS OF THE
LARGEST DISCRIMINANT FUNCTIONS STORED IN VECTOR P.
THE LENGTH OF VECTOR LG IS THE SAME AS THE LENGTH
OF VECTOR P.
REMARKS
THE NUMBER OF VARIABLES MUST BE GREATER THAN OR EQUAL TO
THE NUMBER OF GROUPS.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
REFER TO 'BMD COMPUTER PROGRAMS MANUAL', EDITED BY W. J.
DIXON, UCLA, 1964, AND T. W. ANDERSON, 'INTRODUCTION TO
MULTIVARIATE STATISTICAL ANALYSIS', JOHN WILEY AND SONS,
1958, SECTION 6.6-6.8.