daFisher <- function(x,grp,coda=TRUE,method="classical",plotScore=FALSE)
{
# Fisher LDA:
if(length(grp) != dim(x)[1]){
stop(paste("grp must be of length",dim(x)[1]))
}
if(dim(x)[2] < 1){
stop("matrix or data.frame expected.")
}
if(coda){
x <- isomLR(x)
}
p <- ncol(x)
ni <- table(grp)
ng <- length(ni)
n <- sum(ni)
pi <- ni/n
if (method=="classical"){
muil <- by(x,factor(grp),colMeans)
sigil <- by(x,factor(grp),cov)
}
else {
# require(rrcov)
res <- by(x,factor(grp),CovMcd)
muil <- lapply(res,getCenter)
sigil <- lapply(res,getCov)
}
mui <- matrix(unlist(muil),ng,p,byrow=TRUE)
mu <- pi%*%mui
hlp <- diag(sqrt(pi))%*%(mui-rep(1,ng)%*%mu)
B <- t(hlp)%*%hlp
sigi <- array(unlist(sigil),dim=c(p,p,ng))
W <- apply(sigi*array(sort(rep(pi,p*p)),dim=c(p,p,ng)),c(1,2),sum)
adir <- matrix(as.numeric(eigen(solve(W)%*%B)$vec),ncol=p)
adirs <- t(t(adir)/(sqrt(diag(t(adir)%*%W%*%adir))))
scores=x%*%adirs
if(plotScore){
pl <- as.numeric(factor(grp))
plot(scores[,1:2],col=pl, pch=pl, cex=1.5, xlab="Scores 1", ylab="Scores 2", cex.lab=1.2)
legend("topright", legend=levels(factor(grp)), pch=unique(pl), col=unique(pl), cex=1.3)
}
# postgroup <- apply(scores, 1, which.min)
# print(postgroup)
res <- list(B=B,W=W,loadings=adir,scores=scores,#classification=postgroup,
coda=coda)
class(res) <- "daFisher"
# ## fill in for class lda
# g <- as.factor(grp)
# lev <- lev1 <- levels(g)
# counts <- as.vector(table(g))
# prior <- counts/n
# prior <- prior[counts > 0]
#
#if(method == "moment") fac <- 1/(n-ng) else fac <- 1/n
#X <- sqrt(fac) * (x - group.means[g, ]) %*% scaling
#X.s <- svd(X, nu = 0)
#X <- sqrt(nu/(nu-2)*(1 + p/nu)/n * w) * (x - group.means[g, ]) %*% scaling
#X.s <- svd(X, nu = 0)
# cl <- match.call()
# cl[[1L]] <- as.name("daFisher")
#
# res <- structure(list(prior = prior, counts = counts, means = mui,
# scaling = hlp, lev = lev, svd = hlp,
# N = n, call = cl, B=B, W=W, loadings=adir, coda=coda),
# class = "lda")
#
# z1=z[grp=="arabica",]
# z2=z[grp=="blended",]
# n1=nrow(z1)
# n2=nrow(z2)
# n=n1+n2
# p1=n1/n
# p2=n2/n
# m1=apply(z1,2,mean)
# m2=apply(z2,2,mean)
# S1=cov(z1)
# S2=cov(z2)
# Sp=((n1-1)/(n1-1+n2-1))*S1+((n2-1)/(n1-1+n2-1))*S2
# Sp1=solve(Sp)
# yLDA=as.numeric(t(m1-m2)%*%Sp1%*%t(z)-as.numeric(1/2*t(m1-m2)%*%Sp1%*%(m1+m2)))-log(p2/p1)
# plot(z, pch=21, bg=ifelse(grp=="arabica","red","blue"))#bg=ifelse(yLDA<0,"red","blue"))
# y1=seq(from=min(z[,1])-1.5,to=max(z[,1])+1.9,by=0.05)
# y2=seq(from=min(z[,2]),to=max(z[,2])+0.2,by=0.05)
# y1a=rep(y1,length(y2))
# y2a=sort(rep(y2,length(y1)))
# ya=cbind(y1a,y2a)
# yaLDA=as.numeric(t(m1-m2)%*%Sp1%*%t(ya)-
# as.numeric(1/2*t(m1-m2)%*%Sp1%*%(m1+m2)))-log(p2/p1)
#
# boundLDA=abs(yaLDA)<0.05
# lines(lowess(y1a[boundLDA],y2a[boundLDA]),col=gray(0.6),lwd=1.5,lty=1)
invisible(res)
}