this function fit the LDA model
LDA(X, y, method = c("MLE", "diagonal", "ridge"), lam = NULL)
| X | n x p matrix where the ith row is the values of the predictor for the ith case |
|---|---|
| y | n entry response vector where the ith entry is the response category in 1, ..., C for the ith case |
| method | estimation method |
| lam | optional tuning parameter specification |
returns a list with the parameter estimates