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wilks

calculates the Wilks lambda = inter-classes inertia / total inertia

Calling sequence

w_lambda = wilks(x,y_classes)

Arguments

x:

a matrix (n x q)

y_classes:

the class of each observation; a conjunctive vector (n x 1) or a disjunctive matrix (n x nclasses)

w_lambda:

Wilks lambda = inertia within classes / total of inertia ; a scalar between 0 and 1

w_lambda=0: classes very well separated; w_lambda=1: classes not separated

Examples

[wlbda]=wilks(x,y_cl)

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