Put your content here . . .
Here is a link to a lab on Bayes Classifier that you might find helpful. Please use it as a reference.
Enjoy, Raj..
Here is a link for a theoretical and practical assignment on Bayes Classifier.
--Ralazrai 21:55, 17 February 2010 (UTC)
Generating correlated multi-variate normal (MVN) data: I don't know if anyone else ran into this issue, but FreeMat doesn't know how to generate MVN random samples. The solution is to generate independent standard normal data points and perform a linear transformation. Refer to the link below for details:
To make matters worse, FreeMat cannot perform Cholesky decomposition. Two ways to get the desired results:
- Instead of starting with the covariance matrix and taking the square root, start with the upper triangular matrix A and take A'A as the covariance. (Prof. Boutin's suggestion).
- Perform singular value decomposition using FreeMat's "svd" command on the covariance matrix to get [u s v]. Then $ B = u \sqrt{s} v $ would serve as the square root.
The transformed data, using either A or B, should have be the desired statistics (please verify!).
-Satyam
