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Project 2: Multidimensional Methods: Due March 14th

The undergraduates may choose any subject, the graduates may not choose the first one, they may also come and see me to choose a project related to their research work.
Linear Discriminant Analysis in Matlab
  1. Write a matlab m file with functions that enable a full linear discriminant analysis as we saw lda in Splus.
  2. A predict function that says which class a test observation would be assigned to using a chosen number of discriminant variables.
  3. A cross validation facility enabling the computation of the estimated cross validated percentage of well-classified observations.
Bootstrap of a Principal Component Analysis
Choice of either Splus or matlab for this project.
  1. Write a pca program.
  2. Write a bootstrap program that generates new resamples.
  3. Execute the pca program many times, each time, lining up the components so they are comparable.
  4. Project all the reconstructions on a same plane.
  5. Construct convex hulls around these points.
Interface Xgobi with matlab
Write a matlab front end for calling xgobi on a matlab matrix. This requires using !cmex the compiler for matlab and also getting matrices from matlab into a compatible structure for xgobi to deal with
Projection Pursuit algorithm
With either Splus or matlab, write a projectiuon pursuit program that finds the best two dimensional plane to project to optimize several possible indices:
-Friedman and Tukey's
-Entropy
-optionally-a user defined one

By using the resident optimization, or by programming your own.

Program a Multidimensional Method of your choice
Up to you, preferably with quality graphics etc....


next up previous index
Next: Final Project: Due May Up: Projects Previous: Project 1: Graphics and   Index
Susan Holmes 2002-01-12