[R] predict.lda problem with posterior probabilities

Mike White mikewhite.diu at tiscali.co.uk
Fri Jan 23 13:23:27 CET 2004

With predict.lda the posterior probabilities only relate to the existing
Class definitions.  This is fine for Class definitions like gender but it is
a problem when new data does not necessarily belong to an existing Class.
Is there a classification method that gives posterior probabilities for
Class membership and does not assume the new data must belong to one of the
existing Classes?  A new class would then be indicated by low posterior
probabilities for all the existing Classes.

Mike White

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