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Applied Statistics Using SPSS, STATISTICA, MATLAB and R

Applied Statistics Using SPSS, STATISTICA, MATLAB and R

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490 Appendix F – Tools<br />

(Mahalanobis distance of the means) <strong>and</strong> for several values of the dimensionality<br />

ratio, n/d:<br />

Bayes error;<br />

Expected design set error (resubstitution method);<br />

Expected test set error (holdout method).<br />

Both classes are assumed to be represented by the same number of patterns per<br />

class, n.<br />

The user only has to specify the dimension d <strong>and</strong> the square of the Battacharrya<br />

distance (computable by several statistical software products).<br />

For any chosen value of n/d, the program also displays the st<strong>and</strong>ard deviations<br />

of the error estimates when the mouse is clicked over a selected point of the picture<br />

box.<br />

The expected design <strong>and</strong> test set errors are computed using the formulas<br />

presented in the work of Foley (Foley, 1972). The formula for the expected test set<br />

error is an approximation formula, which can produce slightly erroneous values,<br />

below the Bayes error, for certain n/d ratios.<br />

The program is installed in the Windows st<strong>and</strong>ard way.

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