rm(list=ls())
# Linear Discriminant Analysis

library(MASS)
attach(Smarket)
train<-(Year<2005)
Smarket.2005=Smarket[!train,]
dim(Smarket.2005)
Direction.2005=Direction[!train]
lda.fit=lda(Direction~Lag1+Lag2,data=Smarket,subset=train)
lda.fit
plot(lda.fit)
lda.pred=predict(lda.fit, Smarket.2005)
names(lda.pred)
lda.class=lda.pred$class
table(lda.class,Direction.2005)
mean(lda.class==Direction.2005)
sum(lda.pred$posterior[,1]>=.5)
sum(lda.pred$posterior[,1]<.5)
lda.pred$posterior[1:20,1]
lda.class[1:20]
sum(lda.pred$posterior[,1]>.9)