ClassScatterMatrices

On return, the variable parameter NClasses contains the number of found classes. The variable arrays ClCnt, ClMeans and ClVars contain the number of members of each class, the class means and the class variances, respectively. The first index of the arrays ClMeans and ClVars designates the corresponding variable, the second index addresses the class number (zero-based indices!). For example, the element ClVars[3,0] contains the variance of the fourth variable for the first class.

The between-class and within-class scatter matrices are returned in the variable parameters SBetwCl and SWithinCl.

The scatter matrices S_b and S_w are calculated according to the following equations. Please note that the scatter matrices are not scaled to the number of data points (which is sometimes the case in other implementations):

C ... number of classes
N_c ... number of data points per class
m ... overall mean
m_c ... mean of the class c
x_n ... data points
s_c ... first index of the class c (assuming the dataset is ordered according to the class numbers)
t_c ... last index of the class c

The function returns the following error codes:

 0 ... everything is OK
-1 ... lengths of InData and ClassVec do not match
-2 ... the class vector contains invalid class numbers
-3 ... the class vector does not contain contiguous class numbers (from 1 to NClasses)