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What is the formula used to compute the posterior probability for LDA in R ? I have a unbalanced class 97% to 3%. Does LDA is good in this case ?

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  • $\begingroup$ Cross-posted on SO: stackoverflow.com/questions/33384174/… $\endgroup$ – user81847 Oct 28 '15 at 6:34
  • $\begingroup$ Search for linear discriminant analysis classification on this site, for formulas. As for highly unbalanced classes - yes it is not very good for classifications. Marginal skew affects power ("sensitivity") of almost every statistical analysis. $\endgroup$ – ttnphns Oct 28 '15 at 7:53
  • $\begingroup$ You got an answer in SO. Please delete this one. $\endgroup$ – user81847 Oct 28 '15 at 9:15

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