Assignment 8

Direction 
      Frequency Percent
Down        602   48.16
Up          648   51.84
Total      1250  100.00

Call:
lda(Direction ~ Lag1 + Lag2, data = Smarket, subset = Year < 
    2005)

Prior probabilities of groups:
    Down       Up 
0.491984 0.508016 

Group means:
            Lag1        Lag2
Down  0.04279022  0.03389409
Up   -0.03954635 -0.03132544

Coefficients of linear discriminants:
            LD1
Lag1 -0.6420190
Lag2 -0.5135293

[1] "class"     "posterior" "x"        

         Direction.2005
lda.class Down  Up
     Down   35  35
     Up     76 106

     class posterior.Down posterior.Up         LD1
999     Up      0.4901792    0.5098208  0.08293096
1000    Up      0.4792185    0.5207815  0.59114102
1001    Up      0.4668185    0.5331815  1.16723063
1002    Up      0.4740011    0.5259989  0.83335022
1003    Up      0.4927877    0.5072123 -0.03792892

      
       Down  Up
  Down   35  35
  Up     76 106

[1] 0.5595238

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