Discriminant: Get partial discrimination probability...

A command to test the selected Discriminant for the significance of discrimination afforded by the remaining n–k eigenvectors after the acceptance of the first k eigenvectors.

## Details

The test statistic is:

χ2 = –(degreesOfFreedom–(numberOfGroups+dimension)/2) ln Λ′, where

degreesOfFreedom = (dimension–k)(numberOfGroups–k–1), and,

Λ′ = Πj=k+1..numberOfEigenvalues 1 / (1 + eigenvalue[j])