
A command to ask the selected Discriminant for the value of Wilks' lamda (a multivariate measure of group differences over several variables).
Wilks' lambda is defined as:
Λ = Π_{i=from..numberOfEigenvalues} 1 / (1 + eigenvalue[i]) 
Because lambda is a kind of inverse measure, values of lambda which are near zero denote high discrimination between groups.
© djmw, April 7, 2004