Recently I have been trying to use an optimizer to make feature selections for clustering. I need a fitness function to tell the optimizer which feature set is better. So I refer to the criteria mentioned in the book "Introduction to Statistical Pattern Recognition 2nd Ed chapter 10,10.2- Keinosuke Fukunaga". The content is shown below.
I have found a function(ScatterMatrices()) in Matlab to calculate the value J. As shown below.
However, I didn't find any function similar to ScatterMatrices() in Matlab. I would appreciate it if you could help me.
