forward stepwise linear discriminant analysis

https://doi.org/10.1351/goldbook.10126

Linear discriminant analysis in which variables to build the discriminant functions are introduced one at a time to maximise the discrimination, until there is no significant improvement.

Notes:
  1. Significant improvement is usually tested by an F-test
  2. Interrelationships between variables that have not yet been selected are ignored, and variables already added, which may become largely redundant through subsequent additions, cannot be removed.
Source:
PAC, 2016, 88, 407. (Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)) on page 429 [Terms] [Paper]