Produces class loadings as in JCB2007.PDF CL = class_loadings(data, loadings, lambdas) data: structure containing data already transformed by loadings loadings: transformation matrix, usually containing eigenvectors as columns. This applies to PCA or LDA. lambdas (optional): eigenvalues corresponding to each column of loadings. if not provided, a vector or ones will be assumed CL(:, k) = loadings*(m_k.*lambdas), where m_k is the center of the k-th population of the data