HiDimDA v0.2-4


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High Dimensional Discriminant Analysis

Performs linear discriminant analysis in high dimensional problems based on reliable covariance estimators for problems with (many) more variables than observations. Includes routines for classifier training, prediction, cross-validation and variable selection.

Functions in HiDimDA

Name Description
clldaRes Class object used for storing the results of a high-dimensional linear discriminant analysis routine (with ‘ldafun’ argument set to “classification”).
DMat DMat objects: diagonal matrices
Dlda Diagonal Linear Discriminant Analysis.
FrobSigAp Approximation of Covariance Matrices from q-factor models
MatMult MatMult: Specialized matrix multiplication of ‘DMat’, ‘ShrnkMat’, ‘ShrnkMatInv’, ‘SigFq’ and ‘SigFqInv’ objects.
AlonDS Alon Colon Cancer Data Set
HiDimDA-internal Internal HiDimDA Functions
CovE Generic methods for extracting covariance and inverse covariance matrices from objects storing the results of a Linear Discriminant Analysis
Mlda Maximum uncertainty Linear Discriminant Analysis.
canldaRes Class object used for storing the results of a canonical high-dimensional linear discriminant analysis.
RFlda High-Dimensional Factor-based Linear Discriminant Analysis.
SigFq SigFq objects: covariance matrices associated with a q-factor model
MldaInvE Maximum uncertainty Linear Discriminant Analysis inverse matrix estimator.
SelectV Variable Selection for High-Dimensional Supervised Classification.
SigFqInv SigFqInv objects: precision (inverse of covariance) matrices associated with a q-factor model
ShrnkMat ShrnkMat objects: shrunken matrix estimates of a covariance
ShrnkMatInv ShrnkMatInv objects: precision (inverse of covariance) matrices associated with shrunken estimates of a covariance
ShrnkSigE Shrunken Covariance Estimate.
Slda Shrunken Linear Discriminant Analysis.
solve Solve methods for ‘DMat’, ‘ShrnkMat’, ‘ShrnkMatInv’, ‘SigFq’ and ‘SigFqInv’ objects.
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Type Package
Date 2015-10-18
LazyLoad yes
LazyData yes
License GPL (>= 3)
URL http://www.r-project.org
Repository CRAN
NeedsCompilation yes
Packaged 2015-10-18 17:56:43 UTC; antonio
Date/Publication 2015-10-19 08:41:33
suggests MASS
depends R (>= 2.10.0)
imports splines
Contributors Antonio Duarte Silva

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