Shrunken Linear Discriminant Analysis.
Shrunken Covariance Estimate.
Class object used for storing the results of a canonical high-dimensional linear discriminant analysis.
SigFq objects: covariance matrices associated with a q-factor model
ShrnkMatInv objects: precision (inverse of covariance) matrices associated with shrunken estimates of a covariance
Variable Selection for High-Dimensional Supervised Classification.
SigFqInv objects: precision (inverse of covariance) matrices associated with a q-factor model
ShrnkMat objects: shrunken matrix estimates of a covariance
Maximum uncertainty Linear Discriminant Analysis inverse matrix estimator.
High-Dimensional Factor-based Linear Discriminant Analysis.
Class object used for storing the results of a high-dimensional linear discriminant analysis routine
(with ‘ldafun’ argument set to “classification”).
Solve methods for ‘DMat’, ‘ShrnkMat’, ‘ShrnkMatInv’, ‘SigFq’ and ‘SigFqInv’ objects.
Approximation of Covariance Matrices from q-factor models
Internal HiDimDA Functions
MatMult: Specialized matrix multiplication of ‘DMat’, ‘ShrnkMat’, ‘ShrnkMatInv’, ‘SigFq’ and ‘SigFqInv’ objects.
Alon Colon Cancer Data Set
High Dimensional Discriminant Analysis
Diagonal Linear Discriminant Analysis.
Generic methods for extracting covariance and inverse covariance matrices from objects storing the results of a Linear Discriminant Analysis
Cross Validation for Discriminant Analysis Classification Algorithms
DMat objects: diagonal matrices
Maximum uncertainty Linear Discriminant Analysis.