MGSDA (version 1.6.1)

Multi-Group Sparse Discriminant Analysis

Description

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA .

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Version

Install

install.packages('MGSDA')

Monthly Downloads

219

Version

1.6.1

License

GPL (>= 2)

Maintainer

Irina Gaynanova

Last Published

September 3rd, 2023

Functions in MGSDA (1.6.1)

cv.dLDA

Cross-validation for MGSDA

dLDA

Estimate the matrix of discriminant vectors using L_1 penalty on the rows

classifyV

Classification for MGSDA