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MatrixLDA (version 0.2)

Penalized Matrix-Normal Linear Discriminant Analysis

Description

Fits the penalized matrix-normal model to be used for linear discriminant analysis with matrix-valued predictors. For a description of the method, see Molstad and Rothman (2018) .

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Version

Install

install.packages('MatrixLDA')

Monthly Downloads

24

Version

0.2

License

GPL-2

Maintainer

Aaron J. Molstad

Last Published

August 6th, 2018

Functions in MatrixLDA (0.2)

MatLDA_Grid

Fits the \(J\)-class penalized matrix-normal model for a two-dimensional grid of tuning parameters. Used for tuning parameter selection.
PredictMN

Classify matrix-valued data based on a matrix-normal linear discriminant; an object of class "MN".
MN_MLE

Matrix-normal maximum likelihood estimator
MatLDA

Fits the \(J\)-class penalized matrix-normal model for a single pair of tuning parameters.