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SODC (version 1.0)

my.lasso.classify: Sparse Optimal Discriminant Clustering

Description

To obtain SODC components and other relevant predictions in SODC method.

Usage

my.lasso.classify(data, c, lambda1, lambda2, tol = 10^(-10), iter.max = 50)

Arguments

data
A numberic dataset matrix.
c
An integer scalar with the desired number of groups.
lambda1
L1 penalty parameter, if lambda1=-1, then odc.clust choose the optimal lambda2 automatically given lambda2.idx. Otherwise perfoms SODC clustering using given lambda1.
lambda2
L2 penalty parameter, if lambda2=-1, then odc.clust choose the optimal lambda2 automatically given lambda2.idx. Otherwise perfoms ODC clustering using given lambda2.
tol
A tolerance value indicating the degree of prediction error of W.
iter.max
the maximum number of iterations allowed.

Value

Z
The SODC component.It is an n by k-1 matrix where n is the number of observations.
varset
An array indicating the selected varialbes index numbers.
what
Predicted W using SODC method.
nvarselected
The number of selected varialbes by SODC.The smaller the value, the sparser.