A Toolbox for Linear Discriminant Analysis with Penalties
Description
Integrates several popular high-dimensional methods based on Linear Discriminant Analysis (LDA) and provides a comprehensive and user-friendly toolbox for linear, semi-parametric and tensor-variate classification as mentioned in Yuqing Pan, Qing Mai and Xin Zhang (2019) . Functions are included for covariate adjustment, model fitting, cross validation and prediction.