TULIP (version 1.0.2)

SeSDA: Solution path for semiparametric sparse discriminant analysis

Description

Compute the solution path for semiparametric sparse discriminant analysis.

Usage

SeSDA(x,y,standardize=FALSE,lambda=NULL,alpha=1,eps=1e-7)

Arguments

x

Input matrix of predictors. x is of dimension \(N \times p\); each row is an observation vector.

y

An n-dimensional vector containing the class labels. The classes have to be labeled as 1 and 2.

standardize

A logic object indicating whether x should be standardized after transformation but before fitting classifier. Default is FALSE.

lambda

A sequence of lambda's. If lambda is missed or NULL, the function will automatically generates a sequence of lambda's to fit model.

alpha

The elasticnet mixing parameter, the same as in glmnet. Default is alpha=1 so that the lasso penalty is used.

eps

Convergence threshold for coordinate descent, the same as in glmnet. Default is 1e-7.

Value

transform

The tranformation functions.

objdsda

A DSDA object fitted on transformed data.

References

Mai, Q., Zou, H. and Yuan, M. (2013). A direct approach to sparse discriminant analysis in ultra-high dimensions. Biometrika, 99, 29-42.

Examples

# NOT RUN {
  data(GDS1615)   ##load the prostate data
  x<-GDS1615$x
  y<-GDS1615$y
  x=x[which(y<3),]
  y=y[which(y<3)]
  obj.path <- SeSDA(x,y)

# }