Regularised Discriminant Analysis
Description
Regularised discriminant analysis functions. The classical regularised discriminant analysis proposed by Friedman in 1989, including cross-validation, of which the linear and quadratic discriminant analyses are special cases. Further, the regularised maximum likelihood linear discriminant analysis, including cross-validation. References: Friedman J.H. (1989): "Regularized Discriminant Analysis". Journal of the American Statistical Association 84(405): 165--175. . Friedman J., Hastie T. and Tibshirani R. (2009). "The elements of statistical learning", 2nd edition. Springer, Berlin. . Tsagris M., Preston S. and Wood A.T.A. (2016). "Improved classification for compositional data using the alpha-transformation". Journal of Classification, 33(2): 243--261. .