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.
Michail Tsagris mtsagris@uoc.gr
Michail Tsagris <mtsagris@uoc.gr>.
| Package: | regda |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2023-11-05 |
| License: | GPL-2 |
Friedman J.H. (1989): Regularized Discriminant Analysis. Journal of the American Statistical Association 84(405): 165--175.
Friedman Jerome, Trevor Hastie and Robert Tibshirani (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.