Robust quadratic discriminant analysis including cross-validation. The Minimum Covariance Determinant does most of the job. References: Friedman J., Hastie T. and Tibshirani R. (2009). The elements of statistical learning, 2nd edition. Springer, Berlin. <doi:10.1007/978-0-387-84858-7>.
Michail Tsagris mtsagris@uoc.gr
Michail Tsagris <mtsagris@uoc.gr>.
| Package: | robqda |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2024-12-03 |
| 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.