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sda (version 1.3.7)
Shrinkage Discriminant Analysis and CAT Score Variable Selection
Description
Provides an efficient framework for
high-dimensional linear and diagonal discriminant analysis with
variable selection. The classifier is trained using James-Stein-type
shrinkage estimators and predictor variables are ranked using
correlation-adjusted t-scores (CAT scores). Variable selection error
is controlled using false non-discovery rates or higher criticism.