sda (version 1.3.8)

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.

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Install

install.packages('sda')

Monthly Downloads

3,972

Version

1.3.8

License

GPL (>= 3)

Last Published

November 21st, 2021

Functions in sda (1.3.8)