quadform_inv

<p>matrix that is p x p and nonsingular</p>

<p>We compute the quadratic form of a vector and the inverse of a matrix in an
efficient manner. Let <code>x</code> be a real vector of length <code>p</code>, and let
<code>A</code> be a p x p nonsingular matrix. Then, we compute the quadratic form
\(q = x' A^{-1} x\).</p>

A collection of sparse and regularized discriminant analysis
methods intended for small-sample, high-dimensional data sets. The package
features the High-Dimensional Regularized Discriminant Analysis classifier
from Ramey et al. (2017) <arXiv:1602.01182>. Other classifiers include
those from Dudoit et al. (2002) <doi:10.1198/016214502753479248>, Pang et
al. (2009) <doi:10.1111/j.1541-0420.2009.01200.x>, and Tong et al. (2012)
<doi:10.1093/bioinformatics/btr690>.

Max Kuhn

sparsediscrim

quadform_inv: Quadratic Form of the inverse of a matrix and a vector

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