solve_chol

symmetric, positive-definite matrix

This often faster than <code><a rd-options="=solve" href="/link/solve()?package=sparsediscrim&version=0.3.0&to=%3Dsolve" data-mini-rdoc="=solve::solve()">solve()</a></code> for larger matrices.
See, for example:
<a href="http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html">http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html</a>
and
<a href="https://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r">https://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r</a>.

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

Sparse and Regularized Discriminant Analysis

John Ramey

solve_chol function

This often faster than <code><a rd-options='=solve' href='solve()'>solve()</a></code> for larger matrices.
See, for example:
<a href='http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html'>http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html</a>
and
<a href='https://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r'>https://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r</a>.

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solve_chol: Computes the inverse of a symmetric, positive-definite matrix using the Cholesky decomposition

Description

Usage

Arguments

Value