HiDimDA: High Dimensional Discriminant Analysis

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Performs linear discriminant analysis in high dimensional problems based on reliable covariance estimators for problems with (many) more variables than observations. Includes routines for classifier training, prediction, cross-validation and variable selection.

Author
Antonio Pedro Duarte Silva <psilva@porto.ucp.pt>
Date of publication
2015-10-19 08:41:33
Maintainer
Antonio Pedro Duarte Silva <psilva@porto.ucp.pt>
License
GPL (>= 3)
Version
0.2-4
URLs

View on CRAN

Man pages

AlonDS
Alon Colon Cancer Data Set
canldaRes
Class object used for storing the results of a canonical...
clldaRes
Class object used for storing the results of a...
CovE
Generic methods for extracting covariance and inverse...
DACrossVal
Cross Validation for Discriminant Analysis Classification...
Dlda
Diagonal Linear Discriminant Analysis.
DMat
DMat objects: diagonal matrices
FrobSigAp
Approximation of Covariance Matrices from q-factor models
HiDimDA-internal
Internal HiDimDA Functions
HiDimDA-package
High Dimensional Discriminant Analysis
MatMult
MatMult: Specialized matrix multiplication of 'DMat',...
Mlda
Maximum uncertainty Linear Discriminant Analysis.
MldaInvE
Maximum uncertainty Linear Discriminant Analysis inverse...
RFlda
High-Dimensional Factor-based Linear Discriminant Analysis.
SelectV
Variable Selection for High-Dimensional Supervised...
ShrnkMat
ShrnkMat objects: shrunken matrix estimates of a covariance
ShrnkMatInv
ShrnkMatInv objects: precision (inverse of covariance)...
ShrnkSigE
Shrunken Covariance Estimate.
SigFq
SigFq objects: covariance matrices associated with a q-factor...
SigFqInv
SigFqInv objects: precision (inverse of covariance) matrices...
Slda
Shrunken Linear Discriminant Analysis.
solve
Solve methods for 'DMat', 'ShrnkMat', 'ShrnkMatInv', 'SigFq'...

Files in this package

HiDimDA
HiDimDA/src
HiDimDA/src/Makevars
HiDimDA/src/RInterface.h
HiDimDA/src/FctqLDA.h
HiDimDA/src/FctqLDA.cpp
HiDimDA/src/rghtsngv.f
HiDimDA/src/RInterface.cpp
HiDimDA/NAMESPACE
HiDimDA/CHANGELOG
HiDimDA/data
HiDimDA/data/AlonDS.rda
HiDimDA/R
HiDimDA/R/ldaGeneral.R
HiDimDA/R/ShrnkMatInv.R
HiDimDA/R/RepLOptim.R
HiDimDA/R/solveShrnkMat.R
HiDimDA/R/Slda.R
HiDimDA/R/CInterface.R
HiDimDA/R/mylocfdr.R
HiDimDA/R/rghtsngv.R
HiDimDA/R/ShrnkMat.R
HiDimDA/R/RFlda.R
HiDimDA/R/mylocmle.R
HiDimDA/R/SigFq.R
HiDimDA/R/FrobSigAp.R
HiDimDA/R/SigFqInv.R
HiDimDA/R/solveRFq.R
HiDimDA/R/SelectV.R
HiDimDA/R/DMat.R
HiDimDA/R/Dlda.R
HiDimDA/R/DACrossVal.R
HiDimDA/R/Mlda.R
HiDimDA/R/FrobSigAp1.R
HiDimDA/MD5
HiDimDA/DESCRIPTION
HiDimDA/man
HiDimDA/man/HiDimDA-internal.Rd
HiDimDA/man/clldaRes.Rd
HiDimDA/man/SigFqInv.Rd
HiDimDA/man/solve.Rd
HiDimDA/man/RFlda.Rd
HiDimDA/man/CovE.Rd
HiDimDA/man/DMat.Rd
HiDimDA/man/Slda.Rd
HiDimDA/man/AlonDS.Rd
HiDimDA/man/Mlda.Rd
HiDimDA/man/SelectV.Rd
HiDimDA/man/MldaInvE.Rd
HiDimDA/man/SigFq.Rd
HiDimDA/man/MatMult.Rd
HiDimDA/man/ShrnkMatInv.Rd
HiDimDA/man/FrobSigAp.Rd
HiDimDA/man/DACrossVal.Rd
HiDimDA/man/ShrnkMat.Rd
HiDimDA/man/canldaRes.Rd
HiDimDA/man/ShrnkSigE.Rd
HiDimDA/man/HiDimDA-package.Rd
HiDimDA/man/Dlda.Rd