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MGSDA: Multi-Group Sparse Discriminant Analysis
Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA <doi:10.1080/01621459.2015.1034318>.
Getting started
Browse package contents
Package details |
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| Author | Irina Gaynanova |
| Maintainer | Irina Gaynanova <irinagn@umich.edu> |
| License | GPL (>= 2) |
| Version | 1.6.1 |
| Package repository | View on CRAN |
| Installation |
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