MGSDA: Multi-Group Sparse Discriminant Analysis

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2015), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA, to appear,[DOI:10.1080/01621459.2015.1034318].

AuthorIrina Gaynanova
Date of publication2016-06-08 00:33:23
MaintainerIrina Gaynanova <irinag@stat.tamu.edu>
LicenseGPL (>= 2)
Version1.4

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