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>.

Package details

AuthorIrina Gaynanova
MaintainerIrina Gaynanova <irinag@stat.tamu.edu>
LicenseGPL (>= 2)
Version1.6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MGSDA")

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MGSDA documentation built on March 11, 2021, 9:07 a.m.