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].

Author
Irina Gaynanova
Date of publication
2016-06-08 00:33:23
Maintainer
Irina Gaynanova <irinag@stat.tamu.edu>
License
GPL (>= 2)
Version
1.4

View on CRAN

Man pages

classifyV
Classification for MGSDA
cv.dLDA
Cross-validation for MGSDA
dLDA
Estimate the matrix of discriminant vectors using L_1 penalty...
MGSDA-package
MGSDA: Multi-Group Sparse Discriminant Analysis

Files in this package

MGSDA
MGSDA/src
MGSDA/src/solveVcoordf2st.c
MGSDA/NAMESPACE
MGSDA/R
MGSDA/R/SolveMyLassoF.R
MGSDA/R/directFLDA-internal.R
MGSDA/R/cv.dLDA.R
MGSDA/R/dLDA.R
MGSDA/R/classifyV.R
MGSDA/R/SolveMyLasso.R
MGSDA/R/createY.R
MGSDA/MD5
MGSDA/DESCRIPTION
MGSDA/man
MGSDA/man/dLDA.Rd
MGSDA/man/MGSDA-package.Rd
MGSDA/man/cv.dLDA.Rd
MGSDA/man/classifyV.Rd