Sparse Quadratic Discriminant Analysis (SQDA) can be performed. In SQDA, the covariance matrix are assumed to be block-diagonal.And, for each block, sparsity assumption is imposed on the covariance matrix. It is useful in high-dimensional setting.
|Date of publication||2014-10-01 07:22:24|
|Maintainer||Jiehuan Sun <[email protected]>|
|Package repository||View on CRAN|
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