SQDA: Sparse Quadratic Discriminant Analysis
Version 1.0

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.

Package details

AuthorJiehuan Sun
Date of publication2014-10-01 07:22:24
MaintainerJiehuan Sun <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SQDA")

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SQDA documentation built on May 29, 2017, 9:44 a.m.