SQDA: Sparse Quadratic Discriminant Analysis

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
MaintainerJiehuan Sun <jiehuan.sun@yale.edu>
Package repositoryView on CRAN
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SQDA documentation built on May 1, 2019, 7:29 p.m.