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>
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")

Try the SQDA package in your browser

Any scripts or data that you put into this service are public.

SQDA documentation built on May 1, 2019, 7:29 p.m.