msda: Multi-Class Sparse Discriminant Analysis

Efficient procedures for computing a new Multi-Class Sparse Discriminant Analysis method that estimates all discriminant directions simultaneously. It is an implementation of the work proposed by Mai, Q., Yang, Y., and Zou, H. (2019) <doi:10.5705/ss.202016.0117>.

Getting started

Package details

AuthorQing Mai [aut], Yi Yang [aut, cre], Hui Zou [aut]
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.0.4
URL https://github.com/archer-yang-lab/msda
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("msda")

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msda documentation built on April 3, 2025, 10:47 p.m.