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>.

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AuthorQing Mai <>, Yi Yang <>, Hui Zou <>
MaintainerYi Yang <>
Package repositoryView on CRAN
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msda documentation built on Sept. 12, 2022, 9:05 a.m.