penalizedLDA: Penalized Classification using Fisher's Linear Discriminant

Implements the penalized LDA proposal of "Witten and Tibshirani (2011), Penalized classification using Fisher's linear discriminant, to appear in Journal of the Royal Statistical Society, Series B".

Package details

AuthorDaniela Witten
MaintainerDaniela Witten <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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penalizedLDA documentation built on May 29, 2017, 10:49 p.m.