rda: Shrunken Centroids Regularized Discriminant Analysis

Provides functions implementing the shrunken centroids regularized discriminant analysis for classification purpose in high dimensional data. The method is described in Guo at al. (2013) <doi:10.1093/biostatistics/kxj035>.

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Package details

AuthorYaqian Guo [aut], Trevor Hastie [aut], Robert Tibshirani [aut], Valentin Todorov [cre] (<https://orcid.org/0000-0003-4215-0245>)
MaintainerValentin Todorov <valentin@todorov.at>
LicenseGPL (>= 3)
URL https://github.com/valentint/rda
Package repositoryView on CRAN
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rda documentation built on Feb. 16, 2023, 8:15 p.m.