sda: Shrinkage Discriminant Analysis and CAT Score Variable Selection

Provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using correlation-adjusted t-scores (CAT scores). Variable selection error is controlled using false non-discovery rates or higher criticism.

Getting started

Package details

AuthorMiika Ahdesmaki, Verena Zuber, Sebastian Gibb, and Korbinian Strimmer
MaintainerKorbinian Strimmer <strimmerlab@gmail.com>
LicenseGPL (>= 3)
Version1.3.8
URL https://strimmerlab.github.io/software/sda/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sda")

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sda documentation built on Nov. 22, 2021, 1:07 a.m.