sdwd: Sparse Distance Weighted Discrimination

Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties. More details about the methodology SDWD is seen on Wang and Zou (2016) (<doi:10.1080/10618600.2015.1049700>).

Package details

AuthorBoxiang Wang and Hui Zou
MaintainerBoxiang Wang <boxiang-wang@uiowa.edu>
LicenseGPL-2
Version1.0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sdwd")

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sdwd documentation built on Oct. 27, 2020, 5:06 p.m.