# skda: Sparse (Multicategory) Kernel Discriminant Analysis for... In skda: Sparse (Multicategory) Kernel Discriminant Analysis

## Description

This function implements the sparse (multicategory) kernel discriminant analysis with function `skda` with `cvskda` to tune regularization parameter via cross validation. The other function `predprob` predicts the conditional class probability.

## Usage

 `1` ```skda(x,y, tau, method="Bayes") ```

## Arguments

 `x` a matrix ( n X p ) that contains predictors. `y` a vector that contains the categorical response coded as 1, 2, ..., K. `tau` a positive number that is the regularization parameter. `method` method (mle or Bayes) to be used in the KDA classifier.

## Value

 `lam` the SKDA solution of size p X 1. `phat` the predicted conditional class probabilities of size n X K.

## Author(s)

L. A. Stefanski, Y. Wu, and K. White

## References

L. A. Stefanski, Y. Wu, and K. White (2013) Variable selection in nonparametric classification via measurement error model selection likelihoods Journal of the American Statistical Association, ??, ???-???.

## See Also

`predprob`, `cvskda`

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42``` ``` # a binary example rm(list=ls()) n=200 p=20 r=0.8 x=matrix(rnorm(n*p,mean=0,sd=1),n,p) y=rbinom(n,1,0.5) x[,3]=x[,3]+(2*y-1)*r x[,11]=x[,11]+(2*y-1)*r y=y+1 ind1=which(y>1.5) ind0=which(y<1.5) plot(-4:4, -4:4, type = "n") points(x[ind1, 3], x[ind1,11],col="blue") points(x[ind0, 3], x[ind0,11],col="red") lam=skda(x,y,3)\$lam # a three-class example rm(list=ls()) n=200 p=20 r=2 x=matrix(rnorm(n*p,mean=0,sd=1),n,p) y=ceiling(runif(n,0,3)) thetas=c(0, 2*pi/3, 4*pi/3) x[,3]=x[,3]+r*cos(thetas[y]) x[,11]=x[,11]+r*sin(thetas[y]) ind1=which(y==1) ind2=which(y==2) ind3=which(y==3) plot(-6:6, -6:6, type = "n") points(x[ind1, 3], x[ind1,11],col="blue") points(x[ind2, 3], x[ind2,11],col="red") points(x[ind3, 3], x[ind3,11],col="black") lam=skda(x,y,3)\$lam ```

skda documentation built on May 2, 2019, 2:41 p.m.