sparsediscrim: Sparse and Regularized Discriminant Analysis

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A collection of sparse and regularized discriminant analysis methods intended for small-sample, high-dimensional data sets. The package features the High-Dimensional Regularized Discriminant Analysis classifier.

Author
John A. Ramey <johnramey@gmail.com>
Date of publication
2016-06-24 19:14:14
Maintainer
John A. Ramey <johnramey@gmail.com>
License
MIT + file LICENSE
Version
0.2.3
URLs

View on CRAN

Man pages

center_data
Centers the observations in a matrix by their respective...
cov_autocorrelation
Generates a p \times p autocorrelated covariance matrix
cov_block_autocorrelation
Generates a p \times p block-diagonal covariance matrix with...
cov_eigen
Computes the eigenvalue decomposition of the maximum...
cov_intraclass
Generates a p \times p intraclass covariance matrix
cov_list
Computes the covariance-matrix maximum likelihood estimators...
cov_mle
Computes the maximum likelihood estimator for the sample...
cov_pool
Computes the pooled maximum likelihood estimator (MLE) for...
cov_shrink_diag
Computes a shrunken version of the maximum likelihood...
cv_partition
Randomly partitions data for cross-validation.
diag_estimates
Computes estimates and ancillary information for diagonal...
dlda
Diagonal Linear Discriminant Analysis (DLDA)
dmvnorm_diag
Computes multivariate normal density with a diagonal...
dqda
Diagonal Quadratic Discriminant Analysis (DQDA)
generate_blockdiag
Generates data from 'K' multivariate normal data populations,...
generate_intraclass
Generates data from 'K' multivariate normal data populations,...
h
Bias correction function from Pang et al. (2009).
hdrda
High-Dimensional Regularized Discriminant Analysis (HDRDA)
hdrda_cv
Helper function to optimize the HDRDA classifier via...
lda_pseudo
Linear Discriminant Analysis (LDA) with the Moore-Penrose...
lda_schafer
Linear Discriminant Analysis using the Schafer-Strimmer...
lda_thomaz
Linear Discriminant Analysis using the Thomaz-Kitani-Gillies...
log_determinant
Computes the log determinant of a matrix.
mdeb
The Minimum Distance Empirical Bayesian Estimator (MDEB)...
mdmeb
The Minimum Distance Rule using Modified Empirical Bayes...
mdmp
The Minimum Distance Rule using Moore-Penrose Inverse (MDMP)...
no_intercept
Removes the intercept term from a formula if it is included
plot.hdrda_cv
Plots a heatmap of cross-validation error grid for a HDRDA...
posterior_probs
Computes posterior probabilities via Bayes Theorem under...
print.dlda
Outputs the summary for a DLDA classifier object.
print.dqda
Outputs the summary for a DQDA classifier object.
print.hdrda
Outputs the summary for a HDRDA classifier object.
print.lda_pseudo
Outputs the summary for a lda_pseudo classifier object.
print.lda_schafer
Outputs the summary for a lda_schafer classifier object.
print.lda_thomaz
Outputs the summary for a lda_thomaz classifier object.
print.mdeb
Outputs the summary for a MDEB classifier object.
print.mdmeb
Outputs the summary for a MDMEB classifier object.
print.mdmp
Outputs the summary for a MDMP classifier object.
print.sdlda
Outputs the summary for a SDLDA classifier object.
print.sdqda
Outputs the summary for a SDQDA classifier object.
print.smdlda
Outputs the summary for a SmDLDA classifier object.
print.smdqda
Outputs the summary for a SmDQDA classifier object.
quadform
Quadratic form of a matrix and a vector
quadform_inv
Quadratic Form of the inverse of a matrix and a vector
rda_cov
Calculates the RDA covariance-matrix estimators for each...
rda_weights
Computes the observation weights for each class for the HDRDA...
regdiscrim_estimates
Computes estimates and ancillary information for regularized...
risk_stein
Stein Risk function from Pang et al. (2009).
sdlda
Shrinkage-based Diagonal Linear Discriminant Analysis (SDLDA)
sdqda
Shrinkage-based Diagonal Quadratic Discriminant Analysis...
smdlda
Shrinkage-mean-based Diagonal Linear Discriminant Analysis...
smdqda
Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis...
solve_chol
Computes the inverse of a symmetric, positive-definite matrix...
tong_mean_shrinkage
Tong et al. (2012)'s Lindley-type Shrunken Mean Estimator
update_hdrda
Helper function to update tuning parameters for the HDRDA...
var_shrinkage
Shrinkage-based estimator of variances for each feature from...

Files in this package

sparsediscrim
sparsediscrim/tests
sparsediscrim/tests/testthat.r
sparsediscrim/tests/testthat
sparsediscrim/tests/testthat/test-sdqda.r
sparsediscrim/tests/testthat/test-smdlda.r
sparsediscrim/tests/testthat/test-mdmeb.r
sparsediscrim/tests/testthat/test-sdlda.r
sparsediscrim/tests/testthat/test-lda_thomaz.r
sparsediscrim/tests/testthat/test-hdrda.r
sparsediscrim/tests/testthat/test-lda_schafer.r
sparsediscrim/tests/testthat/test-mdmp.r
sparsediscrim/tests/testthat/test-smdqda.r
sparsediscrim/tests/testthat/test-lda_pseudo.r
sparsediscrim/tests/testthat/test-mdeb.r
sparsediscrim/tests/testthat/test-data-block-autocorrelation.r
sparsediscrim/tests/testthat/test-dqda.r
sparsediscrim/tests/testthat/test-dlda.r
sparsediscrim/NAMESPACE
sparsediscrim/NEWS
sparsediscrim/R
sparsediscrim/R/dlda.r
sparsediscrim/R/sdqda.r
sparsediscrim/R/lda-thomaz.r
sparsediscrim/R/data-intraclass.r
sparsediscrim/R/lda-pseudo.r
sparsediscrim/R/smdlda.r
sparsediscrim/R/smdqda.r
sparsediscrim/R/estimates.r
sparsediscrim/R/tong-shrinkage.r
sparsediscrim/R/mdmp.r
sparsediscrim/R/hdrda.r
sparsediscrim/R/stein-shrinkage.r
sparsediscrim/R/helper-intercept.r
sparsediscrim/R/mdmeb.r
sparsediscrim/R/dqda.r
sparsediscrim/R/helper-cov.r
sparsediscrim/R/helper-cv.r
sparsediscrim/R/data-block-autocorrelation.r
sparsediscrim/R/sdlda.r
sparsediscrim/R/lda-schafer.r
sparsediscrim/R/helper.r
sparsediscrim/R/mdeb.r
sparsediscrim/README.md
sparsediscrim/MD5
sparsediscrim/DESCRIPTION
sparsediscrim/man
sparsediscrim/man/sdlda.Rd
sparsediscrim/man/cov_intraclass.Rd
sparsediscrim/man/mdmp.Rd
sparsediscrim/man/cov_block_autocorrelation.Rd
sparsediscrim/man/hdrda.Rd
sparsediscrim/man/log_determinant.Rd
sparsediscrim/man/dqda.Rd
sparsediscrim/man/plot.hdrda_cv.Rd
sparsediscrim/man/quadform_inv.Rd
sparsediscrim/man/sdqda.Rd
sparsediscrim/man/dmvnorm_diag.Rd
sparsediscrim/man/print.smdqda.Rd
sparsediscrim/man/print.dlda.Rd
sparsediscrim/man/h.Rd
sparsediscrim/man/var_shrinkage.Rd
sparsediscrim/man/print.lda_pseudo.Rd
sparsediscrim/man/diag_estimates.Rd
sparsediscrim/man/print.hdrda.Rd
sparsediscrim/man/no_intercept.Rd
sparsediscrim/man/print.smdlda.Rd
sparsediscrim/man/print.mdmp.Rd
sparsediscrim/man/cov_shrink_diag.Rd
sparsediscrim/man/smdqda.Rd
sparsediscrim/man/quadform.Rd
sparsediscrim/man/mdmeb.Rd
sparsediscrim/man/hdrda_cv.Rd
sparsediscrim/man/lda_pseudo.Rd
sparsediscrim/man/print.dqda.Rd
sparsediscrim/man/cov_pool.Rd
sparsediscrim/man/cov_mle.Rd
sparsediscrim/man/generate_blockdiag.Rd
sparsediscrim/man/center_data.Rd
sparsediscrim/man/cov_eigen.Rd
sparsediscrim/man/dlda.Rd
sparsediscrim/man/print.mdmeb.Rd
sparsediscrim/man/solve_chol.Rd
sparsediscrim/man/print.mdeb.Rd
sparsediscrim/man/print.sdlda.Rd
sparsediscrim/man/risk_stein.Rd
sparsediscrim/man/rda_cov.Rd
sparsediscrim/man/cov_autocorrelation.Rd
sparsediscrim/man/cv_partition.Rd
sparsediscrim/man/print.sdqda.Rd
sparsediscrim/man/lda_schafer.Rd
sparsediscrim/man/tong_mean_shrinkage.Rd
sparsediscrim/man/generate_intraclass.Rd
sparsediscrim/man/mdeb.Rd
sparsediscrim/man/print.lda_thomaz.Rd
sparsediscrim/man/regdiscrim_estimates.Rd
sparsediscrim/man/smdlda.Rd
sparsediscrim/man/cov_list.Rd
sparsediscrim/man/lda_thomaz.Rd
sparsediscrim/man/rda_weights.Rd
sparsediscrim/man/update_hdrda.Rd
sparsediscrim/man/posterior_probs.Rd
sparsediscrim/man/print.lda_schafer.Rd
sparsediscrim/LICENSE