sparsediscrim: Sparse and Regularized Discriminant Analysis

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.

Install the latest version of this package by entering the following in R:
AuthorJohn A. Ramey <>
Date of publication2016-06-24 19:14:14
MaintainerJohn A. Ramey <>
LicenseMIT + file LICENSE

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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...


center_data Man page
cov_autocorrelation Man page
cov_block_autocorrelation Man page
cov_eigen Man page
cov_intraclass Man page
cov_list Man page
cov_mle Man page
cov_pool Man page
cov_shrink_diag Man page
cv_partition Man page
diag_estimates Man page
dlda Man page
dlda.default Man page
dlda.formula Man page
dmvnorm_diag Man page
dqda Man page
dqda.default Man page
dqda.formula Man page
generate_blockdiag Man page
generate_intraclass Man page
h Man page
hdrda Man page
hdrda_cv Man page
hdrda.default Man page
hdrda.formula Man page
lda_pseudo Man page
lda_pseudo.default Man page
lda_pseudo.formula Man page
lda_schafer Man page
lda_schafer.default Man page
lda_schafer.formula Man page
lda_thomaz Man page
lda_thomaz.default Man page
lda_thomaz.formula Man page
log_determinant Man page
mdeb Man page
mdeb.default Man page
mdeb.formula Man page
mdmeb Man page
mdmeb.default Man page
mdmeb.formula Man page
mdmp Man page
mdmp.default Man page
mdmp.formula Man page
no_intercept Man page
plot.hdrda_cv Man page
posterior_probs Man page
predict.dlda Man page
predict.dqda Man page
predict.hdrda Man page
predict.lda_pseudo Man page
predict.lda_schafer Man page
predict.lda_thomaz Man page
predict.mdeb Man page
predict.mdmeb Man page
predict.mdmp Man page
predict.sdlda Man page
predict.sdqda Man page
predict.smdlda Man page
predict.smdqda Man page
print.dlda Man page
print.dqda Man page
print.hdrda Man page
print.lda_pseudo Man page
print.lda_schafer Man page
print.lda_thomaz Man page
print.mdeb Man page
print.mdmeb Man page
print.mdmp Man page
print.sdlda Man page
print.sdqda Man page
print.smdlda Man page
print.smdqda Man page
quadform Man page
quadform_inv Man page
rda_cov Man page
rda_weights Man page
regdiscrim_estimates Man page
risk_stein Man page
sdlda Man page
sdlda.default Man page
sdlda.formula Man page
sdqda Man page
sdqda.default Man page
sdqda.formula Man page
smdlda Man page
smdlda.default Man page
smdlda.formula Man page
smdqda Man page
smdqda.default Man page
smdqda.formula Man page
solve_chol Man page
tong_mean_shrinkage Man page
update_hdrda Man page
var_shrinkage Man page


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

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