For the classes given in the vector
y, this function calculates the
class covariance-matrix estimators employed in the HDRDA classifier,
rda_cov(x, y, lambda = 1)
matrix containing the training data. The rows are the sample observations, and the columns are the features.
vector of class labels for each training observation
the RDA pooling parameter. Must be between 0 and 1, inclusively.
list containing the RDA covariance-matrix estimators for each class
Ramey, J. A., Stein, C. K., and Young, D. M. (2013), "High-Dimensional Regularized Discriminant Analysis."
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