Computes the observation weights for each class for the HDRDA classifier
This function calculates the weight for each observation in the data matrix
x in order to calculate the covariance matrices employed in the HDRDA
classifier, implemented in
rda_weights(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 observations for each class given in
Ramey, J. A., Stein, C. K., and Young, D. M. (2013), "High-Dimensional Regularized Discriminant Analysis."