An implementation of the Lindley-type shrunken mean estimator utilized in shrinkage-mean-based diagonal linear discriminant analysis (SmDLDA).
a matrix with
the shrinkage coefficient. If
vector of length
p with the shrunken mean estimator
Tong, T., Chen, L., and Zhao, H. (2012), "Improved Mean Estimation and Its Application to Diagonal Discriminant Analysis," Bioinformatics, 28, 4, 531-537. http://bioinformatics.oxfordjournals.org/content/28/4/531.long
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