swa: Subsampling Winner Algorithm for Classification

This algorithm conducts variable selection in the classification setting. It repeatedly subsamples variables and runs linear discriminant analysis (LDA) on the subsampled variables. Variables are scored based on the AUC and the t-statistics. Variables then enter a competition and the semi-finalist variables will be evaluated in a final round of LDA classification. The algorithm then outputs a list of variable selected. Qiao, Sun and Fan (2017) <http://people.math.binghamton.edu/qiao/swa.html>.

Getting started

Package details

AuthorXingye Qiao [aut, cre], Jiayang Sun [aut], Yiying Fan [aut]
MaintainerXingye Qiao <qiao@math.binghamton.edu>
Package repositoryView on CRAN
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swa documentation built on May 2, 2019, 2:11 p.m.