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)
|Author||Xingye Qiao [aut, cre], Jiayang Sun [aut], Yiying Fan [aut]|
|Date of publication||2017-10-18 17:10:37 UTC|
|Maintainer||Xingye Qiao <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.