man/examples/cv_DAP_eg.R

In irinagain/DAP: Discriminant Analysis via Projections

## This is an example for cv_DAP

## Generate data
n_train = 50
n_test = 50
p = 100
mu1 = rep(0, p)
mu2 = rep(3, p)
Sigma1 = diag(p)
Sigma2 = 0.5* diag(p)

## Build training data
x1 = MASS::mvrnorm(n = n_train, mu = mu1, Sigma = Sigma1)
x2 = MASS::mvrnorm(n = n_train, mu = mu2, Sigma = Sigma2)
xtrain = rbind(x1, x2)
ytrain = c(rep(1, n_train), rep(2, n_train))

## Apply cv_DAP
fit = cv_DAP(X = xtrain, Y = ytrain, lambda_seq = c(0.2, 0.3, 0.5, 0.7, 0.9))