irinagain/MGSDApackage: Multi-Group Sparse Discriminant Analysis

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA <doi:10.1080/01621459.2015.1034318>.

Getting started

Package details

AuthorIrina Gaynanova
MaintainerIrina Gaynanova <irinag@stat.tamu.edu>
LicenseGPL(>=2)
Version1.6
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("irinagain/MGSDApackage")
irinagain/MGSDApackage documentation built on March 11, 2021, 12:26 a.m.