pnavaro/tplda: Tree Penalized Linear Discriminant Analysis

This package implements "The Tree Penalized Linear Discriminant Analysis algorithm (TPLDA)". It is a new-tree based approach which constructs a classification rule based on groups of variables. It consists in splitting a node by repeatedly selecting a group and then applying a regularized linear discriminant analysis based on this group. This process is repeated until some stopping criterion is satisfied. A pruning strategy is proposed to select an optimal tree.

Getting started

Package details

AuthorAudrey Poterie
MaintainerPierre Navaro <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
pnavaro/tplda documentation built on Sept. 9, 2018, 6:31 p.m.