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.
|Maintainer||Pierre Navaro <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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