tong_mean_shrinkage: Tong et al. (2012)'s Lindley-type Shrunken Mean Estimator
In ramey/sparsediscrim: Sparse and Regularized Discriminant Analysis

An implementation of the Lindley-type shrunken mean estimator utilized in shrinkage-mean-based diagonal linear discriminant analysis (SmDLDA).

1	tong_mean_shrinkage(x, r_opt = NULL)

`x`	a matrix with `n` rows and `p` columns.
`r_opt`	the shrinkage coefficient. If `NULL` (default), we calculate the shrinkage coefficient with the formula given just above Equation 5 on page 533 and denoted by \hat{r}_{opt}. We allow the user to specify an alternative value to investigate better approximations.

vector of length p with the shrunken mean estimator

Tong, T., Chen, L., and Zhao, H. (2012), "Improved Mean Estimation and Its Application to Diagonal Discriminant Analysis," Bioinformatics, 28, 4, 531-537. http://bioinformatics.oxfordjournals.org/content/28/4/531.long

ramey/sparsediscrim documentation built on May 26, 2019, 10:05 p.m.