High Dimensional Discriminant Analysis

Performs linear discriminant analysis in high dimensional problems based on reliable covariance estimators for problems with (many) more variables than observations. Includes routines for classifier training, prediction, cross-validation and variable selection.


Reference manual

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0.2-4 by Antonio Pedro Duarte Silva, 6 years ago


Browse source code at https://github.com/cran/HiDimDA

Authors: Antonio Pedro Duarte Silva <[email protected]>

Documentation:   PDF Manual  

GPL (>= 3) license

Imports splines

Suggests MASS

See at CRAN