Multi-Group Sparse Discriminant Analysis

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2015), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA, to appear,[DOI:10.1080/01621459.2015.1034318].


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install.packages("MGSDA")

1.4 by Irina Gaynanova, 3 years ago


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


Authors: Irina Gaynanova


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, stats


See at CRAN