Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA .
It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
1.6 by Irina Gaynanova, 6 months 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