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].


Reference manual

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1.4 by Irina Gaynanova, 3 years ago

Browse source code at

Authors: Irina Gaynanova

Documentation:   PDF Manual  

GPL (>= 2) license

Imports MASS, stats

See at CRAN