Heteroscedastic Discriminant Analysis

Functions to perform dimensionality reduction for classification if the covariance matrices of the classes are unequal.


Reference manual

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0.2-14 by Gero Szepannek, 6 years ago

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

Authors: Gero Szepannek

Documentation:   PDF Manual  

Task views: Machine Learning & Statistical Learning

GPL (>= 2) license

Imports e1071

Suggests mvtnorm, klaR, MASS

Suggested by fscaret.

See at CRAN