Heteroscedastic Discriminant Analysis

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


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install.packages("hda")

0.2-14 by Gero Szepannek, 3 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