Sparse Discriminant Analysis

Performs sparse linear discriminant analysis for Gaussians and mixture of Gaussian models.


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install.packages("sparseLDA")

0.1-9 by Max Kuhn, 2 years ago


http://www.imm.dtu.dk/~lhc, https://github.com/topepo/sparselda


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


Authors: Line Clemmensen <[email protected]> , contributions by Max Kuhn


Documentation:   PDF Manual  


GPL (>= 2) license


Imports elasticnet, MASS, mda


Imported by FADA, accSDA, treeDA.

Suggested by fscaret, mlr.


See at CRAN