HiDimDA

swMATH6068CRANHiDimDAMaRDI QIDQ18206

High Dimensional Discriminant Analysis

Antonio Pedro Duarte Silva

Last update: 25 February 2024

Copyright license: GNU General Public License

Software version identifier: 0.2-4, 0.1-0, 0.1-1, 0.2-0, 0.2-1, 0.2-2, 0.2-3, 0.2-6

Source code repository: https://github.com/cran/HiDimDA

Description

Performs linear discriminant analysis in high dimensional problems based on reliable covariance estimators for problems with (many) more variables than observations. Includes routines for classifier training, prediction, cross-validation and variable selection.

Described by source

• Two-group classification with high-dimensional correlated data: a factor model approach

Related Items (2)

Variational discriminant analysis with variable selection ⋮ Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions

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