r-mgsda
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].
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].
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Summary
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].
Last Updated
Dec 13, 2019 at 20:31
License
GPL-2
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15
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