sda-package {sda} | R Documentation |
This package performs linear and diagonal discriminant analysis where the classifier is trained using Stein-type shrinkage estimators.
Specifically, three separate shrinkage estimators are employed for the
The estimates are plugged into the LDA and DDA discriminant function for prediction. Note that the three corresponding regularization parameters are obtained analytically without resorting to computer intensive resampling.
This approach is particularly suited for high-dimensional classification.
Korbinian Strimmer (http://strimmerlab.org/)
See website: http://strimmerlab.org/software/sda/