Sparse and Regularized Discriminant Analysis


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Documentation for package ‘sparsediscrim’ version 0.2.4

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center_data Centers the observations in a matrix by their respective class sample means
cov_autocorrelation Generates a p \times p autocorrelated covariance matrix
cov_block_autocorrelation Generates a p \times p block-diagonal covariance matrix with autocorrelated blocks.
cov_eigen Computes the eigenvalue decomposition of the maximum likelihood estimators (MLE) of the covariance matrices for the given data matrix
cov_intraclass Generates a p \times p intraclass covariance matrix
cov_list Computes the covariance-matrix maximum likelihood estimators for each class and returns a list.
cov_mle Computes the maximum likelihood estimator for the sample covariance matrix under the assumption of multivariate normality.
cov_pool Computes the pooled maximum likelihood estimator (MLE) for the common covariance matrix
cov_shrink_diag Computes a shrunken version of the maximum likelihood estimator for the sample covariance matrix under the assumption of multivariate normality.
cv_partition Randomly partitions data for cross-validation.
diag_estimates Computes estimates and ancillary information for diagonal classifiers
dlda Diagonal Linear Discriminant Analysis (DLDA)
dlda.default Diagonal Linear Discriminant Analysis (DLDA)
dlda.formula Diagonal Linear Discriminant Analysis (DLDA)
dmvnorm_diag Computes multivariate normal density with a diagonal covariance matrix
dqda Diagonal Quadratic Discriminant Analysis (DQDA)
dqda.default Diagonal Quadratic Discriminant Analysis (DQDA)
dqda.formula Diagonal Quadratic Discriminant Analysis (DQDA)
generate_blockdiag Generates data from 'K' multivariate normal data populations, where each population (class) has a covariance matrix consisting of block-diagonal autocorrelation matrices.
generate_intraclass Generates data from 'K' multivariate normal data populations, where each population (class) has an intraclass covariance matrix.
h Bias correction function from Pang et al. (2009).
hdrda High-Dimensional Regularized Discriminant Analysis (HDRDA)
hdrda.default High-Dimensional Regularized Discriminant Analysis (HDRDA)
hdrda.formula High-Dimensional Regularized Discriminant Analysis (HDRDA)
hdrda_cv Helper function to optimize the HDRDA classifier via cross-validation
lda_pseudo Linear Discriminant Analysis (LDA) with the Moore-Penrose Pseudo-Inverse
lda_pseudo.default Linear Discriminant Analysis (LDA) with the Moore-Penrose Pseudo-Inverse
lda_pseudo.formula Linear Discriminant Analysis (LDA) with the Moore-Penrose Pseudo-Inverse
lda_schafer Linear Discriminant Analysis using the Schafer-Strimmer Covariance Matrix Estimator
lda_schafer.default Linear Discriminant Analysis using the Schafer-Strimmer Covariance Matrix Estimator
lda_schafer.formula Linear Discriminant Analysis using the Schafer-Strimmer Covariance Matrix Estimator
lda_thomaz Linear Discriminant Analysis using the Thomaz-Kitani-Gillies Covariance Matrix Estimator
lda_thomaz.default Linear Discriminant Analysis using the Thomaz-Kitani-Gillies Covariance Matrix Estimator
lda_thomaz.formula Linear Discriminant Analysis using the Thomaz-Kitani-Gillies Covariance Matrix Estimator
log_determinant Computes the log determinant of a matrix.
mdeb The Minimum Distance Empirical Bayesian Estimator (MDEB) classifier
mdeb.default The Minimum Distance Empirical Bayesian Estimator (MDEB) classifier
mdeb.formula The Minimum Distance Empirical Bayesian Estimator (MDEB) classifier
mdmeb The Minimum Distance Rule using Modified Empirical Bayes (MDMEB) classifier
mdmeb.default The Minimum Distance Rule using Modified Empirical Bayes (MDMEB) classifier
mdmeb.formula The Minimum Distance Rule using Modified Empirical Bayes (MDMEB) classifier
mdmp The Minimum Distance Rule using Moore-Penrose Inverse (MDMP) classifier
mdmp.default The Minimum Distance Rule using Moore-Penrose Inverse (MDMP) classifier
mdmp.formula The Minimum Distance Rule using Moore-Penrose Inverse (MDMP) classifier
no_intercept Removes the intercept term from a formula if it is included
plot.hdrda_cv Plots a heatmap of cross-validation error grid for a HDRDA classifier object.
posterior_probs Computes posterior probabilities via Bayes Theorem under normality
predict.dlda Diagonal Linear Discriminant Analysis (DLDA)
predict.dqda Diagonal Quadratic Discriminant Analysis (DQDA)
predict.hdrda High-Dimensional Regularized Discriminant Analysis (HDRDA)
predict.lda_pseudo Linear Discriminant Analysis (LDA) with the Moore-Penrose Pseudo-Inverse
predict.lda_schafer Linear Discriminant Analysis using the Schafer-Strimmer Covariance Matrix Estimator
predict.lda_thomaz Linear Discriminant Analysis using the Thomaz-Kitani-Gillies Covariance Matrix Estimator
predict.mdeb The Minimum Distance Empirical Bayesian Estimator (MDEB) classifier
predict.mdmeb The Minimum Distance Rule using Modified Empirical Bayes (MDMEB) classifier
predict.mdmp The Minimum Distance Rule using Moore-Penrose Inverse (MDMP) classifier
predict.sdlda Shrinkage-based Diagonal Linear Discriminant Analysis (SDLDA)
predict.sdqda Shrinkage-based Diagonal Quadratic Discriminant Analysis (SDQDA)
predict.smdlda Shrinkage-mean-based Diagonal Linear Discriminant Analysis (SmDLDA) from Tong, Chen, and Zhao (2012)
predict.smdqda Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis (SmDQDA) from Tong, Chen, and Zhao (2012)
print.dlda Outputs the summary for a DLDA classifier object.
print.dqda Outputs the summary for a DQDA classifier object.
print.hdrda Outputs the summary for a HDRDA classifier object.
print.lda_pseudo Outputs the summary for a lda_pseudo classifier object.
print.lda_schafer Outputs the summary for a lda_schafer classifier object.
print.lda_thomaz Outputs the summary for a lda_thomaz classifier object.
print.mdeb Outputs the summary for a MDEB classifier object.
print.mdmeb Outputs the summary for a MDMEB classifier object.
print.mdmp Outputs the summary for a MDMP classifier object.
print.sdlda Outputs the summary for a SDLDA classifier object.
print.sdqda Outputs the summary for a SDQDA classifier object.
print.smdlda Outputs the summary for a SmDLDA classifier object.
print.smdqda Outputs the summary for a SmDQDA classifier object.
quadform Quadratic form of a matrix and a vector
quadform_inv Quadratic Form of the inverse of a matrix and a vector
rda_cov Calculates the RDA covariance-matrix estimators for each class
rda_weights Computes the observation weights for each class for the HDRDA classifier
regdiscrim_estimates Computes estimates and ancillary information for regularized discriminant classifiers
risk_stein Stein Risk function from Pang et al. (2009).
sdlda Shrinkage-based Diagonal Linear Discriminant Analysis (SDLDA)
sdlda.default Shrinkage-based Diagonal Linear Discriminant Analysis (SDLDA)
sdlda.formula Shrinkage-based Diagonal Linear Discriminant Analysis (SDLDA)
sdqda Shrinkage-based Diagonal Quadratic Discriminant Analysis (SDQDA)
sdqda.default Shrinkage-based Diagonal Quadratic Discriminant Analysis (SDQDA)
sdqda.formula Shrinkage-based Diagonal Quadratic Discriminant Analysis (SDQDA)
smdlda Shrinkage-mean-based Diagonal Linear Discriminant Analysis (SmDLDA) from Tong, Chen, and Zhao (2012)
smdlda.default Shrinkage-mean-based Diagonal Linear Discriminant Analysis (SmDLDA) from Tong, Chen, and Zhao (2012)
smdlda.formula Shrinkage-mean-based Diagonal Linear Discriminant Analysis (SmDLDA) from Tong, Chen, and Zhao (2012)
smdqda Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis (SmDQDA) from Tong, Chen, and Zhao (2012)
smdqda.default Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis (SmDQDA) from Tong, Chen, and Zhao (2012)
smdqda.formula Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis (SmDQDA) from Tong, Chen, and Zhao (2012)
solve_chol Computes the inverse of a symmetric, positive-definite matrix using the Cholesky decomposition
tong_mean_shrinkage Tong et al. (2012)'s Lindley-type Shrunken Mean Estimator
update_hdrda Helper function to update tuning parameters for the HDRDA classifier
var_shrinkage Shrinkage-based estimator of variances for each feature from Pang et al. (2009).