This package implements ridge fusion methodology for inverse covariance matrix estimation for use in quadratic discriminant analysis. The package also contains function for model based clustering using ridge fusion for inverse matrix estimation, as well as tuning parameter selection functions. We have also implemented QDA using joint inverse covariance estimation.
| Version: | 1.0-3 |
| Depends: | R (≥ 3.0.0), mvtnorm, methods |
| Published: | 2014-09-19 |
| Author: | Bradley S. Price |
| Maintainer: | Bradley S. Price <bprice at bus.miami.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | RidgeFusion results |
| Reference manual: | RidgeFusion.pdf |
| Package source: | RidgeFusion_1.0-3.tar.gz |
| Windows binaries: | r-devel: RidgeFusion_1.0-3.zip, r-release: RidgeFusion_1.0-3.zip, r-oldrel: RidgeFusion_1.0-3.zip |
| macOS binaries: | r-release: RidgeFusion_1.0-3.tgz, r-oldrel: RidgeFusion_1.0-3.tgz |
| Old sources: | RidgeFusion archive |
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