Sparse Quadratic Discriminant Analysis (SQDA) can be performed. In SQDA, the covariance matrix are assumed to be block-diagonal.And, for each block, sparsity assumption is imposed on the covariance matrix. It is useful in high-dimensional setting.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | limma (≥ 3.18.13), PDSCE (≥ 1.2), mvtnorm (≥ 0.9.99992) |
| Published: | 2014-10-01 |
| Author: | Jiehuan Sun |
| Maintainer: | Jiehuan Sun <jiehuan.sun at yale.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | SQDA results |
| Reference manual: | SQDA.pdf |
| Package source: | SQDA_1.0.tar.gz |
| Windows binaries: | r-devel: SQDA_1.0.zip, r-release: SQDA_1.0.zip, r-oldrel: SQDA_1.0.zip |
| macOS binaries: | r-release: SQDA_1.0.tgz, r-oldrel: SQDA_1.0.tgz |
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