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Regularised Discriminant Analysis

Installation

About

Regularised discriminant analysis functions. The classical regularised discriminant analysis proposed by Friedman in 1989, including cross-validation, of which the linear and quadratic discriminant analyses are special cases. Further, the regularised maximum likelihood linear discriminant analysis, including cross-validation. References: Friedman J.H. (1989): "Regularized Discriminant Analysis". Journal of the American Statistical Association 84(405): 165–175. doi:10.2307/2289860. Friedman J., Hastie T. and Tibshirani R. (2009). "The elements of statistical learning", 2nd edition. Springer, Berlin. doi:10.1007/978-0-387-84858-7. Tsagris M., Preston S. and Wood A.T.A. (2016). "Improved classification for compositional data using the alpha-transformation". Journal of Classification, 33(2): 243–261. doi:10.1007/s00357-016-9207-5.

Key Metrics

Version 1.0
R ≥ 4.0
Published 2023-11-06 176 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Michail Tsagris

mtsagris@uoc.gr

Authors

Michail Tsagris

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 4.0

Imports

doParallel
foreach
parallel
Rfast
Rfast2
stats