HiDimDA

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Software:18206



swMATH6068CRANHiDimDAMaRDI QIDQ18206

High Dimensional Discriminant Analysis

Antonio Pedro Duarte Silva

Last update: 25 February 2024

Software version identifier: 0.2-4, 0.1-0, 0.1-1, 0.2-0, 0.2-1, 0.2-2, 0.2-3, 0.2-6

Source code repository: https://github.com/cran/HiDimDA

Copyright license: GNU General Public License

Performs linear discriminant analysis in high dimensional problems based on reliable covariance estimators for problems with (many) more variables than observations. Includes routines for classifier training, prediction, cross-validation and variable selection.