MGSDA

swMATH27160CRANMGSDAMaRDI QIDQ38878FDOQ38878

Multi-Group Sparse Discriminant Analysis

Irina Gaynanova

Last update: 3 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.6, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6.1

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

Description

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA <doi:10.1080/01621459.2015.1034318>.

Cites work

• Simultaneous Sparse Estimation of Canonical Vectors in the p ≫ N Setting

Cited In (1)

• A consistent variable selection method in high-dimensional canonical discriminant analysis

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