MGSDA-package {MGSDA} | R Documentation |
Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2015) "Simultaneous sparse estimation of canonical vectors in the p>>n setting", JASA, to appear.
Package: | MGSDA |
Type: | Package |
Version: | 1.4 |
Date: | 2016-06-07 |
License: | GPL(>=2) |
Three functions for estimation and prediction: cv.dLDA
, dLDA
and classifyV
.
Irina Gaynanova
Maintainer: Irina Gaynanova <irinag@stat.tamu.edu>
I.Gaynanova, J.Booth and M.Wells (2015). "Simultaneous sparse estimation of canonical vectors in the p>>N setting", JASA, to appear
### Example 1 # generate training data n <- 10 p <- 100 G <- 3 ytrain <- rep(1:G,each=n) set.seed(1) xtrain <- matrix(rnorm(p*n*G),n*G,p) # find matrix of canonical vectors V V <- dLDA(xtrain,ytrain,lambda=0.1) sum(rowSums(V)!=0) # generate test data m <- 20 set.seed(3) xtest <- matrix(rnorm(p*m),m,p) # perform classification ytest <- classifyV(xtrain,ytrain,xtest,V)