MGSDA: Multi-Group Sparse Discriminant Analysis

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.

Version: 1.3
Imports: MASS, stats
Published: 2016-05-13
Author: Irina Gaynanova
Maintainer: Irina Gaynanova <irinag at stat.tamu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: MGSDA results

Downloads:

Reference manual: MGSDA.pdf
Package source: MGSDA_1.3.tar.gz
Windows binaries: r-devel: MGSDA_1.3.zip, r-release: MGSDA_1.3.zip, r-oldrel: MGSDA_1.3.zip
OS X Mavericks binaries: r-release: MGSDA_1.3.tgz, r-oldrel: MGSDA_1.3.tgz
Old sources: MGSDA archive