sda: Shrinkage Discriminant Analysis and CAT Score Variable Selection

This package provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using correlation-adjusted t-scores (CAT scores). Variable selection error is controlled using false non-discovery rates or higher criticism.

Version: 1.3.3
Depends: R (≥ 2.15.1), entropy (≥ 1.2.0), corpcor (≥ 1.6.6), fdrtool (≥ 1.2.11)
Suggests: crossval
Published: 2014-04-18
Author: Miika Ahdesmaki, Verena Zuber, Sebastian Gibb, and Korbinian Strimmer
Maintainer: Korbinian Strimmer <strimmer at uni-leipzig.de>
License: GPL (≥ 3)
URL: http://strimmerlab.org/software/sda/
NeedsCompilation: no
Materials: NEWS
In views: MachineLearning
CRAN checks: sda results

Downloads:

Reference manual: sda.pdf
Package source: sda_1.3.3.tar.gz
OS X binary: sda_1.3.3.tgz
Windows binary: sda_1.3.3.zip
Old sources: sda archive

Reverse dependencies:

Reverse depends: st
Reverse suggests: crossval, fscaret