sparsediscrim

The R package sparsediscrim provides a collection of sparse and regularized discriminant analysis classifiers that are especially useful for when applied to small-sample, high-dimensional data sets.

The sparsediscrim package features the following classifier (the R function is included within parentheses):

The sparsediscrim package also includes a variety of additional classifiers intended for small-sample, high-dimensional data sets. These include:

Installation

You can install the stable version on CRAN:

install.packages('sparsediscrim', dependencies = TRUE)

If you prefer to download the latest version, instead type:

library(devtools)
install_github('sparsediscrim', 'ramhiser')