accSDA 1.0.0

Accelerated Sparse Discriminant Analysis

Released Aug 24, 2017 by Gudmundur Einarsson

This package can be loaded by Renjin but 3 out 10 tests failed.


sparseLDA 0.1-9 rARPACK 0.11-0 MASS 7.3-47 ggthemes 3.4.0 gridExtra 2.3 ggplot2 2.2.1

Implementation of sparse linear discriminant analysis, which is a supervised classification method for multiple classes. Various novel optimization approaches to this problem are implemented including alternating direction method of multipliers (ADMM), proximal gradient (PG) and accelerated proximal gradient (APG) (See Atkins et al. ). Functions for performing cross validation are also supplied along with basic prediction and plotting functions. Sparse zero variance discriminant analysis (SZVD) is also included in the package (See Ames and Hong, ). See the github wiki for a more extended description.



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    <name>bedatadriven public repo</name>

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Test Results

This package was last tested against Renjin 0.8.2504 on Oct 30, 2017.



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