SQDA: Sparse Quadratic Discriminant Analysis

Sparse Quadratic Discriminant Analysis (SQDA) can be performed. In SQDA, the covariance matrix are assumed to be block-diagonal.And, for each block, sparsity assumption is imposed on the covariance matrix. It is useful in high-dimensional setting.

Version: 1.0
Depends: R (≥ 2.10)
Imports: limma (≥ 3.18.13), PDSCE (≥ 1.2), mvtnorm (≥ 0.9.99992)
Published: 2014-10-01
Author: Jiehuan Sun
Maintainer: Jiehuan Sun <jiehuan.sun at yale.edu>
License: GPL-3
NeedsCompilation: no
CRAN checks: SQDA results


Reference manual: SQDA.pdf
Package source: SQDA_1.0.tar.gz
Windows binaries: r-devel: SQDA_1.0.zip, r-devel-gcc8: SQDA_1.0.zip, r-release: SQDA_1.0.zip, r-oldrel: SQDA_1.0.zip
OS X binaries: r-release: SQDA_1.0.tgz, r-oldrel: SQDA_1.0.tgz


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