sda: Shrinkage Discriminant Analysis and CAT Score Variable Selection (original) (raw)

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: 1.3.9
Depends: R (≥ 3.4.0), entropy (≥ 1.3.2), corpcor (≥ 1.6.10), fdrtool (≥ 1.2.18)
Imports: graphics, stats, utils
Suggests: crossval
Enhances: care
Published: 2025-04-08
DOI: 10.32614/CRAN.package.sda
Author: Miika Ahdesmaki [aut], Verena Zuber [aut], Sebastian Gibb [aut], Korbinian Strimmer [aut, cre]
Maintainer: Korbinian Strimmer
License: GPL (≥ 3)
URL: https://strimmerlab.github.io/software/sda/
NeedsCompilation: no
Materials:
In views: MachineLearning
CRAN checks: sda results

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