sda page on CRAN.

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.

Current Version: 1.3.8

Authors: Miika Ahdesmäki, Verena Zuber, Sebastian Gibb, and Korbinian Strimmer.

Documentation and Installation:

Quick install: enter at the R console: install.packages("sda")

Additional Material:

Relevant Publication:

Connection of CAT Scores with Optimal Whitening:


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