Shrinkage Discriminant Analysis and CAT Score Variable Selection
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: 1.3.3
Authors: Miika Ahdesmäki, Verena Zuber, Sebastian Gibb, and Korbinian Strimmer.
Documentation and Installation:
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