Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA .
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1.6.1 by Irina Gaynanova, 3 years ago
Browse source code at https://github.com/cran/MGSDA
Authors: Irina Gaynanova
Documentation: PDF Manual
GPL (>= 2) license
Imports MASS, stats
See at CRAN