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New CRAN release after archival.
type
argument.R CMD CHECK
. #38Fixed an issue with the HDRDA classifier’s predict
function. The posterior probabilities did not sum to 1 because they were
unnormalized. #34
Fixed another issue with the HDRDA classifier’s
predict
function, where the class names were incorrect when
predicting a single observation. #34
Improved docs throughout the package to pass
R CMD CHECK
. #35
The predict
function now returns
posterior-probability estimates for each classifier.
The object returned by cv_hdrda()
can be plotted. A
heatmap is produced using ggplot2
to illustrate the
cross-validation error rate for each tuning-parameter pair
considered.
The predict
function for the HDRDA classifier is now
substantially faster when classifying a large number of observations.
#33
The cross-validation helper function cv_hdrda()
for
the HDRDA classifier now returns a trained classifier rather than the
optimal model.
cv_hdrda()
also has an optional verbose
argument to dump summary information while the cross-validation is
running.
Fixed issue with classifiers’ documentation not appearing in help index. #26
Better handling of HDRDA when its tuning parameters are both 0.
Corrected calculation of W_k and Q_k in HDRDA classifier.
Added unit tests for HDRDA.
Can now specify population means in
generate_blockdiag()
.
Added unit tests for generate_blockdiag()
.
Updated man docs with roxygen2 4.0.
Added log_determinant()
helper function to calculate
the log-determinant of a matrix.
The High-Dimensional Regularized Discriminant Analysis (HDRDA)
classifier from Ramey, Stein, and Young (2014) implemented in
hdrda()
has been revamped to improve its computational
performance.
lda_pseudo()
is an implementation of Linear
Discriminant Analysis (LDA) with the Moore-Penrose
Pseudo-Inverse
lda_schafer()
is an implementation of Linear
Discriminant Analysis (LDA) using the covariance matrix estimator from
Schafer and Strimmer (2005)
lda_thomaz()
is an implementation of Linear
Discriminant Analysis (LDA) using the covariance matrix estimator from
Thomaz, Kitani, and Gillies (2006)
mdeb()
is an implementation of the Minimum Distance
Empirical Bayesian Estimator (MDEB) classifier from Srivistava and
Kubokawa (2007)
mdmeb()
is an implementation of the Minimum Distance
Rule using Modified Empirical Bayes (MDMEB) classifier from Srivistava
and Kubokawa (2007)
mdmp()
is an implementation of the Minimum Distance
Rule using Moore-Penrose Inverse (MDMP) classifier from Srivistava and
Kubokawa (2007)
smdlda()
is an implementation of the
Shrinkage-mean-based Diagonal Linear Discriminant Analysis (SmDLDA) from
Tong, Chen, and Zhao (2012)
smdqda()
is an implementation of the
Shrinkage-mean-based Diagonal Quadratic Discriminant Analysis (SmDQDA)
from Tong, Chen, and Zhao (2012)
Added a summary function for hdrda
classifiers
First version of the sparsediscrim
package. With
this package, we aim to provide a large collection of regularized and
sparse discriminant analysis classifiers intended for high-dimensional
classification.
hdrda()
is an implementation of the High-Dimensional
Regularized Discriminant Analysis classifier from Ramey, Stein, and
Young (2014).
dlda()
is an implementation of the Diagonal Linear
Discriminant Analysis classifier from Dudoit, Fridlyand, and Speed
(2002).
dqda()
is an implementation of the Diagonal
Quadratic Discriminant Analysis classifier from Dudoit, Fridlyand, and
Speed (2002).
sdlda()
is an implementation of the Shrinkage-based
Diagonal Linear Discriminant Analysis classifier from Pang, Tong, and
Zhao (2009).
sdqda()
is an implementation of the Shrinkage-based
Diagonal Quadratic Discriminant Analysis classifier from Pang, Tong, and
Zhao (2009).
generate_blockdiag()
generates random variates from
K multivariate normal populations, where each class is generated with a
constant mean vector and a covariance matrix consisting of
block-diagonal autocorrelation matrices.
generate_intraclass()
generates random variates from
K multivariate normal populations, where class is generated with a
constant mean vector and an intraclass covariance matrix.
cv_partition()
randomly partitions data for
cross-validation.
no_intercept()
removes the intercept term from a
formula if it is included.
cov_mle()
computes the maximum likelihood estimator
for the sample covariance matrix under the assumption of multivariate
normality.
cov_pool()
computes the pooled maximum likelihood
estimator for the common covariance matrix under the assumption of
multivariate normality.
cov_eigen()
computes the eigenvalue decomposition of
the maximum likelihood estimators of the covariance matrices for the
given data matrix. We provide an option to calculate the eigenvalue
decomposition using the Fast Singular Value Decomposition, which can
greatly expedite the eigenvalue decomposition for very tall data (large
n, small p) or very wide data (small n, large p).
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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