Shrinkage Discriminant Analysis and CAT Score Variable Selection
Estimate CAT Scores and t-Scores
Group Centroids and (Pooled) Variances
Shrinkage Discriminant Analysis 3: Prediction Step
Internal sda functions
The sda Package
Shrinkage Discriminant Analysis 1: Predictor Ranking
Shrinkage Discriminant Analysis 2: Training Step
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.