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It is possible that the hessian computation in optim algorithm used is not sufficiently accurate. We could add a step to calculate hessian at the optimal point.
Shall we???
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For more information, see the Cai et al. (2011) JASA paper entitled "A Direct Estimation Approach to Sparse Linear Discriminant Analysis"
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*Issue migrated from trac ticket # 1685*
**milestone:** HeuristicLab 3.3.6 | **component:** Problems.DataAnalysis.Symbolic.Classification.Views | **priority:** highest | **resolution:** done
#### 20…
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*Issue migrated from trac ticket # 1418*
**milestone:** HeuristicLab 3.3.4 | **component:** Problems.DataAnalysis | **priority:** high | **resolution:** done
#### 2011-02-15 17:15:18: @gkronber crea…