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ramhiser / paper-hdrda

High-Dimensional Regularized Discriminant Analysis
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classification discriminant-anlaysis high-dimensional-data machine-learning paper r regularization

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High-Dimensional Regularized Discriminant Analysis

This repository includes the paper and simulation code. Our paper is available on arXiv.org.

Installation

In order to reproduce the simulations and build the article, requisite R packages must be installed. The requirements.r file is a script that will install necessary packages. Either run the source or from the CLI:

Rscript requirements.r