Update the 'simdiag' function to be the classifier - Githubissues

ramhiser / sparsediscrim

Sparse and Regularized Discriminant Analysis in R

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Update the 'simdiag' function to be the classifier #11

Closed ramhiser closed 11 years ago

ramhiser commented 11 years ago

Currently, the simdiag function simultaneously diagonalizes the sample covariance matrices from each class in a data set.

Update the function so that it is the classifier.
Move the simultaneous diagonalization code to helper functions (If necessary)

This classifier should have the following arguments:

The selection of q
Select Bhattacharyya or Mahalanobis
Fast SVD or not
Linear or Quadratic