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ramhiser / sparsediscrim

Sparse and Regularized Discriminant Analysis in R
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Simultaneously diagonalize only once when applying Bhattacharyya #13

Closed ramhiser closed 9 years ago

ramhiser commented 11 years ago

Problem: Currently, we are calculating the simultaneous diagonalizer Q twice when applying the Bhattacharyya criterion for dimension reduction.

Solution: Refactor the code to calculate Q only once.