R package RidgeFusion: R Package for Ridge Fusion in Statistical Learning. This package implements ridge fusion methodology for inverse covariance matrix estimation for use in quadratic discriminant analysis. The package also contains function for model based clustering using ridge fusion for inverse matrix estimation, as well as tuning parameter selection functions. We have also implemented QDA using joint inverse covariance estimation.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Gaynanova, Irina; Wang, Tianying: Sparse quadratic classification rules via linear dimension reduction (2019)
- Imdad Ullah Muhammad, Aslam Muhammad: lmridge: A Comprehensive R Package for Ridge Regression (2018) not zbMATH