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sda

1.2.1
Package: 
sda
Shrinkage Discriminant Analysis and CAT Score Variable Selection
This package provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using CAT scores (correlation-adjusted t-scores). Variable selection error is controlled using false non-discovery rates or higher criticism scores.
Author: 
Miika Ahdesmaki, Verena Zuber, and Korbinian Strimmer
License: 
GPL (>= 3)
http://strimmerlab.org/software/sda/