FADA package

The functions provided in the FADA (Factor Adjusted Discriminant Analysis) package aim at performing supervised classification models and variable selection on dependent covariates. The classification procedures are combined with a factor modeling of dependence among covariates. The available procedures are Lasso regularized logistic model (see Friedman et al. (2010)), sparse linear discriminant analysis (see Clemmensen et al. (2011)), shrinkage linear and diagonal discriminant analysis (see M. Ahdesmaki et al. (2010)).

R package is available on the CRAN.

FADA was presented at the useR!2014 conference at UCLA (California, USA). The presentation is available here.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s