MGSDA: Multi-Group Sparse Discriminant Analysis

Implements Multi-Group Sparse Discriminant Analysis proposal of I.Gaynanova, J.Booth and M.Wells (2016), Simultaneous sparse estimation of canonical vectors in the p>>N setting, JASA <doi:10.1080/01621459.2015.1034318>.

Version: 1.6
Imports: MASS, stats
Published: 2021-03-11
Author: Irina Gaynanova
Maintainer: Irina Gaynanova <irinag at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: MGSDA results


Reference manual: MGSDA.pdf
Package source: MGSDA_1.6.tar.gz
Windows binaries: r-devel:, r-devel-UCRT:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): MGSDA_1.6.tgz, r-release (x86_64): MGSDA_1.6.tgz, r-oldrel: MGSDA_1.6.tgz
Old sources: MGSDA archive


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