Software
- dsda: performs direct sparse discriminant analysis.
- msda: performs multiclass sparse discriminant analysis.
- catch: performs covariate-adjusted tensor classification.
- SCCA: performs sparse canonical correlation analysis. This package contains all the functions to reproduce the results in our sparse canonical correlation analysis paper. But if you want to play more with our method, such as cross validation with unequal tuning parameters, you can use the code in the file SCCA-code with the readme file and the example.
- CLEMM: performs parsimonious model-based clustering with envelopes.