sdwd

Sparse Distance Weighted Discrimination

CRAN Package

Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties. More details about the methodology SDWD is seen on Wang and Zou (2016) (doi:10.1080/10618600.2015.1049700).

  • Version1.0.5
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release10/27/2020

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  • Depends1 package