This post was kindly contributed by SAS Programming for Data Mining Applications - go there to comment and to read the full post. |
Demo SAS implementation of Regularized (Linear) Discriminate Analysis of J. Friedman (1989)[1]. Simpler introduction can be found at [2]. Regularized QDA follows similarly.
To save coding, I called R within SAS to finish the computation. For details to see how to call R within SAS, check here.
Reference:
1. Friedman, J. (1989). Regularized discriminant analysis, Journal of the American Statistical Association 84: 165-175.
2. Friedman, J; Hastie, T; Tibshirani, R (2008). The Elements of Statistical Learning, section 4.3.1
This post was kindly contributed by SAS Programming for Data Mining Applications - go there to comment and to read the full post. |