## Description of R package
MGSDA

MGSDA (Multi-Group Sparse Discriminant Analysis) is an R package that
implements methods described in

The package is available from CRAN.

To install from Github:

`devtools::install_github("irinagain/MGSDApackage")`

The main functions are `cv.dLDA`

(cross-validation),
`dLDA`

(fitting for specified value of tuning parameter) and
`classifyV`

(classification). Each function has a
documentation with a simple example which can be accessed using standard
? commands in R (i.e. `?cv.dLDA`

).

Please feel free to contact me at irinag [at] stat [dot] tamu [dot]
edu if you have any questions or experience problems with the
package.

### Simple example

```
library(MGSDA)
### Example 1
# generate training data
n <- 10
p <- 100
G <- 3
ytrain <- rep(1:G, each = n)
set.seed(1)
xtrain <- matrix(rnorm(p * n * G), n * G, p)
# find matrix of canonical vectors V
V <- dLDA(xtrain, ytrain, lambda = 0.1)
sum(rowSums(V) != 0)
# generate test data
m <- 20
set.seed(3)
xtest <- matrix(rnorm(p * m), m, p)
# perform classification
ytest <- classifyV(xtrain, ytrain, xtest, V)
```