Variable Selection for Supervised Classification in High Dimension

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Documentation for package ‘FADA’ version 1.3.5

• DESCRIPTION file.

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FADA-package	Variable selection for supervised classification in high dimension
data.test	Test dataset simulated with the same distribution as the training dataset data.train.
data.train	Training data
decorrelate.test	Factor Adjusted Discriminant Analysis 2: Decorrelation of a testing data set after running the 'decorrelate.train' function on a training data set
decorrelate.train	Factor Adjusted Discriminant Analysis 1: Decorrelation of the training data
FADA	Factor Adjusted Discriminant Analysis 3-4 : Supervised classification on decorrelated data