h {sparsediscrim}

Bias correction function from Pang et al. (2009).

Description

This function computes the function h_{\nu, p}(t) on page 1023 of Pang et al. (2009).

Usage

h(nu, p, t = -1)

Arguments

nu

a specified constant (nu = N - K)

p

the feature space dimension.

t

a constant specified by the user that indicates the exponent to use with the variance estimator. By default, t = -1 as in Pang et al. See the paper for more details.

Value

the bias correction value

References

Pang, H., Tong, T., & Zhao, H. (2009). "Shrinkage-based Diagonal Discriminant Analysis and Its Applications in High-Dimensional Data," Biometrics, 65, 4, 1021-1029. https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1541-0420.2009.01200.x