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Assessment of Projection Pursuit Index for Classifying High Dimension Low Sample Size Data in R

Assessment of Projection Pursuit Index for Classifying High Dimension Low Sample Size Data in R

Analyzing ā€œlarge p small nā€ data is becoming increasingly paramount in a wide range of application fields. As a projection pursuit index, the Penalized Discriminant Analysis ($\mathrm{PDA}$) index, built upon the Linear Discriminant Analysis ($\mathrm{LDA}$) index, is devised in Lee and Cook (2010) to classify high-dimensional data with promising results. ā€¦