catch

Covariate-Adjusted Tensor Classification in High-Dimensions

Performs classification and variable selection on high-dimensional tensors (multi-dimensional arrays) after adjusting for additional covariates (scalar or vectors) as CATCH model in Pan, Mai and Zhang (2018) <arXiv:1805.04421>. The low-dimensional covariates and the high-dimensional tensors are jointly modeled to predict a categorical outcome in a multi-class discriminant analysis setting. The Covariate-Adjusted Tensor Classification in High-dimensions (CATCH) model is fitted in two steps: (1) adjust for the covariates within each class; and (2) penalized estimation with the adjusted tensor using a cyclic block coordinate descent algorithm. The package can provide a solution path for tuning parameter in the penalized estimation step. Special case of the CATCH model includes linear discriminant analysis model and matrix (or tensor) discriminant analysis without covariates.

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Description file content

Package
catch
Title
Covariate-Adjusted Tensor Classification in High-Dimensions
Version
1.0
Description
Performs classification and variable selection on high-dimensional tensors (multi-dimensional arrays) after adjusting for additional covariates (scalar or vectors) as CATCH model in Pan, Mai and Zhang (2018) . The low-dimensional covariates and the high-dimensional tensors are jointly modeled to predict a categorical outcome in a multi-class discriminant analysis setting. The Covariate-Adjusted Tensor Classification in High-dimensions (CATCH) model is fitted in two steps: (1) adjust for the covariates within each class; and (2) penalized estimation with the adjusted tensor using a cyclic block coordinate descent algorithm. The package can provide a solution path for tuning parameter in the penalized estimation step. Special case of the CATCH model includes linear discriminant analysis model and matrix (or tensor) discriminant analysis without covariates.
Depends
R (>= 3.1.1)
License
GPL-2
Encoding
UTF-8
LazyData
true
Imports
tensr, Matrix, MASS, methods
NeedsCompilation
yes
Packaged
2018-05-14 13:08:59 UTC; yp15c
Author
Yuqing Pan , Qing Mai , Xin Zhang
Maintainer
Yuqing Pan
Repository
CRAN
Date/Publication
2018-05-14 13:42:01 UTC

install.packages('catch')

1.0

6 months ago

Yuqing Pan

GPL-2

Depends on

R (>= 3.1.1)

Imports

tensr, Matrix, MASS, methods

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