method for projection pursuit; "LDA", "PDA", "Lr", "GINI",
and "ENTROPY"
weight
weight flag in LDA, PDA and Lr index
r
r in Lr index
lambda
lambda in PDA index
energy
energy parameter
cooling
cooling parameter
TOL
tolerance
maxiter
number of maximum iteration
Value
indexbest maximum LDA index value
projbest optimal q-dim projection matrix
origclass original class information vector
origdata original data matrix without class information
Details
Find the q-dim optimal projection using various projectin pursuit indices
with class information
References
Lee, EK., Cook, D., Klinke, S., and Lumley, T.(2005)
Projection Pursuit for exploratory supervised classification,
Journal of Computational and Graphical statistics, 14(4):831-846.