Sparse Multivariate Analysis via Rank Transformation
Description
The package "smart" provides a general framework for
analyzing (including estimation, feature selection and
prediction) and visualize big data. It integrates several
novel, efficient and robust data analysis tools, including
Transelliptical Component Analysis (TCA), Transelliptical
Correlation Estimation (TCE) and Group Nearest Shrunken
Centroids (gnsc). We target on high dimensional data
analysis(usually d >> n), and exploit computationally
efficiently approaches. Results are organized to be visualized
properly for users.