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A road to classification in high dimensional space: the regularized optimal affine discriminant

A road to classification in high dimensional space: the regularized optimal affine discriminant

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A powerful method for binary classification in high dimensional space

[Sigma]=eqcor(p,rho)
function [Sigma]=eqcor(p,rho)
% number of features-- the length of error vector
Sigma = (1-rho)*eye(p)+rho*ones(p,p);

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