There is a function called `smda` in the sparseLDA package that implements
the model described in Clemmensen, L., Hastie, T., Witten, D. and Ersbøll,
B. Sparse discriminant analysis, Technometrics, 53(4): 406-413, 2011

Max

On Sun, Jan 24, 2016 at 10:45 PM, TJUN KIAT TEO <teotj...@hotmail.com>
wrote:

> Hi
>
> I noticed we have MDA and Mclust for Mixture Discriminant Analysis and
> Penalized LDA. Do we have a R packages for Penalized MDA?
>
> Tjun Kiat
>
>
>
>
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>
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