I am trying to apply RDA on my data in R, after some research I found that there is a package in R called "rda" which seems can do the job for me. However I looked at the description of the RDA function in that package and I'm a little confused now:
Usage given in R:
rda(x, y, xnew=NULL, ynew=NULL, prior=table(y)/length(y),alpha=seq(0, 0.99, len=10), delta=seq(0, 3, len=10), regularization="S", genelist=FALSE, trace=FALSE)
I'm not sure what do "alpha" and "delta" stand for in this case. I was taught that in RDA, there are two parameters "lambda" and "sigma", where lambda is a complexity parameter that dictates the balance between linear and quadratic discriminant analysis and sigma is another parameter to regularise the covariance matrix further. BOTH OF THEM ARE BETWEEN 0 AND 1.
But as for this "rda" function in R, the default values of delta is between 0 and 3 which confused me.
Could anyone explain this for me please? Thanks!
You can use the package
klaR
which have a functionrda
with a parametrization of regularization parameters similar to the one you described.Is not a good idea to mix the two packages (namespace issue for some functions), it's better to detach
rda
if you want to useklaR
(or the opposite).