Regularized Gaussian Bayes Classifier for High Dimensional Data

regGaussianBayes.R provides a fast and accurate Gaussian Bayes classifier for high-dimensional problems. The repository regularizedgb will be provided as a R package soon.

How to use

Requirements

regularizedgb requires the R packages 'corpcor', 'Rcpp' and 'RcppArmadillo'.

Examples

The file demo.R contains a classification experiment comparing the RGB with the state-of-the-art algoritms: SVM, Random Forest and Adaboost.