Shrinkage Discriminant Analysis and CAT Score Variable Selection CRAN Task View: MachineLearning (http://CRAN.R-project.org/view=MachineLearning) This package provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using CAT scores (correlation-adjusted t-scores). Variable selection error is controlled using false non-discovery rates or higher criticism scores. Software Depends: R (>= 2.10.0), lattice, entropy (>= 1.1.7), corpcor (>= 1.6.2), fdrtool (>= 1.2.8) Korbinian Strimmer <strimmer@uni-leipzig.de> Miika Ahdesmaki, Verena Zuber, and Korbinian Strimmer GPL (>= 3) 2012-01-22 application/tgz http://CRAN.R-project.org/package=sda