PDA projection pursuit index.

Source: R/interesting-indices.r

Calculate the PDA projection pursuit index. See Lee and Cook (2009) A Projection Pursuit Index for Large p, Small n Data

pda_pp(cl, lambda = 0.2)

Arguments

cl

class to be used. Such as "color"

lambda

shrinkage parameter (0 = no shrinkage, 1 = full shrinkage)