This function computes the function \(h_{\nu, p}(t)\) on page 1023 of Pang et al. (2009).
h(nu, p, t = -1)
| nu | a specified constant (nu = N - K) |
|---|---|
| p | the feature space dimension. |
| t | a constant specified by the user that indicates the exponent to use with the variance estimator. By default, t = -1 as in Pang et al. See the paper for more details. |
the bias correction value
Pang, H., Tong, T., & Zhao, H. (2009). "Shrinkage-based Diagonal Discriminant Analysis and Its Applications in High-Dimensional Data," Biometrics, 65, 4, 1021-1029. http://onlinelibrary.wiley.com/doi/10.1111/j.1541-0420.2009.01200.x/abstract