This website is maintained by Lingsong Zhang at Purdue University.

The Distance Weighted Discrimination Method was proposed in Marron et al (2007), which improves the performance of SVM method when the number of variables is close to or larger than the number of observaations. There are several important extensions of the DWD method, which try to improve the performance interms of interpretability and unbalance data sets, e.g. sparse DWD (Zhang and Lin, 2008) and weighted DWD (Qiao et al, 2008). In this website, I provide some links to this work and some matlab routines designed by them or myself for testing. If you find any problems for these matlab functions, please share your feedback with me. Thank you very much!

1. Regular DWD method

2. Weighted DWD method

3. Sparse DWD method

4. Sparse Weighted DWD method

5. SDPT package

This website is updated on July 21, 2009