r-FisherEM

The FisherEM algorithm, proposed by Bouveyron & Brunet (2012) <doi:10.1007/s11222-011-9249-9>, is an efficient method for the clustering of high-dimensional data. FisherEM models and clusters the data in a discriminative and low-dimensional latent subspace. It also provides a low-dimensional representation of the clustered data. A sparse version of Fisher-EM algorithm is also provided.