Description Usage Arguments Value Examples
This is the primary function for uses to fit SVMs using this package.
1 2 |
YMAT |
Data. First column is -1 or 1 indicating the class of each observation. The remaining columns are the coordinates of the data points. |
method |
Choice of function used in SVM. Choices are 'logistic', 'hinge' and 'squareHinge'. Default value is 'logistic" |
EPSILON |
Small perturbation value needed in calculation. Default value is 0.00001. |
returnAll |
Return all of theta values? Boolean with default value FALSE. |
rho |
Sensitivity factor to adjust the level of change in the SVM fit when a new observation is added. Default value 1.0 |
A list containing:
THETA |
SVM fit parameters. |
NN |
Number of observation points in YMAT. |
DIM |
Dimension of data. |
THETA_list |
THETA at each iteration (new point observed) as YMAT is fed into the algorithm one data point at a time. |
PSI,OMEGA,CHI |
Intermediate value for PSI, OMEGA, or CHI (depending on method choice) at each iteration (new point observed). |
1 2 | Sim<- generateSim(10^4)
m1<-SVMFit(Sim$YMAT)
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