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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