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A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.
Package details 


Author  Yi Yang <[email protected]>, Hui Zou <[email protected]> 
Maintainer  Yi Yang <[email protected]> 
License  GPL2 
Version  1.0.5 
URL  https://github.com/emeryyi/gcdnet 
Package repository  View on CRAN 
Installation 
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