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We develop the entire solution paths for ROCSVM presented by Rakotomamonjy. The ROCSVM solution path algorithm greatly facilitates the tuning procedure for regularization parameter, lambda in ROCSVM by avoiding grid search algorithm which may be computationally too intensive. For more information on the ROCSVM, see the report in the ROC Analysis in AI workshop(ROCAI2004) : HernàndezOrallo, José, et al. (2004) <doi:10.1145/1046456.1046489>.
Package details 


Author  Seung Jun Shin [aut, cre], Do Hyun Kim [aut] 
Maintainer  Seung Jun Shin <[email protected]> 
License  GPL2 
Version  0.1.0 
Package repository  View on CRAN 
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