svrpath: The SVR Path Algorithm

Computes the entire solution paths for Support Vector Regression(SVR) with respect to the regularization parameter, lambda and epsilon in epsilon-intensive loss function, efficiently. We call each path algorithm svrpath and epspath. See Wang, G. et al (2008) <doi:10.1109/TNN.2008.2002077> for details regarding the method.

Getting started

Package details

AuthorDo Hyun Kim [aut, cre], Seung Jun Shin [aut]
MaintainerDo Hyun Kim <09dohkim@gmail.com>
LicenseGPL (>= 2)
Version0.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("svrpath")

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svrpath documentation built on May 2, 2019, 9:13 a.m.