solve.svr: QP solver for SVR

In svrpath: The SVR Path Algorithm

Description

solves quadratic programming(QP) for SVR.

Usage

## S3 method for class 'svr'
solve(a, b, lambda = 1, svr.eps = 1,
  kernel.function = radial.kernel, param.kernel = 1, ...)

Arguments

a	The data matrix (n x p) with n rows (observations) on p variables (columns)
b	The real number valued response variable
lambda	The regularization parameter
svr.eps	Epsilon in epsion-insensitive loss function
kernel.function	User defined kernel function. See svmpath.
param.kernel	Parameter(s) of the kernels. See svmpath.
...	Generic compatibility

Value

SVR solution at a given lambda and epsilon

Author(s)

Dohyun Kim, Seung Jun Shin

Examples

# set.seed(1)
n <- 30
p <- 50

x <- matrix(rnorm(n*p), n, p)
e <- rnorm(n, 0, 1)
beta <- c(1, 1, rep(0, p-2))
y <- x %*% beta + e
solve.svr(x, y) 

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