select_svm: Function basically performing the same task as e1071::tune,...

In AKLLaursen/svmfortopic: Package providing all data and programs used in the topic XXX by Andreas Keller Leth Laursen

Description

Function basically performing the same task as e1071::tune, but here made clear.

Usage

select_svm(input_frame, kernel = "linear", max.polynomial = 2,
  cachesize = 500, min_lag = 7, eps_grid = 10^c(0.5, 0.75, 1, 1.25, 1.5),
  gamma_grid = 10^c(0.5, 0.75, 1, 1.25, 1.5), sigma_grid = -10^seq(-1, 1,
  0.5), cores = 8L)

Arguments

input_frame	A data frame containing a date and a price.
cachesize	cache memory in MB (default 4000)
max.cost	An integer containing the maximum allowed cost. If left as NULL, it will default to floor(max(abs(price)) + 3 * sd(price))
max.epsilon	An interger being the max allowed epsilon parameter. If left as null, it will default to 4, being the value where no support vectors are returned for the base spot price for Germany.

AKLLaursen/svmfortopic documentation built on May 5, 2019, 11:30 a.m.