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.

Version: 0.1.2
Depends: R (≥ 3.4.0)
Imports: quadprog, svmpath
Published: 2018-06-29
Author: Do Hyun Kim [aut, cre], Seung Jun Shin [aut]
Maintainer: Do Hyun Kim <09dohkim at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: svrpath results

Documentation:

Reference manual: svrpath.pdf

Downloads:

Package source: svrpath_0.1.2.tar.gz
Windows binaries: r-devel: svrpath_0.1.2.zip, r-release: svrpath_0.1.2.zip, r-oldrel: svrpath_0.1.2.zip
macOS binaries: r-release (arm64): svrpath_0.1.2.tgz, r-oldrel (arm64): svrpath_0.1.2.tgz, r-release (x86_64): svrpath_0.1.2.tgz
Old sources: svrpath archive

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