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:
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