penalizedSVM (1.1.2)

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Feature Selection SVM using Penalty Functions.

Support Vector Machine (SVM) classification with simultaneous feature selection using penalty functions is implemented. The smoothly clipped absolute deviation (SCAD), 'L1-norm', 'Elastic Net' ('L1-norm' and 'L2-norm') and 'Elastic SCAD' (SCAD and 'L2-norm') penalties are available. The tuning parameters can be found using either a fixed grid or a interval search.

Maintainer: Natalia Becker
Author(s): Natalia Becker, Wiebke Werft, Axel Benner

License: GPL (>= 2)

Uses: corpcor, e1071, lhs, MASS, mlegp, statmod, tgp
Reverse depends: bootfs, c060
Reverse suggests: SPOT

Released almost 2 years ago.

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