Natalia Becker

Natalia Becker

2 packages on CRAN

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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.

c060

cran
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The c060 package provides additional functions to perform stability selection, model validation and parameter tuning for glmnet models.