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penalizedSVM (version 1.1.2)
Feature Selection SVM using Penalty Functions
Description
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.