solve.svr {svrpath}

QP solver for SVR

Description

solves quadratic programming(QP) for SVR.

Usage

## S3 method for class 'svr'
solve(a, b, lambda = 1, svr.eps = 1,
  kernel.function = radial.kernel, param.kernel = 1, ...)

Arguments

a

The data matrix (n x p) with n rows (observations) on p variables (columns)

b

The real number valued response variable

lambda

The regularization parameter

svr.eps

Epsilon in epsion-insensitive loss function

kernel.function

User defined kernel function. See svmpath.

param.kernel

Parameter(s) of the kernels. See svmpath.

...

Generic compatibility

Value

SVR solution at a given lambda and epsilon

Author(s)

Dohyun Kim, Seung Jun Shin

Examples

# set.seed(1)
n <- 30
p <- 50

x <- matrix(rnorm(n*p), n, p)
e <- rnorm(n, 0, 1)
beta <- c(1, 1, rep(0, p-2))
y <- x %*% beta + e
solve.svr(x, y)