penalizedSVM: 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.

Version: 1.1.4
Depends: e1071, mlegp, MASS
Imports: corpcor, statmod, tgp
Published: 2023-03-23
DOI: 10.32614/CRAN.package.penalizedSVM
Author: Natalia Becker, Wiebke Werft, Axel Benner
Maintainer: Frederic Bertrand <frederic.bertrand at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: penalizedSVM results


Reference manual: penalizedSVM.pdf


Package source: penalizedSVM_1.1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): penalizedSVM_1.1.4.tgz, r-oldrel (arm64): penalizedSVM_1.1.4.tgz, r-release (x86_64): penalizedSVM_1.1.4.tgz, r-oldrel (x86_64): penalizedSVM_1.1.4.tgz
Old sources: penalizedSVM archive

Reverse dependencies:

Reverse imports: c060


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