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hdsvm

Fast Algorithm for Support Vector Machine

Implements an efficient algorithm for fitting the entire regularization path of support vector machine models with elastic-net penalties using a generalized coordinate descent scheme. The framework also supports SCAD and MCP penalties. It is designed for high-dimensional datasets and emphasizes numerical accuracy and computational efficiency. This package implements the algorithms proposed in Tang, Q., Zhang, Y., & Wang, B. (2022) <https://openreview.net/pdf?id=RvwMTDYTOb>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling source/ R- hdsvm_1.0.2.tar.gz 37.2 KiB
1.0.2 rolling linux/jammy R-4.5 hdsvm_1.0.2.tar.gz 110.5 KiB
1.0.2 rolling linux/noble R-4.5 hdsvm_1.0.2.tar.gz 110.8 KiB
1.0.2 latest source/ R- hdsvm_1.0.2.tar.gz 37.2 KiB
1.0.2 latest linux/jammy R-4.5 hdsvm_1.0.2.tar.gz 110.5 KiB
1.0.2 latest linux/noble R-4.5 hdsvm_1.0.2.tar.gz 110.8 KiB
1.0.2 2026-04-23 source/ R- hdsvm_1.0.2.tar.gz 37.2 KiB
1.0.2 2026-04-09 windows/windows R-4.5 hdsvm_1.0.2.zip 119.2 KiB
1.0.1 2025-04-20 source/ R- hdsvm_1.0.1.tar.gz 36.8 KiB

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