hdsvm: Fast Algorithm for Support Vector Machine

Implements an efficient algorithm to fit and tune penalized Support Vector Machine models using the generalized coordinate descent algorithm. Designed to handle high-dimensional datasets effectively, with emphasis on precision and computational efficiency. This package implements the algorithms proposed in Tang, Q., Zhang, Y., & Wang, B. (2022) <https://openreview.net/pdf?id=RvwMTDYTOb>.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: stats, Matrix, methods
Suggests: knitr, rmarkdown
Published: 2025-02-11
DOI: 10.32614/CRAN.package.hdsvm
Author: Yikai Zhang [aut, cre], Qian Tang [aut], Boxiang Wang [aut]
Maintainer: Yikai Zhang <yikai-zhang at uiowa.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: hdsvm results

Documentation:

Reference manual: hdsvm.pdf
Vignettes: Getting started with hdsvm (source, R code)

Downloads:

Package source: hdsvm_1.0.1.tar.gz
Windows binaries: r-devel: hdsvm_1.0.1.zip, r-release: not available, r-oldrel: hdsvm_1.0.1.zip
macOS binaries: r-release (arm64): hdsvm_1.0.1.tgz, r-oldrel (arm64): not available, r-release (x86_64): hdsvm_1.0.1.tgz, r-oldrel (x86_64): not available
Old sources: hdsvm archive

Linking:

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