l1penSVMs: Regularization Paths of L1-Penalized SVMs

Computes regularization paths for L1-penalized support vector machine (SVM) models, including the standard SVM, receiver operating characteristic SVM (ROC-SVM), and fraud detection SVM (FD-SVM). The package implements efficient path algorithms to obtain solutions over a wide range of regularization parameter values. It also provides cross-validation for selecting an optimal regularization parameter, along with functions for prediction, visualization, and summarization of the fitted models. For more details, see Zhu et al. (2003) <https://proceedings.neurips.cc/paper_files/paper/2003/file/49d4b2faeb4b7b9e745775793141e2b2-Paper.pdf>, Kim et al. (2021) <doi:10.1002/sta4.400>, Park et al. (2023) <doi:10.1007/s42952-023-00207-6>.

Version: 0.1.0
Imports: lpSolve, fastDummies, MASS
Published: 2026-10-21
DOI: 10.32614/CRAN.package.l1penSVMs (may not be active yet)
Author: Hyungwoo Kim [aut, cre], Minhyoung Park [aut], Seung Jun Shin [aut]
Maintainer: Hyungwoo Kim <khw7682 at pknu.ac.kr>
License: GPL-3
NeedsCompilation: no
CRAN checks: l1penSVMs results

Documentation:

Reference manual: l1penSVMs.html , l1penSVMs.pdf

Downloads:

Package source: l1penSVMs_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): l1penSVMs_0.1.0.tgz, r-oldrel (arm64): l1penSVMs_0.1.0.tgz, r-release (x86_64): l1penSVMs_0.1.0.tgz, r-oldrel (x86_64): l1penSVMs_0.1.0.tgz

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