[R] Support Vector Machines

[Liaw, Andy]

svm() in the e1071 package is an interface to the libsvm code.  Look at the link provided in the help page for that function.  You will have to read up how density estimation is achieved via one-class SVM.

Andy 

From: excalibur
> 
> In the R-help of the svm function of the package e1071 it's 
> explained that
> this function also makes estimation of density.
> 
> But when i made for example
> X<-rnorm(1000)
> m<-svm(X)
> 
> I just have a binary classification of X like SVM do whereas i want an
> estimation of the density which generates our sample X ...
> 
> I don't know if it's possible and if someone has already use 
> this function
> to do that.
> 
> Thanks.
> 
> 
> David Winsemius wrote:
> > 
> > 
> > On May 4, 2009, at 8:52 AM, excalibur wrote:
> > 
> >>
> >> This question is still unanswered.
> > 
> > Unanswered questions are often those which do not comply with the  
> > guidelines in the Posting Guide. Many people have gotten tired of  
> > either making up examples or of writing  "Read the Posting 
> Guide", so  
> > they just ignore them.
> > 
> > 
> >> Someone can explain me how use the svm function to make density  
> >> estimation ?
> > 
> > If you post an executable bit of code that shows how you are doing  
> > those operations, then I suspect someone will answer.
> > 
> > excalibur wrote:
> >>
> >>>
> >>> Hi,
> >>> i try to use function svm of package e1071 to estimate a density.
> >>>
> >>> But if my data are X=(X1,...,Xn) and m<-svm(X) some 
> values of m$SV  
> >>> are
> >>> less than 0.
> >>> I don't see how i can get the estimation of the density with this
> >>> function.
> >>>
> >>> Thanks for your help.
> >>>
> >>> Rémi
> >>>
> > 
> > David Winsemius, MD
> > Heritage Laboratories
> > West Hartford, CT
> > 
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> > 
> > 
> 
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> ______________________________________________
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