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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>.

Version:1.0.2
Depends:R (≥ 3.5.0)
Imports:stats,Matrix, methods
Suggests:knitr,rmarkdown
Published:2025-09-26
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
Citation:hdsvm citation info
CRAN checks:hdsvm results

Documentation:

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

Downloads:

Package source: hdsvm_1.0.2.tar.gz
Windows binaries: r-devel:hdsvm_1.0.2.zip, r-release:hdsvm_1.0.2.zip, r-oldrel:hdsvm_1.0.2.zip
macOS binaries: r-release (arm64):hdsvm_1.0.2.tgz, r-oldrel (arm64):hdsvm_1.0.2.tgz, r-release (x86_64):hdsvm_1.0.2.tgz, r-oldrel (x86_64):hdsvm_1.0.2.tgz
Old sources: hdsvm archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=hdsvmto link to this page.


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