Kernel that will be used to fit the model. The handled type are: linear kern ('lin_kern'), additive kernel ('add_kernel'), radial basis kernels ('rbf_kernel' and 'rbf4_kernel') and the polynomial kernel ('poly_kernel').
kernel_pars: [numeric(1)|vector(1)]
Parameters of kernel, when required.
bin_cat: [vector(1)]
Indexes of binary/categorical varibales
makediff: [character(1)]
String indicating which of 'makediff1', 'makediff2' or 'makediff3'
will be used.
opt_alg: [vector(1)]
Program that will be used to solve the quadratic optimization problem. Either quadprog or ipop.
sgf_sv: [integer(1)]
Number of decimal digits in the solution of the quadratic optimization problem.
sigf: [integer(1)]
Used by ipop. See ipop for details.
maxiter: [integer(1)]
Used by ipop. See ipop for details.
margin: [numeric(1)]
Used by ipop. See ipop for details.
bound: [numeric(1)]
Used by ipop. See ipop for details.
eig.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.
conv.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.
posd.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.
Returns
[VB1FitObj(1)] object of class VB1FitObj containing elements:
Alpha
solution of the quadratic optimization problem,
Xtrain
matrix of training data points,
DifMat
matrix used to maked differences between neighbor points,
Kernel
kernel matrix, an object of class Kernel ,
OptMeth
program used to solve the quadratic optimization problem.