penalizedSVM: Feature Selection SVM using penalty functions

This package provides feature selection SVM using penalty functions. The smoothly clipped absolute deviation (SCAD), 'L1-norm', 'Elastic Net' ('L1-norm' and 'L2-norm') and 'Elastic SCAD' (SCAD and 'L2-norm') penalties are availible. The tuning parameters can be founf using either a fixed grid or a interval search.

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