svmEval {chemometrics}R Documentation

Support Vector Machine evaluation by CV

Description

Evaluation for Support Vector Machines (SVM) by cross-validation

Usage

svmEval(X, grp, train, kfold = 10, gamvec = seq(0, 10, by = 1), kernel = "radial", degree = 3, 
   plotit = TRUE, legend = TRUE, legpos = "bottomright", ...)

Arguments

X standardized complete X data matrix (training and test data)
grp factor with groups for complete data (training and test data)
train row indices of X indicating training data objects
kfold number of folds for cross-validation
gamvec range for gamma-values, see svm
kernel kernel to be used for SVM, should be one of "radial", "linear", "polynomial", "sigmoid", default to "radial", see svm
degree degree of polynome if kernel is "polynomial", default to 3, see svm
plotit if TRUE a plot will be generated
legend if TRUE a legend will be added to the plot
legpos positioning of the legend in the plot
... additional plot arguments

Details

The data are split into a calibration and a test data set (provided by "train"). Within the calibration set "kfold"-fold CV is performed by applying the classification method to "kfold"-1 parts and evaluation for the last part. The misclassification error is then computed for the training data, for the CV test data (CV error) and for the test data.

Value

trainerr training error rate
testerr test error rate
cvMean mean of CV errors
cvSe standard error of CV errors
cverr all errors from CV
gamvec range for gamma-values, taken from input

Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press. To appear.

See Also

svm

Examples

data(fgl,package="MASS")
grp=fgl$type
X=scale(fgl[,1:9])
k=length(unique(grp))
dat=data.frame(grp,X)
n=nrow(X)
ntrain=round(n*2/3)
require(e0171)
set.seed(143)
train=sample(1:n,ntrain)
ressvm=svmEval(X,grp,train,gamvec=c(0,0.05,0.1,0.2,0.3,0.5,1,2,5),
  legpos="topright")
title("Support vector machines")

[Package chemometrics version 0.4 Index]