[R] Re : Wavelet Kernel

[Steve Lianoglou]

Hi,

On Jul 29, 2009, at 9:38 PM, Stella Sim wrote:

> Dear list,
>
> I would like to fit a wavelet SVM model. Where can I find a wavelet
> kernel function? Thanks in advance.

I reckon you might have to implement that one yourself.

It seems like this MATLAB SVM toolbox has a version of them:

http://asi.insa-rouen.fr/enseignants/~arakotom/toolbox/index.html

Perhaps you can use it (MATLAB) directly, or try to port the function  
to R if that's not an option. From a bit of googling around, it seems  
that it's computational expensive to compute the wavelet kernel, so it  
might be painful to run over a large amount of data. If that's the  
case, you might consider implementing it in C down the road.

Please do keep us posted :-)

-steve

--
Steve Lianoglou
Graduate Student: Computational Systems Biology
   |  Memorial Sloan-Kettering Cancer Center
   |  Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact