[R] Support Vector Machines

[excalibur]

I see that index is giving me the group for the classification problem.

But my problem is not the same. I had a sample X<-rnorm(1000) for example.

I don't want to make classification (i have only one group in fact) but i
want to estimate the density which generates my sample (like i can do with
others methods like kernel density estimation, wavelets estimations, splines
...). 

So, logically, i hope i will find an approximation of the Gaussian density.

But i don't see how i can obtain this density estimation with the function
svm.

Thanks


David Winsemius wrote:
> 
> 
> On May 5, 2009, at 3:49 AM, excalibur wrote:
> 
>>
>> In the R-help of the svm function of the package e1071 it's  
>> explained that
>> this function also makes estimation of density.
>>
>> But when i made for example
>> X<-rnorm(1000)
>> m<-svm(X)
>>
>> I just have a binary classification of X like SVM do whereas i want an
>> estimation of the density which generates our sample X ...
>>
>> I don't know if it's possible and if someone has already use this  
>> function
>> to do that.
> 
> Use str() to look at the object returned by svm. The example in svm's  
> help page uses the svm object's "index" variable although there are  
> other components that are available for extraction. The "fitted"  
> vector looks to have similar binary properties to "index" and the "SV"  
> vector appears to be a distance measure.
> 
> -- 
> David
> 
>>
>>
>> Thanks.
>>
>>
>> David Winsemius wrote:
>>>
>>>
>>> On May 4, 2009, at 8:52 AM, excalibur wrote:
>>>
>>>>
>>>> This question is still unanswered.
>>>
>>> Unanswered questions are often those which do not comply with the
>>> guidelines in the Posting Guide. Many people have gotten tired of
>>> either making up examples or of writing  "Read the Posting Guide", so
>>> they just ignore them.
>>>
>>>
>>>> Someone can explain me how use the svm function to make density
>>>> estimation ?
>>>
>>> If you post an executable bit of code that shows how you are doing
>>> those operations, then I suspect someone will answer.
>>>
>>> excalibur wrote:
>>>>
>>>>>
>>>>> Hi,
>>>>> i try to use function svm of package e1071 to estimate a density.
>>>>>
>>>>> But if my data are X=(X1,...,Xn) and m<-svm(X) some values of m$SV
>>>>> are
>>>>> less than 0.
>>>>> I don't see how i can get the estimation of the density with this
>>>>> function.
>>>>>
>>>>> Thanks for your help.
>>>>>
>>>>> Rémi
>>>>>
>>>
>>> David Winsemius, MD
>>> Heritage Laboratories
>>> West Hartford, CT
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>
>> -- 
>> View this message in context:
>> http://www.nabble.com/Support-Vector-Machines-tp19069442p23382683.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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