Nonparametric Regression via StatLSSVM

Autor: Kris De Brabanter, Johan Suykens, Bart De Moor
Jazyk: angličtina
Rok vydání: 2013
Předmět:
Zdroj: Journal of Statistical Software, Vol 55, Iss 1, Pp 1-21 (2013)
Druh dokumentu: article
ISSN: 1548-7660
DOI: 10.18637/jss.v055.i02
Popis: We present a new MATLAB toolbox under Windows and Linux for nonparametric regression estimation based on the statistical library for least squares support vector machines (StatLSSVM). The StatLSSVM toolbox is written so that only a few lines of code are necessary in order to perform standard nonparametric regression, regression with correlated errors and robust regression. In addition, construction of additive models and pointwise or uniform confidence intervals are also supported. A number of tuning criteria such as classical cross-validation, robust cross-validation and cross-validation for correlated errors are available. Also, minimization of the previous criteria is available without any user interaction.
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