psvr: Percentage-Error Support Vector Regression
Implements four support vector regression (SVR) models derived from a unified mathematical framework for percentage-error loss functions: epsilon-SVR minimizing the mean absolute percentage error (MAPE), its symmetric kernel extension, least-squares SVR (LS-SVR) minimizing the root mean square percentage error (RMSPE), and its symmetric counterpart. All models require strictly positive targets. The epsilon-SVR models are solved via a built-in sequential minimal optimization (SMO) algorithm (with 'osqp' available as an optional alternative backend) and the LS-SVR models via a linear system (base R). See Benavides-Herrera et al. (2026) <doi:10.3390/math14101679> for the mathematical derivations.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1) |
| Imports: | dials, Matrix, parsnip, Rcpp (≥ 1.0.10), rlang, scales, stats, tune, utils, workflowsets |
| LinkingTo: | Rcpp |
| Suggests: | dplyr, ggplot2, knitr, osqp, recipes, rmarkdown, rsample, testthat (≥ 3.0.0), tibble, workflows, yardstick |
| Published: | 2026-09-24 |
| DOI: | 10.32614/CRAN.package.psvr (may not be active yet) |
| Author: | Pablo Benavides-Herrera
 [aut, cre] |
| Maintainer: | Pablo Benavides-Herrera <pbenavides at iteso.mx> |
| License: | MIT + file LICENSE |
| URL: | https://pbenavidesh.github.io/psvr/ |
| NeedsCompilation: | yes |
| Citation: | psvr citation info |
| Materials: | README, NEWS |
| CRAN checks: | psvr results |
Documentation:
| Reference manual: | psvr.html , psvr.pdf |
| Vignettes: |
Getting Started with psvr (source, R code) tidymodels workflow with psvr (source, R code) |
Downloads:
| Package source: | psvr_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=psvr to link to this page.