Do you mean supervised or unsupervised classification.

If supervised, I have had great success using gradient boosted
classification in package gbm. multinomial distribution will get you
multiple classes and it will select relevant predictors by itself
given the training data.

Not sure about the customized cost functions

Jean-Olivier Irisson
—
Université Pierre et Marie Curie
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http://www.obs-vlfr.fr/~irisson/
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On Fri, Feb 28, 2014 at 5:53 PM, Sergio Fonda <sergio.fond...@gmail.com> wrote:
> Focus on MASS, CCA and e1071 packages
> Brgds,
> Sergio
> Il 28/feb/2014 17:47 "Luca Cerone" <luca.cer...@gmail.com> ha scritto:
>
>> Dear all,
>> I would like some advices on R packages to solve classification problems.
>> I have tried to search among the Task views, but couldn't find anything.
>>
>> Can somebody recommend me some packages?
>>
>> Some of the features I am looking for:
>> - deal with multiple classes
>> - use customized cost functions
>> - perform features/predictors selection
>>
>> Any hint would be greatly appreciated,
>> thanks a lot in advance for the help!
>> Cheers,
>> Luca
>>
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