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
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