Tanagra is a free data mining application, and this tutorial shows how use it for Support Vector Regression. Tanagra uses the LIBSVM library for its calculations, as does the e1071 package for R. The results are compared to R, and unsurprisingly they are the same.
The process for doing the calculations in R is spelled out in detail, and so as a result Chapter 6 of the PDF document linked below makes a fine tutorial on Support Vector Regression in R.
Tanagra: Support Vector Regression (PDF)
SVR has been implemented by Luke Bornn and others at Los Alamos National labs for the purpose of structural health monitoring. I mention this because there's a bunch of code for SVR available on his website (in both R and MATLAB) as well as the accompanying paper.
http://www.stat.ubc.ca/~l.bornn/research_published.html
Posted by: Katelin | May 15, 2009 at 08:47