R package DWD: DWD implementation based on A IPM SOCP solver. This package provides the implementation of distance weighted discrimination (DWD) using an interior point method for the solution of second order cone programming problems, originally described by K.C. Toh, M.J. Todd, R.H. Tutuncu (1999).
References in zbMATH (referenced in 1 article )
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- Bang, Sungwan; Eo, Soo-Heang; Cho, Yong Mee; Jhun, Myoungshic; Cho, HyungJun: Non-crossing weighted kernel quantile regression with right censored data (2016)